In the help file of did_imputation, I saw that when using triple diff:
I am wondering how to create the variable ig based on the (i,g) pairs? I have the variables i and g in my sample, I do not know how to create the variable ig as mentioned.
Could you please help me to sort it out?
Many thanks and warm regards.
22) Triple-diffs:
When observations are defined by i,g,t when, say, i are counties and g are age groups, specify a variable ig identifying the (i,g) pairs as the unit identifier, add appropriate
FEs, and choose your clustering level, e.g.:
. did_imputation Y ig t Eig, fe(ig i#t g#t) cluster(i) ...
Note that the event time Eig should be specific to the i,g pairs, not to the i. For instance, Eig is missing for a never-treated age group in a county where other groups are treated at some point.
When observations are defined by i,g,t when, say, i are counties and g are age groups, specify a variable ig identifying the (i,g) pairs as the unit identifier, add appropriate
FEs, and choose your clustering level, e.g.:
. did_imputation Y ig t Eig, fe(ig i#t g#t) cluster(i) ...
Note that the event time Eig should be specific to the i,g pairs, not to the i. For instance, Eig is missing for a never-treated age group in a county where other groups are treated at some point.
Could you please help me to sort it out?
Many thanks and warm regards.
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