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  • Staggered adoption with interaction terms

    I am using csdid command to account for staggered adoption, however, it does not allow for interaction terms. Can you recommend any Stata command that accounts for staggered adoption and at the same time allows for interactions?

  • #2
    You mean interactions among the control variables?

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    • #3
      csdid supports the usual ways of including interactions in Stata.

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      • #4
        Thank you very much Professor Wooldridge for the reply, I actually mean interactions to show to heterogenous effect, e.g., PostTreatment * LargeFirm (i.e., pre-treatment size of the firms)

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        • #5
          Thank you very much Professor Wooldridge for the reply, I actually mean interactions to show to heterogenous effect, e.g., PostTreatment * LargeFirm (i.e., pre-treatment size of the firms)

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          • #6
            I think csdid does this automatically. You just need to specify a treatment variable

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