Hi statalist,

I’m running a difference in difference model with time fixed effects. My sample includes women who were observed two or three times out of the three waves of my data. I have three survey waves (2006, 2012, 2018) and a treatment that occurs at different times (either 2006 or 2012). The treatment is whether or not a specific woman has given birth to a male child.

I created a dummy variable for when the treatment started – so that the year 2006 takes a value of 0 and 2012/2018 take value of 1. I created a second dummy variable for my treatment. Any women who has given birth between 2006-2012 or 2012-2018 is coded as 1, all other women who have not given birth to a son are coded 0. I then generated my difference-in-difference estimator and ran my regression

Code:
gen year=round
recode year 6=0 12=1 18=1
gen did = year*sonbirth
 
xtreg C1 i.year i.sonbirth i.did  [pweight= panel_wt_06_12_18] , fe
The treatment variable is omitted due collinearity- which I don’t think should happen.

Because I have more than one-time period, do I just add year dummies and interact that with my treatment variable without indicating whether the different years belong to the pre/post period?
Different women might have experienced the treatment at different times. I realise this question has been asked a few times, but I haven’t been able apply them to my specific dataset.

Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input double Findid byte round float year str3 sonCH float(sonbirth did)
601004603  6 0 ".10" 0 0
601004603 12 1 ".10" 0 0
601004603 18 1 ".10" 0 0
601005902  6 0 "000" 0 0
601005902 12 1 "000" 0 0
601005902 18 1 "000" 0 0
601019206  6 0 ".10" 0 0
601019206 12 1 ".10" 0 0
601019206 18 1 ".10" 0 0
601025702  6 0 "00." 0 0
601025702 12 1 "00." 0 0
601025702 18 1 "00." 0 0
601032309  6 0 ".10" 0 0
601032309 12 1 ".10" 0 0
601032309 18 1 ".10" 0 0
601033103  6 0 ".00" 0 0
601033103 12 1 ".00" 0 0
601033103 18 1 ".00" 0 0
601036602  6 0 "00." 0 0
601036602 12 1 "00." 0 0
601036602 18 1 "00." 0 0
601037505  6 0 ".10" 0 0
601037505 12 1 ".10" 0 0
601037505 18 1 ".10" 0 0
601051404  6 0 ".10" 0 0
601051404 12 1 ".10" 0 0
601051404 18 1 ".10" 0 0
601054402  6 0 "010" 1 0
601054402 12 1 "010" 1 1
601054402 18 1 "010" 1 1
601056302  6 0 "110" 1 0
601056302 12 1 "110" 1 1
601056302 18 1 "110" 1 1
601058302  6 0 "010" 1 0
601058302 12 1 "010" 1 1
601058302 18 1 "010" 1 1
601058602  6 0 "000" 0 0
601058602 12 1 "000" 0 0
601058602 18 1 "000" 0 0
601059402  6 0 "11." 1 0
601059402 12 1 "11." 1 1
601059402 18 1 "11." 1 1
601060002  6 0 "111" 1 0
601060002 12 1 "111" 1 1
601060002 18 1 "111" 1 1
601060202  6 0 "010" 1 0
601060202 12 1 "010" 1 1
601060202 18 1 "010" 1 1
601060302  6 0 "000" 0 0
601060302 12 1 "000" 0 0
601060302 18 1 "000" 0 0
601061802  6 0 "010" 1 0
601061802 12 1 "010" 1 1
601061802 18 1 "010" 1 1
601062002  6 0 "000" 0 0
601062002 12 1 "000" 0 0
601062002 18 1 "000" 0 0
601062602  6 0 "010" 1 0
601062602 12 1 "010" 1 1
601062602 18 1 "010" 1 1
601063102  6 0 "110" 1 0
601063102 12 1 "110" 1 1
601063102 18 1 "110" 1 1
601067002  6 0 "11." 1 0
601067002 12 1 "11." 1 1
601067002 18 1 "11." 1 1
601070802  6 0 "110" 1 0
601070802 12 1 "110" 1 1
601070802 18 1 "110" 1 1
601071602  6 0 "110" 1 0
601071602 12 1 "110" 1 1
601071602 18 1 "110" 1 1
601071702  6 0 "110" 1 0
601071702 12 1 "110" 1 1
601071702 18 1 "110" 1 1
601071902  6 0 "11." 1 0
601071902 12 1 "11." 1 1
601071902 18 1 "11." 1 1
601072002  6 0 "010" 1 0
601072002 12 1 "010" 1 1
601072002 18 1 "010" 1 1
601072702  6 0 "000" 0 0
601072702 12 1 "000" 0 0
601072702 18 1 "000" 0 0
601072902  6 0 "010" 1 0
601072902 12 1 "010" 1 1
601072902 18 1 "010" 1 1
601073102  6 0 "11." 1 0
601073102 12 1 "11." 1 1
601073102 18 1 "11." 1 1
601073402  6 0 "110" 1 0
601073402 12 1 "110" 1 1
601073402 18 1 "110" 1 1
601074502  6 0 "000" 0 0
601074502 12 1 "000" 0 0
601074502 18 1 "000" 0 0
601075502  6 0 "110" 1 0
601075502 12 1 "110" 1 1
601075502 18 1 "110" 1 1
601075902  6 0 "110" 1 0
end
label values round yr
label def yr 6 "2006", modify
label def yr 12 "2012", modify
label def yr 18 "2018", modify