I have panel data for firms. I have a third-order interaction where one predictor is Health (0 for Healthy firms and 1 for Distressed firms), the second is the Treatment group (0 for Pre Treatment and 1 for Post-Treatment), and the last is continuous (X). I want to know the command to run xtdidregress command. I have labeled and defined the values of both the treatment and group dummy. Kindly use the given situation to fill the brackets in the command.
Thanks and Regards
Thanks and Regards
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