Hello Stata-Users,
I have a Panel-data and i would like to estimate the impact of a treatment on firms. I use the DID estimator.
Here is my regression:
y time_dummy group_dummy interaction_time_group controls
In addition, i would like to add progressively several fixed effects. ( i.year ; i.location_of_the_firm ; i.industry_code )
Which command is the most appropriate in my case? -reg- or -xtreg- with fe option?
Thank you for your help,
Pierre
I have a Panel-data and i would like to estimate the impact of a treatment on firms. I use the DID estimator.
Here is my regression:
y time_dummy group_dummy interaction_time_group controls
In addition, i would like to add progressively several fixed effects. ( i.year ; i.location_of_the_firm ; i.industry_code )
Which command is the most appropriate in my case? -reg- or -xtreg- with fe option?
Thank you for your help,
Pierre
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