Yes it would
you cannot add this type of fixed effect, since they would be colinear with the County fixed effect
you cannot add this type of fixed effect, since they would be colinear with the County fixed effect
use https://friosavila.github.io/playingwithstata/drdid/mpdta.dta, clear gen state=0 in 1/500 replace state=1 in 501/1000 replace state=2 in 1001/1500 replace state=3 in 1501/2000 replace state=4 in 2001/2500 bysort countyreal: gen treatment=(year>=first_treat) replace treatment=0 if first_treat==0 reghdfe lemp treatment, absorb(countyreal state#year)
csdid2 lemp state, ivar(countyreal) time(year) gvar(first_treat) csdid2 lemp i.state, ivar(countyreal) time(year) gvar(first_treat)
. csdid2 lemp state, ivar(countyreal) time(year) gvar(first_treat)
Producing Long Gaps by default
Using method dripw
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
............
. estat event
------------------------------------------------------------------------------
| Coefficient Std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
Pre_avg | .0169285 .0173361 0.98 0.329 -.0170496 .0509065
Post_avg | -.1280806 .0264225 -4.85 0.000 -.1798678 -.0762935
tm4 | .0030356 .0248078 0.12 0.903 -.0455869 .051658
tm3 | .024782 .0184956 1.34 0.180 -.0114686 .0610327
tm2 | .0229677 .0145274 1.58 0.114 -.0055055 .051441
tp0 | -.0237983 .0121392 -1.96 0.050 -.0475907 -5.90e-06
tp1 | -.0718211 .0200747 -3.58 0.000 -.1111669 -.0324753
tp2 | -.2301203 .046353 -4.96 0.000 -.3209706 -.1392701
tp3 | -.1865828 .0478486 -3.90 0.000 -.2803644 -.0928012
------------------------------------------------------------------------------
. csdid lemp state, ivar(countyreal) time(year) gvar(first_treat)
............
. estat event
ATT by Periods Before and After treatment
Event Study:Dynamic effects
------------------------------------------------------------------------------
| Coefficient Std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
Pre_avg | .0012933 .0077151 0.17 0.867 -.0138279 .0164146
Post_avg | -.3417521 .0760209 -4.50 0.000 -.4907504 -.1927538
Tm3 | .028662 .0146971 1.95 0.051 -.0001438 .0574679
Tm2 | -.0018143 .0133592 -0.14 0.892 -.0279978 .0243692
Tm1 | -.0229677 .0145274 -1.58 0.114 -.051441 .0055055
Tp0 | -.0350765 .0155179 -2.26 0.024 -.065491 -.0046619
Tp1 | -.1653035 .0504029 -3.28 0.001 -.2640915 -.0665156
Tp2 | -.6531053 .1461919 -4.47 0.000 -.9396362 -.3665744
Tp3 | -.5135231 .1376213 -3.73 0.000 -.783256 -.2437903
------------------------------------------------------------------------------
tab year implementation_time
| implementation_time
year | 2008 2009 2010 2011 2012 2013 | Total
-----------+------------------------------------------------------------------+----------
2011 | 123 202 314 227 252 138 | 10,942
2013 | 152 224 272 202 262 160 | 11,622
2015 | 140 255 300 243 249 179 | 12,068
2018 | 149 242 314 263 268 181 | 12,407
2020 | 151 253 297 253 265 171 | 12,098
-----------+------------------------------------------------------------------+----------
Total | 715 1,176 1,497 1,188 1,296 829 | 59,137
| implementation_time
year | 2014 2015 2016 2017 2018 2019 | Total
-----------+------------------------------------------------------------------+----------
2011 | 267 1,837 796 5,425 407 522 | 10,942
2013 | 342 1,954 874 5,727 424 521 | 11,622
2015 | 342 2,020 895 5,850 462 574 | 12,068
2018 | 358 1,946 935 6,110 481 609 | 12,407
2020 | 335 2,017 887 5,973 489 589 | 12,098
-----------+------------------------------------------------------------------+----------
Total | 1,644 9,774 4,387 29,085 2,263 2,815 | 59,137
| implementa
| tion_time
year | 2020 | Total
-----------+-----------+----------
2011 | 432 | 10,942
2013 | 508 | 11,622
2015 | 559 | 12,068
2018 | 551 | 12,407
2020 | 418 | 12,098
-----------+-----------+----------
Total | 2,468 | 59,137
replace year=2001 if year==2011 replace year=2003 if year==2013 replace year=2005 if year==2015 replace year=2007 if year==2018 replace year=2009 if year==2020 tab year implementation_time replace implementation_time=2001 if implementation_time<=2011 replace implementation_time=2002 if implementation_time==2012 replace implementation_time=2003 if implementation_time==2013 replace implementation_time=2004 if implementation_time==2014 replace implementation_time=2005 if implementation_time==2015 replace implementation_time=2006 if implementation_time==2016 replace implementation_time=2006 if implementation_time==2017 replace implementation_time=2007 if implementation_time==2018 replace implementation_time=2008 if implementation_time==2019 replace implementation_time=2009 if implementation_time==2020
. csdid retire $x, ivar(ID) time(year) gvar(implementation_time) method(dripw) notyet cluster(CITY) agg(simple)
Units always treated found. These will be ignored
Panel is not balanced
Will use observations with Pair balanced (observed at t0 and t1)
.xxx...x...x...x...x.xxx.xxxxxxx
Difference-in-difference with Multiple Time Periods
Number of obs = 13,858
Outcome model : least squares
Treatment model: inverse probability
(Std. err. adjusted for 100 clusters in CITY)
------------------------------------------------------------------------------
| Coefficient Std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
ATT | 0.034 0.030 1.14 0.254 -0.025 0.093
------------------------------------------------------------------------------
Control: Not yet Treated
See Callaway and Sant'Anna (2021) for details
. estat group
ATT by group
------------------------------------------------------------------------------
| Coefficient Std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
GAverage | 0.052 0.032 1.63 0.103 -0.011 0.115
G2002 | 0.098 0.010 9.89 0.000 0.079 0.118
G2003 | -0.066 0.038 -1.73 0.083 -0.142 0.009
G2004 | 0.110 0.057 1.94 0.053 -0.001 0.220
G2005 | -0.032 0.048 -0.66 0.506 -0.127 0.063
G2006 | 0.086 0.049 1.75 0.080 -0.010 0.183
------------------------------------------------------------------------------
. estat calendar
ATT by Calendar Period
------------------------------------------------------------------------------
| Coefficient Std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
CAverage | 0.028 0.025 1.14 0.256 -0.020 0.076
T2003 | 0.095 0.020 4.64 0.000 0.055 0.135
T2005 | -0.079 0.051 -1.54 0.123 -0.179 0.021
T2007 | 0.068 0.034 2.02 0.044 0.002 0.133
------------------------------------------------------------------------------
. csdid2 retire $x, ivar(ID) tvar(year) gvar(implementation_time) method(dripw) notyet cluster(CITY) agg(simple)
Producing Long Gaps by default
Using method dripw
Panel is not balanced
Will use observations with Pair balanced (observed at t0 and t1)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
x.xxxxxxxx.xx.x.xxxxx.x.xx.xxxxxxx.xxxx
Difference-in-difference with Multiple Time Periods
Outcome model : least squares
Treatment model: inverse probability
------------------------------------------------------------------------------
| Robust
| Coefficient std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
SimpleATT | 0.096 0.040 2.42 0.016 0.018 0.174
------------------------------------------------------------------------------
. estat group
------------------------------------------------------------------------------
| Coefficient Std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
GAverage | 0.094 0.042 2.22 0.026 0.011 0.177
g2002 | 0.097 0.010 9.78 0.000 0.078 0.117
g2004 | 0.128 0.061 2.08 0.037 0.007 0.248
g2006 | 0.092 0.049 1.87 0.062 -0.005 0.188
------------------------------------------------------------------------------
. estat calendar
------------------------------------------------------------------------------
| Coefficient Std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
TAverage | 0.079 0.026 3.00 0.003 0.027 0.131
t2003 | 0.097 0.010 9.78 0.000 0.078 0.117
t2005 | 0.040 0.065 0.60 0.546 -0.089 0.168
t2007 | 0.100 0.045 2.23 0.026 0.012 0.188
------------------------------------------------------------------------------
. csdid retire $x, ivar(ID) time(year) gvar(implementation_time) method(dripw) notyet cluster(CITY)
Units always treated found. These will be ignored
Panel is not balanced
Will use observations with Pair balanced (observed at t0 and t1)
.xxx...x...x...x...x.xxx.xxxxxxx
Difference-in-difference with Multiple Time Periods
Number of obs = 13,858
Outcome model : least squares
Treatment model: inverse probability
(Std. err. adjusted for 100 clusters in CITY)
------------------------------------------------------------------------------
| Coefficient Std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
g2002 |
t_2001_2003 | 0.098 0.010 9.89 0.000 0.079 0.118
t_2001_2005 | 0.000 (omitted)
t_2001_2007 | 0.000 (omitted)
t_2001_2009 | 0.000 (omitted)
-------------+----------------------------------------------------------------
g2003 |
t_2001_2003 | 0.089 0.050 1.78 0.075 -0.009 0.186
t_2001_2005 | -0.275 0.057 -4.80 0.000 -0.388 -0.163
t_2001_2007 | -0.276 0.148 -1.86 0.063 -0.567 0.015
t_2001_2009 | 0.000 (omitted)
-------------+----------------------------------------------------------------
g2004 |
t_2001_2003 | -0.187 0.072 -2.60 0.009 -0.328 -0.046
t_2003_2005 | 0.040 0.065 0.60 0.546 -0.089 0.168
t_2003_2007 | 0.169 0.081 2.07 0.038 0.009 0.328
t_2003_2009 | 0.000 (omitted)
-------------+----------------------------------------------------------------
g2005 |
t_2001_2003 | 0.037 0.041 0.89 0.372 -0.044 0.117
t_2003_2005 | -0.085 0.056 -1.51 0.130 -0.195 0.025
t_2003_2007 | 0.013 0.051 0.26 0.798 -0.086 0.112
t_2003_2009 | 0.000 (omitted)
-------------+----------------------------------------------------------------
g2006 |
t_2001_2003 | -0.008 0.032 -0.25 0.805 -0.070 0.054
t_2003_2005 | -0.004 0.044 -0.10 0.919 -0.091 0.082
t_2005_2007 | 0.086 0.049 1.75 0.080 -0.010 0.183
t_2005_2009 | 0.000 (omitted)
-------------+----------------------------------------------------------------
g2007 |
t_2001_2003 | 0.001 0.095 0.01 0.988 -0.186 0.188
t_2003_2005 | 0.000 (omitted)
t_2005_2007 | 0.000 (omitted)
t_2005_2009 | 0.000 (omitted)
-------------+----------------------------------------------------------------
g2008 |
t_2001_2003 | -0.030 0.073 -0.42 0.676 -0.173 0.112
t_2003_2005 | 0.000 (omitted)
t_2005_2007 | 0.000 (omitted)
t_2007_2009 | 0.000 (omitted)
-------------+----------------------------------------------------------------
g2009 |
t_2001_2003 | 0.000 (omitted)
t_2003_2005 | 0.000 (omitted)
t_2005_2007 | 0.000 (omitted)
t_2007_2009 | 0.000 (omitted)
------------------------------------------------------------------------------
Control: Not yet Treated
. csdid2 retire $x, ivar(ID) tvar(year) gvar(implementation_time) method(dripw) notyet cluster(CITY)
Producing Long Gaps by default
Using method dripw
Panel is not balanced
Will use observations with Pair balanced (observed at t0 and t1)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
x.xxxxxxxx.xx.x.xxxxx.x.xx.xxxxxxx.xxxx
. estat attgt
------------------------------------------------------------------------------
| Coefficient Std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
g2002 |
t2001_2003 | 0.097 0.010 9.78 0.000 0.078 0.117
-------------+----------------------------------------------------------------
g2004 |
t2001_2003 | 0.187 0.072 2.60 0.009 0.046 0.328
t2003_2005 | 0.040 0.065 0.60 0.546 -0.089 0.168
t2003_2007 | 0.200 0.083 2.43 0.015 0.039 0.362
-------------+----------------------------------------------------------------
g2006 |
t2001_2005 | 0.034 0.044 0.76 0.448 -0.053 0.121
t2003_2005 | 0.002 0.045 0.06 0.955 -0.085 0.090
t2005_2007 | 0.092 0.049 1.87 0.062 -0.005 0.188
-------------+----------------------------------------------------------------
g2008 |
t2003_2007 | -0.220 0.099 -2.22 0.026 -0.414 -0.026
------------------------------------------------------------------------------
. csdid2 retire $x, ivar(ID) tvar(year) gvar(implementation_time) method(dripw) notyet cluster(CITY) agg(attgt)
Producing Long Gaps by default
Using method dripw
Always Treated units have been excluded
Panel is not balanced
Will use observations with Pair balanced (observed at t0 and t1)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
x.xxxxxxxxx.xx.xx.xxxxx.x.xxxxxxxxxxxxxxx.xxxxx
Difference-in-difference with Multiple Time Periods
Outcome model : least squares
Treatment model: inverse probability
------------------------------------------------------------------------------
| Robust
| Coefficient std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
g2012 |
t2011_2013 | 0.097 0.010 9.78 0.000 0.078 0.117
-------------+----------------------------------------------------------------
g2014 |
t2011_2013 | 0.187 0.072 2.60 0.009 0.046 0.328
t2013_2015 | 0.040 0.065 0.60 0.546 -0.089 0.168
t2013_2018 | 0.200 0.083 2.43 0.015 0.039 0.362
-------------+----------------------------------------------------------------
g2016 |
t2011_2015 | -0.028 0.044 -0.64 0.524 -0.115 0.059
t2013_2015 | 0.011 0.025 0.44 0.657 -0.038 0.061
-------------+----------------------------------------------------------------
g2019 |
t2013_2018 | -0.220 0.099 -2.22 0.026 -0.414 -0.026
------------------------------------------------------------------------------
. csdid2 retire $x, ivar(ID) tvar(year) gvar(implementation_time) method(dripw) notyet cluster(CITY) agg(attgt)
Producing Long Gaps by default
Using method dripw
Always Treated units have been excluded
Panel is not balanced
Will use observations with Pair balanced (observed at t0 and t1)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
x.x.xx.xxxxx.xx.xx.xxxxx.x.xxx.xxxxxxxxx.x.x.xxx
Difference-in-difference with Multiple Time Periods
Outcome model : least squares
Treatment model: inverse probability
------------------------------------------------------------------------------
| Robust
| Coefficient std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
g2012 |
t2011_2013 | 0.094 0.011 8.33 0.000 0.072 0.116
t2011_2015 | -0.000 0.019 -0.01 0.990 -0.037 0.037
t2011_2018 | 0.243 0.068 3.55 0.000 0.109 0.377
-------------+----------------------------------------------------------------
g2014 |
t2011_2013 | 0.195 0.070 2.78 0.005 0.058 0.332
t2013_2015 | 0.039 0.067 0.58 0.559 -0.093 0.171
t2013_2018 | 0.148 0.070 2.11 0.035 0.010 0.285
-------------+----------------------------------------------------------------
g2016 |
t2011_2015 | -0.026 0.038 -0.68 0.498 -0.101 0.049
t2013_2015 | 0.009 0.025 0.37 0.709 -0.039 0.058
t2015_2018 | 0.203 0.066 3.07 0.002 0.073 0.332
-------------+----------------------------------------------------------------
g2019 |
t2011_2018 | -0.289 0.074 -3.89 0.000 -0.435 -0.144
t2013_2018 | -0.244 0.077 -3.15 0.002 -0.396 -0.093
t2015_2018 | 0.253 0.106 2.39 0.017 0.046 0.461
------------------------------------------------------------------------------
.
. tab year implementation_time
| implementation_time
year | 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 | Total
-----------+--------------------------------------------------------------------------------------------------------------+----------
2011 | 123 202 314 227 252 138 267 1,837 796 5,425 | 10,942
2013 | 152 224 272 202 262 160 342 1,954 874 5,727 | 11,622
2015 | 140 255 300 243 249 179 342 2,020 895 5,850 | 12,068
2018 | 149 242 314 263 268 181 358 1,946 935 6,110 | 12,407
2020 | 151 253 297 253 265 171 335 2,017 887 5,973 | 12,098
-----------+--------------------------------------------------------------------------------------------------------------+----------
Total | 715 1,176 1,497 1,188 1,296 829 1,644 9,774 4,387 29,085 | 59,137
| implementation_time
year | 2018 2019 2020 | Total
-----------+---------------------------------+----------
2011 | 407 522 432 | 10,942
2013 | 424 521 508 | 11,622
2015 | 462 574 559 | 12,068
2018 | 481 609 551 | 12,407
2020 | 489 589 418 | 12,098
-----------+---------------------------------+----------
Total | 2,263 2,815 2,468 | 59,137
. estat attgt
------------------------------------------------------------------------------
| Coefficient Std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
g2012 |
t2011_2013 | 0.094 0.011 8.33 0.000 0.072 0.116
t2011_2015 | -0.000 0.019 -0.01 0.990 -0.037 0.037
t2011_2018 | 0.243 0.068 3.55 0.000 0.109 0.377
-------------+----------------------------------------------------------------
g2014 |
t2011_2013 | 0.195 0.070 2.78 0.005 0.058 0.332
t2013_2015 | 0.039 0.067 0.58 0.559 -0.093 0.171
t2013_2018 | 0.148 0.070 2.11 0.035 0.010 0.285
-------------+----------------------------------------------------------------
g2016 |
t2011_2015 | -0.026 0.038 -0.68 0.498 -0.101 0.049
t2013_2015 | 0.009 0.025 0.37 0.709 -0.039 0.058
t2015_2018 | 0.203 0.066 3.07 0.002 0.073 0.332
-------------+----------------------------------------------------------------
g2019 |
t2011_2018 | -0.289 0.074 -3.89 0.000 -0.435 -0.144
t2013_2018 | -0.244 0.077 -3.15 0.002 -0.396 -0.093
t2015_2018 | 0.253 0.106 2.39 0.017 0.046 0.461
------------------------------------------------------------------------------
. estat attgt
------------------------------------------------------------------------------
| Coefficient Std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
g2012 |
t2011_2013 | 0.094 0.011 8.33 0.000 0.072 0.116
t2011_2015 | -0.000 0.019 -0.01 0.990 -0.037 0.037
t2011_2018 | 0.243 0.068 3.55 0.000 0.109 0.377
-------------+----------------------------------------------------------------
g2014 |
t2011_2013 | 0.195 0.070 2.78 0.005 0.058 0.332
t2013_2015 | 0.039 0.067 0.58 0.559 -0.093 0.171
t2013_2018 | 0.148 0.070 2.11 0.035 0.010 0.285
-------------+----------------------------------------------------------------
g2016 |
t2011_2015 | -0.026 0.038 -0.68 0.498 -0.101 0.049
t2013_2015 | 0.009 0.025 0.37 0.709 -0.039 0.058
t2015_2018 | 0.203 0.066 3.07 0.002 0.073 0.332
------------------------------------------------------------------------------
Comment