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  • Diff in diff and event study with paired controls

    Dear statalist members,
    Assume that I have panel dataset with countries A B C D E. I want to run both a diff in diff and an event study (e.g. using "eventdd") on this dataset with paired controls. For concreteness, lets assume that treated group is composed of A and B and broad control group is C D E. However, I want controls for A to be C and D, and controls for B to be D and E. Can anyone help me how I can implement this estimation? I will be very grateful for any hints!

  • #2
    Mike:
    welcome to this forum.
    See -help didregress-.
    Kind regards,
    Carlo
    (Stata 19.0)

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    • #3
      Thank you Carlo very much. I have played with didregress for some time now and I think I cannot figure this out well. One option I am wondering about is whether I should use two group-variables in the group() option to do this? The treatment is introduced at "Country" level, but I want to make two "ControlGroups" (C D and D E), so should I simply specify group(Country ControlGroups) ? I tried it on my dataset but the results are very similar to what I've gotten with group(Country), so I guess this is a wrong attempt.

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