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?
Related Posts with how to get the coefficient of post and treat when estimating a DID model with REGHDFE and absorb option that absorbs indivisual and time fixed effect
Firm fixed effectsHi Statalist, I have a question about firm-fixed effects. My regression looks like: Dependent va…
ttest for time seriesHello all, I got monthly data of the standard deviation of my betas (Sd_beta) and three dummy varia…
IV estimation with ordinal endogenous variable and ordinal instrumental variableHello, everyone. I am actually quite new with Statalist, and just beginning to learn Stata beyond wh…
Running sum of observations by group for last 3 yearsDear Statalists, my dataset includes company IDs and patents the companies invented per year. Each …
Delete records with missing valuablesHow can I delete all observations that have missing data in any of the variables that I have I have…
Subscribe to:
Post Comments (Atom)
0 Response to how to get the coefficient of post and treat when estimating a DID model with REGHDFE and absorb option that absorbs indivisual and time fixed effect
Post a Comment