I'm struggling to know how to implement a triple differences specification in reghdfe into xtdidregress. If I have a regression like
y = b0 + b1*x1 + b2*x2 + b3*treatment
+ b4*x1*x2 + b5*x1*treatment + b6*x2*treatment
+ b7*x1*x2*treatment + fixed effects + ...
=> reghdfe y x1 treatment#x1 x2#x1 treatment#x1#x2, vce(cluster ..) absorb(…)
but it seems that xtdidregress isn’t made for this kind of triple interaction DnD. It seems it’s built more for the simpler form (?)
y = b0 + b1*x1 + b2*x2 + b3*treatment + fixed effects + ...
question: is there any way to implement the triple interaction form into xdidregress.
Thanks
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