Thursday, July 29, 2021

Triple Difference and Kernel-based PSM

Dear all,

I run differeneces-in-differences regressions with a kernel-based PSM adjustement with the command "diff".
I would like to check a heterogenous treatment effect with a triple diff. This, however, does not work with kernel PSM with the diff command.
I have panel data from 2 waves and I use clusters.
Any suggestions for another command?

Thanks
Doro

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