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  • CSDID time fixed effects

    I understand that because of its design, time-fixed effects are already incorporated in the CSDID for staggered setups. However, if I add time dummies as independent variables in my model, the parallel trends are more well-defined. Does anyone know why is that? Can I include the time dummies as independent variables or this will bias my model?

  • #2
    The most likely case, its a fluke caused by errors in the modeling.
    In fact, if i add time fixed effects on the example i have in the help file, nothing is estimated at all.
    Do not add time dummies.

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