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  • Difference-in-difference, multi time period treatments

    Dear All,

    I am doing Dif in Dif Regression, I have started by creating a dummy that indicates if the local authority is within treated group (dummy=1) or within control group (dummy=0). The name of the dummy is "treated"
    But because local authorities was treated during different periods if time, I have generated dummies for each single date. of the treatment.

    I would like to know how should I write the command of the interaction, and how I should proceed as well, this is my first time to use Dif in Dif.

    The variables I have are as follows;

    Code:
    . describe
    
    Contains data from pollutiondata_withLACs.dta
      obs:     1,595,015                          
     vars:            87                          3 Apr 2018 14:
    > 34
     size:   650,766,120                          
    ------------------------------------------------------------
                  storage   display    value
    variable name   type    format     label      variable label
    ------------------------------------------------------------
    no2             int     %10.0g                Aberdeen
    sitename        str29   %29s                  
    code            str9    %9s                   
    background_ur~n float   %9.0g                 
    traffic_urban   float   %9.0g                 
    background_ru~l float   %9.0g                 
    background_su~n float   %9.0g                 
    industrial_ur~n float   %9.0g                 
    industrial_su~n float   %9.0g                 
    startdate       float   %td                   
    enddate         float   %td                   
    localauthority  str36   %36s                  LOCAL
                                            AUTHORITY
    declaredate1    float   %td                   
    declaredate2    float   %td                   
    declaredate3    float   %td                   
    revokedate1     float   %td                   
    revokedate2     float   %td                   
    mes_date        float   %td                   
    active          float   %9.0g                 
    elapsedeclard~1 float   %9.0g                 
    treated         float   %9.0g                 
    Jun29_01        float   %9.0g                 
    Dec01_08        float   %9.0g                 
    Nov25_08        float   %9.0g                 
    Feb08_10        float   %9.0g                 
    Oct03_01        float   %9.0g                 
    Feb01_02        float   %9.0g                 
    Jul01_04        float   %9.0g                 
    Jan10_03        float   %9.0g                 
    Oct18_05        float   %9.0g                 
    Jul01_05        float   %9.0g                 
    Mar08_02        float   %9.0g                 
    May01_06        float   %9.0g                 
    Sep01_06        float   %9.0g                 
    Mar15_01        float   %9.0g                 
    Dec08_04        float   %9.0g                 
    May01_01        float   %9.0g                 
    Mar15_07        float   %9.0g                 
    Jul17_02        float   %9.0g                 
    Apr01_05        float   %9.0g                 
    Sep20_02        float   %9.0g                 
    Jul28_06        float   %9.0g                 
    May02_06        float   %9.0g                 
    Dec01_00        float   %9.0g                 
    Dec02_05        float   %9.0g                 
    Sep01_02        float   %9.0g                 
    Jun29_10        float   %9.0g                 
    Nov21_05        float   %9.0g                 
    Sep01_15        float   %9.0g                 
    Jul31_03        float   %9.0g                 
    Feb23_05        float   %9.0g                 
    Aug01_01        float   %9.0g                 
    Dec31_00        float   %9.0g                 
    Mar10_05        float   %9.0g                 
    Apr25_16        float   %9.0g                 
    Jul01_07        float   %9.0g                 
    Aug01_05        float   %9.0g                 
    Mar18_10        float   %9.0g                 
    Sep01_08        float   %9.0g                 
    Jul01_01        float   %9.0g                 
    Aug23_06        float   %9.0g                 
    Dec14_09        float   %9.0g                 
    Jan01_11        float   %9.0g                 
    Apr30_02        float   %9.0g                 
    Aug31_10        float   %9.0g                 
    Sep09_14        float   %9.0g                 
    Jul01_08        float   %9.0g                 
    Jul01_10        float   %9.0g                 
    Dec04_00        float   %9.0g                 
    Nov23_01        float   %9.0g                 
    Feb03_14        float   %9.0g                 
    Apr01_09        float   %9.0g                 
    Mar01_07        float   %9.0g                 
    Dec16_06        float   %9.0g                 
    Mar09_99        float   %9.0g                 
    Nov01_00        float   %9.0g                 
    Jun29_06        float   %9.0g                 
    Jun01_03        float   %9.0g                 
    Mar30_01        float   %9.0g                 
    Jan01_01        float   %9.0g                 
    Nov03_03        float   %9.0g                 
    Jul31_01        float   %9.0g                 
    Jul18_01        float   %9.0g                 
    Jul06_12        float   %9.0g                 
    Apr01_08        float   %9.0g                 
    Dec31_04        float   %9.0g                 
    Jan06_03        float   %9.0g
    Thank you,

    ALI
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