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  • xthdidregress and predict

    I am using xthdidregress to estimate ATETs with a log outcome variable. I would like to obtain estimates for the predicted values, but predict is not allowed after the command. My understanding is that I cannot use the point estimates to compute the predicted values if the fixed effects are absorbed. Does anyone know a workaround for this?

    My intention is to use the exponentiated values of the predictions to compute the difference in levels between t-1 and tT (the last period in post-treatment) for the treated units.


  • #2
    You cant, and that isnt possible.
    your alternative its to use a regression based approach, like jwdid.
    Best wishes

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