Hi,
Does any one know how to add year and industry fixed effect (sum of Year fixed effecti,t) as control variable in diff command?
I tried to use diff command to execute the DID estimation. However, the general code is: diff y,treat(varname) period(varname) cov(z1 z2) robust
Then I tried to add i.year and i.industry in as what usually did in normal regression, however, it doesn't work.
Appreciate in advance!
Does any one know how to add year and industry fixed effect (sum of Year fixed effecti,t) as control variable in diff command?
I tried to use diff command to execute the DID estimation. However, the general code is: diff y,treat(varname) period(varname) cov(z1 z2) robust
Then I tried to add i.year and i.industry in as what usually did in normal regression, however, it doesn't work.
Appreciate in advance!
Comment