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  • How to set 3 way panel and run triple difference regression?

    Hi everyone,
    I've got a dataset which varies across time, across country and across products (trade data). I can't seem to find anywhere the command I need (equivalent of xtset I assume) to tell stata that this is a 3 way panel - does such a command exist?
    After this, I want to run a triple difference regression, but again cannot find any information about the command I should use to do so.
    Any help would be much appreciated.
    Best wishes,

  • #2
    You didn't get a quick answer. You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex.

    User written reghdfe does this. Enter findit reghdfe on the command line.