Hi dear, my estimation model looks like following:
Yijkt = β0 + β1 ∗ treat_j + β2 ∗ post_t + β3 ∗ treat_j ∗ post_t + β4X_it + ξ_i + δ_t + ψ_k + ϵ_ijkt
where treat equals 1 if in the treatment group, post equals 1 if the year is equal to or greater than 2012 (policy takes effect in 2012), and X_it are city level time varying variables. ξ_i is the city fixed effect, δ_t is the time fixed effect, and ψ_k is the product fixed effect.
The following is my regression command:
reghdfe sales_spec i.treat_1##i.post lnp_adj lngdp lnage nicotine tar CO , absorb(i.code i.year i.product) vce(cl province)
where code represents the city fixed effect, year represents the time fixed effect, and product represents the product fixed effect.the regression result looks like as following:
Array
my confusion is how to get the coefficients of treat and post when using reghdfe as well as absorb these fixed effects. Theoretically, treat and post be absorded by fixed effect and thus cannot be estimated. Is there any empirical method to get the coefficients of the two variables?
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