Hello everyone,
I am applying DID with multiple periods using csdid and "never treated" units as controls. I have two questions:
1. How do the csdid estimates work when there are a few "never treated" units (e.g. 6 units) compared to "treated units" (e.g. 50)? Would the credibility of my estimates be compromised?
2. I am testing for parallel trend four periods before the first treatment took place using "estat event, window (-4 -1)"
My results are:
. estat event, window (-4 -1)
ATT by Periods Before and After treatment
Event Study:Dynamic effects
------------------------------------------------------------------------------
| Coefficient Std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
Tm4 | .0349455 .0268908 1.30 0.194 -.0177596 .0876505
Tm3 | .0111339 .02827 0.39 0.694 -.0442742 .0665421
Tm2 | -.0125245 .0296415 -0.42 0.673 -.0706208 .0455719
Tm1 | .029379 .0433705 0.68 0.498 -.0556256 .1143836
------------------------------------------------------------------------------
Does this mean that they follow a parallel trend? P-value is not significant for all four pre-treatment periods...
Apologies for the silly questions, I am just getting familiar with the model.
Many thanks,
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