Hi everyone,
I'm trying to run a DID regression for panel data with the following command:
xtdidregress (y firmsize) (did), group(treat) time(post)
where
y is the dependent variable
firmsize is the control variable(not control group),
did is the interaction of treat and post
treat is a dummy indicating treatment or control group,
and post is a dummy indicating that the observation is in the post or pre-treatment period.
I've found that the dependent variable is a count value, and based on its mean and variance, I believe that a Poisson regression model is appropriate. How can I change the above model to include a Poisson regression? Should I simply use the xtpoisson command as follows? Does it have the DID analysis in itself?
xtpoisson (y firmsize) (did), group(treat) time(post)
or should I stick to xtdidregress and add some commands to it?
Thank you in advance.
I'm trying to run a DID regression for panel data with the following command:
xtdidregress (y firmsize) (did), group(treat) time(post)
where
y is the dependent variable
firmsize is the control variable(not control group),
did is the interaction of treat and post
treat is a dummy indicating treatment or control group,
and post is a dummy indicating that the observation is in the post or pre-treatment period.
I've found that the dependent variable is a count value, and based on its mean and variance, I believe that a Poisson regression model is appropriate. How can I change the above model to include a Poisson regression? Should I simply use the xtpoisson command as follows? Does it have the DID analysis in itself?
xtpoisson (y firmsize) (did), group(treat) time(post)
or should I stick to xtdidregress and add some commands to it?
Thank you in advance.
