Showing the estimation results of the covariate when using xthdidregress (Stata 18)

[Joe Anderson]

I am wondering how to retrieve the estimation results of the covariates when using xthdidregress in Stata 18.
What the package provides is just the ATET, I also want to know the coefficient of the X.

[Andrew Musau]

This is a convenience command. For the most part, in DID, we are interested in the average treatment effect on the treated. The rest are controls. Use xtreg if you want the full estimation results.

[FernandoRios]

It will all depend on the type of estimation you are using
-twfe- uses Wooldridge Extended TWFE approach. You can obtain the same results with jwdid (ssc), which will show you all the underlying coefficients and covariates,
if using other methods (Callaway and Sant'Anna ) there is no way to gather the other coefficients, because they are too many. One set of OLS regression for each ATTGT.
F

[Joe Anderson]

It will all depend on the type of estimation you are using
-twfe- uses Wooldridge Extended TWFE approach. You can obtain the same results with jwdid (ssc), which will show you all the underlying coefficients and covariates,
if using other methods (Callaway and Sant'Anna ) there is no way to gather the other coefficients, because they are too many. One set of OLS regression for each ATTGT.
F

Thanks a lot for the help!