Hi Statalist,
I'm running a DiD with a continuous treatment at the group (industry) level. The treatment does not vary over time. The post-treatment period has one year (2020).
The interaction term between the treatment and year is expected not to be significant when the year-industry fixed effects are included, as it is absorbed by the year-industry fixed effects. However, in my case I find it significant. Could you please suggest some explanations?
Thank you very much.
Phuong
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