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  • Omitted Cohorts in csdid

    Hi there!

    I am analyzing the effects of treatment on my outcome variable of interest. To do so I observe units from across different countries (cohorts) that became subject to treatment in different years (staggered treatment). To condition on parallel trends, I include unit-specific and country-specific covariates that might influence my outcome variable other than treatment itself.

    I realized that although my country-specific (macroeconomic) variables differ across countries, they remain identical for all units within the same cohort during each observation year, leading to no within-country variation. What should I do now? The problem is, that some countries became subject to treatment in the same year, and consequently, are placed within the same cohort leading to variation in this cohort in terms of the macroeconomic variables.

    If I include the macroeconomic variables in the csdid command, the cohorts are being omitted. How should I handle this?

    Tank you so much in advance!
    I really appreciate the help.
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