Hi StataList,
I am new, but have read the guidelines so intend to abide by them. I am trying to conduct a triple Difference-in-Differences (DiD) where I have a matched sample of firms (treated and control firms) but only data for the triple interaction term for the treatment group of firms.
First, does my overall code look okay?
acquisition_spending = the amount of money firms spend on acquisitions by year
treat = 1 for firms that were mentioned by a regulatory agency (regulator) in a court filing and 0 otherwise (for all matched control firms that did not experience a mention by a regulatory agency)
post = 0 for pre-court filing dates and 1 thereafter
regulator_size = the total number of employees of the regulator the filed the court filing against the treatment firm
Second, my issue is that I only have data for the "regulator_size" variable for the treated firm, and no data for the control firms. This is because there is no regulatory agency in the first place to connect to the control (non targeted) firms. How do I solve this in my regression model?
Thanks very much list!
Eben K
I am new, but have read the guidelines so intend to abide by them. I am trying to conduct a triple Difference-in-Differences (DiD) where I have a matched sample of firms (treated and control firms) but only data for the triple interaction term for the treatment group of firms.
Code:
xtreg acquisition_spending i.treat##i.post##i.regulator_size i.cyear, fe
acquisition_spending = the amount of money firms spend on acquisitions by year
treat = 1 for firms that were mentioned by a regulatory agency (regulator) in a court filing and 0 otherwise (for all matched control firms that did not experience a mention by a regulatory agency)
post = 0 for pre-court filing dates and 1 thereafter
regulator_size = the total number of employees of the regulator the filed the court filing against the treatment firm
Second, my issue is that I only have data for the "regulator_size" variable for the treated firm, and no data for the control firms. This is because there is no regulatory agency in the first place to connect to the control (non targeted) firms. How do I solve this in my regression model?
Thanks very much list!
Eben K
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