Hi,

I am running an analysis to assess the impact of a stewardship policy on the consumption of antibiotics.

I have a time series panel of quarterly use per capita for eight countries from 2013-2018 - the policy was introduced by q3 2017 for all the countries. The panel variable is the country-antibiotic (panelvar) & l have ~17,000 observations (~4,000 observations over 6 periods post-policy).

The antibiotics are split into 3 categories & I would like to see whether there is any impact of the policy on changing consumption in any of the three categories. The data is set up according to the dataex extract below.

I initially looked at using itsa (ssc install itsa), but I don't think it is suitable for the multiple treated panels.

I am now looking at running fixed or random effects regression (xtreg):

Code:
tsset panelvar qdate, q
xtreg percapita policy##category, fe robust
xtreg percapitapolicy##category i.antibiotic i.country, re robust
I don't think this is correct though as it does not account for heteroskedasticity/autocorrelation. I have also seen xtscc (ssc install xtscc) to use Driscoll-Kraay standard errors, but I don't think I have a large enough T for this.

Does anyone have any advice on how to run this model?

Thank you for any help.
Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input long panelvar float(qdate category percapita policy) long(antibiotic country)
1 212 1  8.491942 0  3 1
1 213 1  6.455289 0  3 1
1 214 1  5.392517 0  3 1
1 215 1  7.843199 0  3 1
1 216 1  7.863443 0  3 1
1 217 1  6.440968 0  3 1
1 218 1  5.475216 0  3 1
1 219 1  8.582564 0  3 1
1 220 1  8.241756 0  3 1
1 221 1  5.972879 0  3 1
1 222 1  5.031816 0  3 1
1 223 1  7.213692 0  3 1
1 224 1  7.903334 0  3 1
1 225 1  5.495628 0  3 1
1 226 1  4.689399 0  3 1
1 227 1  7.141853 0  3 1
1 228 1  6.740578 0  3 1
1 229 1  4.962944 0  3 1
1 230 1 4.5171933 1  3 1
1 231 1  6.471659 1  3 1
1 232 1  6.534578 1  3 1
1 233 1 4.4081707 1  3 1
1 234 1  3.778891 1  3 1
1 235 1  5.652427 1  3 1
2 212 2 .20528096 0 12 1
2 213 2 .20077975 0 12 1
2 214 2  .2002376 0 12 1
2 215 2 .22712195 0 12 1
2 216 2  .2269007 0 12 1
2 217 2  .2264132 0 12 1
2 218 2  .2296442 0 12 1
2 219 2 .25586352 0 12 1
2 220 2 .24679537 0 12 1
2 221 2 .24202643 0 12 1
2 222 2 .25290585 0 12 1
2 223 2 .27849534 0 12 1
2 224 2 .27684602 0 12 1
2 225 2 .26330328 0 12 1
2 226 2  .2578124 0 12 1
2 227 2 .28231534 0 12 1
2 228 2 .28142148 0 12 1
2 229 2 .27017698 0 12 1
2 230 2 .26818603 1 12 1
2 231 2  .2890595 1 12 1
2 232 2 .28878802 1 12 1
2 233 2 .27159473 1 12 1
2 234 2 .27031007 1 12 1
2 235 2 .30036235 1 12 1
3 212 1  7.357988 0  3 2
3 213 1  5.517321 0  3 2
3 214 1  4.871842 0  3 2
3 215 1   6.50174 0  3 2
3 216 1  6.900932 0  3 2
3 217 1   5.58475 0  3 2
3 218 1  5.113198 0  3 2
3 219 1   7.01998 0  3 2
3 220 1  7.539312 0  3 2
3 221 1  5.874916 0  3 2
3 222 1  5.165118 0  3 2
3 223 1  6.804155 0  3 2
3 224 1  7.475902 0  3 2
3 225 1  5.733838 0  3 2
3 226 1  4.826259 0  3 2
3 227 1  6.752472 0  3 2
3 228 1  7.602476 0  3 2
3 229 1  5.641543 0  3 2
3 230 1  4.832673 1  3 2
3 231 1  6.864495 1  3 2
3 232 1  6.832723 1  3 2
3 233 1  5.269779 1  3 2
3 234 1 4.7140703 1  3 2
3 235 1  6.157481 1  3 2
4 212 2 1.8451626 0 12 2
4 213 2  .9347179 0 12 2
4 214 2  .9068737 0 12 2
4 215 2 1.3392904 0 12 2
4 216 2 1.2946705 0 12 2
4 217 2   .910511 0 12 2
4 218 2  .9301074 0 12 2
4 219 2 1.3665724 0 12 2
4 220 2  1.453778 0 12 2
4 221 2 1.0201169 0 12 2
4 222 2  .8277714 0 12 2
4 223 2   1.31947 0 12 2
4 224 2  1.455298 0 12 2
4 225 2  .9360857 0 12 2
4 226 2   .815813 0 12 2
4 227 2   1.31421 0 12 2
4 228 2  1.458465 0 12 2
4 229 2  .9216899 0 12 2
4 230 2  .7625733 1 12 2
4 231 2 1.5324233 1 12 2
4 232 2 1.5997287 1 12 2
4 233 2  .9900257 1 12 2
4 234 2  .8145158 1 12 2
4 235 2 1.4061882 1 12 2
end
format %tq qdate
label values panelvar panelvar
label def panelvar 1 "China_amoxicillin", modify
label def panelvar 2 "China_azithromycin", modify
label def panelvar 3 "India_amoxicillin", modify
label def panelvar 4 "India_azithromycin", modify
label values antibiotic product
label def product 3 "amoxicillin", modify
label def product 12 "azithromycin", modify
label values country co
label def co 1 "China", modify
label def co 2 "India", modify