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  • ATTs using margins, dydx(w) Mundlak Regression

    I'm using the Two-Way Mundlak Regression where the margins command is used for calculating ATTs for specific periods:

    Code:
    margins, dydx(w) at(d4 = 1 d5 = 0 d6 = 0 f2014 = 1 f2015 = 0 f2016 = 0) ///
        subpop(if d4 == 1) vce(uncond)
    Does anyone know how can I use margins for calculating the ATT of all groups and cohorts together (similar to the ATT of Callaway & Sant'Anna)? Thanks.

  • #2
    if you estimate the model witj jwdid, you could do that using estat event, estat group, estat calendar.

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