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  • Stata csdid issue: all observations omitted in Difference-in-Differences with multiple time periods

    I'm working on a Difference-in-Differences (DiD) analysis with property transactions in England. I am using the csdid command to estimate the impact of wind farms on house prices, but I keep getting the error 'No never treated observations found'. I believe I have enough data, but it seems to omit observations. I'm not sure why this happens. * Keep relevant treatment and control groups
    keep if treat_0_2 == 1 | treat_2_4 == 1 | control_8_14 == 1

    * Define treatment group (now includes EITHER treat_0_2 OR treat_2_4)
    gen treat = (treat_0_2 == 1 | treat_2_4 == 1)

    * Step 1: Check if `plan_date` is in the correct format
    list plan_date in 1/20

    * Step 2: Generate `plan_year` directly from `plan_date` (since it's already numeric)
    gen plan_year = year(plan_date) if treat == 1

    * Step 3: Set `plan_year` to missing for untreated observations (treat == 0)
    replace plan_year = . if treat == 0

    * Step 4: Check if `plan_year` is correct for treated observations
    tab plan_year if treat == 1

    * Step 5: Create unique panel ID
    egen trans_id_num = group(transactionid)

    * Keep only one observation per property (smallest hubdist)
    bysort transactionid (hubdist): gen rank = _n
    keep if rank == 1

    * Step 6: Check if treatment and control groups are set up correctly
    tab treat plan_year

    *Keep only 12 years after announcement
    keep if rel_year <= 12

    * Check the distribution of observations for treated (treat == 1) and control (treat == 0) groups across `rel_year`
    tab rel_year treat

    * Step 7: Run Callaway & Sant'Anna DID with plan_year as the treatment timing
    csdid ln_price, ivar(trans_id_num) time(rel_year) gvar(plan_year) notyet


    "
    Number of obs = 0
    Outcome model : regression adjustment
    Treatment model: none
    ------------------------------------------------------------------------------
    | Coefficient Std. err. z P>|z| [95% conf. interval]
    -------------+----------------------------------------------------------------
    g2000 |
    t_-5_-4 | 0 (omitted)
    t_-4_-3 | 0 (omitted)
    t_-3_-2 | 0 (omitted)
    t_-2_-1 | 0 (omitted)
    t_-1_0 | 0 (omitted)
    t_0_1 | 0 (omitted)
    t_1_2 | 0 (omitted)
    t_2_3 | 0 (omitted)
    t_3_4 | 0 (omitted)
    t_4_5 | 0 (omitted)
    t_5_6 | 0 (omitted)
    t_6_7 | 0 (omitted)
    t_7_8 | 0 (omitted)
    t_8_9 | 0 (omitted)
    t_9_10 | 0 (omitted)
    t_10_11 | 0 (omitted)
    t_11_12 | 0 (omitted)
    -------------+----------------------------------------------------------------
    g2002 |
    t_-5_-4 | 0 (omitted)
    t_-4_-3 | 0 (omitted)
    t_-3_-2 | 0 (omitted)
    t_-2_-1 | 0 (omitted)
    t_-1_0 | 0 (omitted)
    t_0_1 | 0 (omitted)
    t_1_2 | 0 (omitted)
    t_2_3 | 0 (omitted)
    t_3_4 | 0 (omitted)
    t_4_5 | 0 (omitted)
    t_5_6 | 0 (omitted)
    t_6_7 | 0 (omitted)
    t_7_8 | 0 (omitted)
    t_8_9 | 0 (omitted)
    t_9_10 | 0 (omitted)
    t_10_11 | 0 (omitted)
    t_11_12 | 0 (omitted)
    -------------+----------------------------------------------------------------
    g2003 |
    t_-5_-4 | 0 (omitted)
    t_-4_-3 | 0 (omitted)
    t_-3_-2 | 0 (omitted)
    t_-2_-1 | 0 (omitted)
    t_-1_0 | 0 (omitted)
    t_0_1 | 0 (omitted)
    t_1_2 | 0 (omitted)
    t_2_3 | 0 (omitted)
    t_3_4 | 0 (omitted)
    t_4_5 | 0 (omitted)
    t_5_6 | 0 (omitted)
    t_6_7 | 0 (omitted)
    t_7_8 | 0 (omitted)
    t_8_9 | 0 (omitted)
    t_9_10 | 0 (omitted)
    t_10_11 | 0 (omitted)
    t_11_12 | 0 (omitted)
    -------------+----------------------------------------------------------------
    g2004 |
    t_-5_-4 | 0 (omitted)
    t_-4_-3 | 0 (omitted)
    t_-3_-2 | 0 (omitted)
    t_-2_-1 | 0 (omitted)
    t_-1_0 | 0 (omitted)
    t_0_1 | 0 (omitted)
    t_1_2 | 0 (omitted)
    t_2_3 | 0 (omitted)
    t_3_4 | 0 (omitted)
    t_4_5 | 0 (omitted)
    t_5_6 | 0 (omitted)
    t_6_7 | 0 (omitted)
    t_7_8 | 0 (omitted)
    t_8_9 | 0 (omitted)
    t_9_10 | 0 (omitted)
    t_10_11 | 0 (omitted)
    t_11_12 | 0 (omitted)
    -------------+----------------------------------------------------------------
    g2005 |
    t_-5_-4 | 0 (omitted)
    t_-4_-3 | 0 (omitted)
    t_-3_-2 | 0 (omitted)
    t_-2_-1 | 0 (omitted)
    t_-1_0 | 0 (omitted)
    t_0_1 | 0 (omitted)
    t_1_2 | 0 (omitted)
    t_2_3 | 0 (omitted)
    t_3_4 | 0 (omitted)
    t_4_5 | 0 (omitted)
    t_5_6 | 0 (omitted)
    t_6_7 | 0 (omitted)
    t_7_8 | 0 (omitted)
    t_8_9 | 0 (omitted)
    t_9_10 | 0 (omitted)
    t_10_11 | 0 (omitted)
    t_11_12 | 0 (omitted)
    -------------+----------------------------------------------------------------
    g2006 |
    t_-5_-4 | 0 (omitted)
    t_-4_-3 | 0 (omitted)
    t_-3_-2 | 0 (omitted)
    t_-2_-1 | 0 (omitted)
    t_-1_0 | 0 (omitted)
    t_0_1 | 0 (omitted)
    t_1_2 | 0 (omitted)
    t_2_3 | 0 (omitted)
    t_3_4 | 0 (omitted)
    t_4_5 | 0 (omitted)
    t_5_6 | 0 (omitted)
    t_6_7 | 0 (omitted)
    t_7_8 | 0 (omitted)
    t_8_9 | 0 (omitted)
    t_9_10 | 0 (omitted)
    t_10_11 | 0 (omitted)
    t_11_12 | 0 (omitted)
    -------------+----------------------------------------------------------------
    g2007 |
    t_-5_-4 | 0 (omitted)
    t_-4_-3 | 0 (omitted)
    t_-3_-2 | 0 (omitted)
    t_-2_-1 | 0 (omitted)
    t_-1_0 | 0 (omitted)
    t_0_1 | 0 (omitted)
    t_1_2 | 0 (omitted)
    t_2_3 | 0 (omitted)
    t_3_4 | 0 (omitted)
    t_4_5 | 0 (omitted)
    t_5_6 | 0 (omitted)
    t_6_7 | 0 (omitted)
    t_7_8 | 0 (omitted)
    t_8_9 | 0 (omitted)
    t_9_10 | 0 (omitted)
    t_10_11 | 0 (omitted)
    t_11_12 | 0 (omitted)
    -------------+----------------------------------------------------------------
    g2008 |
    t_-5_-4 | 0 (omitted)
    t_-4_-3 | 0 (omitted)
    t_-3_-2 | 0 (omitted)
    t_-2_-1 | 0 (omitted)
    t_-1_0 | 0 (omitted)
    t_0_1 | 0 (omitted)
    t_1_2 | 0 (omitted)
    t_2_3 | 0 (omitted)
    t_3_4 | 0 (omitted)
    t_4_5 | 0 (omitted)
    t_5_6 | 0 (omitted)
    t_6_7 | 0 (omitted)
    t_7_8 | 0 (omitted)
    t_8_9 | 0 (omitted)
    t_9_10 | 0 (omitted)
    t_10_11 | 0 (omitted)
    t_11_12 | 0 (omitted)
    -------------+----------------------------------------------------------------
    g2009 |
    t_-5_-4 | 0 (omitted)
    t_-4_-3 | 0 (omitted)
    t_-3_-2 | 0 (omitted)
    t_-2_-1 | 0 (omitted)
    t_-1_0 | 0 (omitted)
    t_0_1 | 0 (omitted)
    t_1_2 | 0 (omitted)
    t_2_3 | 0 (omitted)
    t_3_4 | 0 (omitted)
    t_4_5 | 0 (omitted)
    t_5_6 | 0 (omitted)
    t_6_7 | 0 (omitted)
    t_7_8 | 0 (omitted)
    t_8_9 | 0 (omitted)
    t_9_10 | 0 (omitted)
    t_10_11 | 0 (omitted)
    t_11_12 | 0 (omitted)
    -------------+----------------------------------------------------------------
    g2010 |
    t_-5_-4 | 0 (omitted)
    t_-4_-3 | 0 (omitted)
    t_-3_-2 | 0 (omitted)
    t_-2_-1 | 0 (omitted)
    t_-1_0 | 0 (omitted)
    t_0_1 | 0 (omitted)
    t_1_2 | 0 (omitted)
    t_2_3 | 0 (omitted)
    t_3_4 | 0 (omitted)
    t_4_5 | 0 (omitted)
    t_5_6 | 0 (omitted)
    t_6_7 | 0 (omitted)
    t_7_8 | 0 (omitted)
    t_8_9 | 0 (omitted)
    t_9_10 | 0 (omitted)
    t_10_11 | 0 (omitted)
    t_11_12 | 0 (omitted)
    -------------+----------------------------------------------------------------
    g2011 |
    t_-5_-4 | 0 (omitted)
    t_-4_-3 | 0 (omitted)
    t_-3_-2 | 0 (omitted)
    t_-2_-1 | 0 (omitted)
    t_-1_0 | 0 (omitted)
    t_0_1 | 0 (omitted)
    t_1_2 | 0 (omitted)
    t_2_3 | 0 (omitted)
    t_3_4 | 0 (omitted)
    t_4_5 | 0 (omitted)
    t_5_6 | 0 (omitted)
    t_6_7 | 0 (omitted)
    t_7_8 | 0 (omitted)
    t_8_9 | 0 (omitted)
    t_9_10 | 0 (omitted)
    t_10_11 | 0 (omitted)
    t_11_12 | 0 (omitted)
    -------------+----------------------------------------------------------------
    g2012 |
    t_-5_-4 | 0 (omitted)
    t_-4_-3 | 0 (omitted)
    t_-3_-2 | 0 (omitted)
    t_-2_-1 | 0 (omitted)
    t_-1_0 | 0 (omitted)
    t_0_1 | 0 (omitted)
    t_1_2 | 0 (omitted)
    t_2_3 | 0 (omitted)
    t_3_4 | 0 (omitted)
    t_4_5 | 0 (omitted)
    t_5_6 | 0 (omitted)
    t_6_7 | 0 (omitted)
    t_7_8 | 0 (omitted)
    t_8_9 | 0 (omitted)
    t_9_10 | 0 (omitted)
    t_10_11 | 0 (omitted)
    t_11_12 | 0 (omitted)
    -------------+----------------------------------------------------------------
    g2013 |
    t_-5_-4 | 0 (omitted)
    t_-4_-3 | 0 (omitted)
    t_-3_-2 | 0 (omitted)
    t_-2_-1 | 0 (omitted)
    t_-1_0 | 0 (omitted)
    t_0_1 | 0 (omitted)
    t_1_2 | 0 (omitted)
    t_2_3 | 0 (omitted)
    t_3_4 | 0 (omitted)
    t_4_5 | 0 (omitted)
    t_5_6 | 0 (omitted)
    t_6_7 | 0 (omitted)
    t_7_8 | 0 (omitted)
    t_8_9 | 0 (omitted)
    t_9_10 | 0 (omitted)
    t_10_11 | 0 (omitted)
    t_11_12 | 0 (omitted)
    ------------------------------------------------------------------------------
    Control: Not yet Treated

    See Callaway and Sant'Anna (2021) for details"

    He keeps ommitting every year. If someone knows what I'm doing wrong. Please hit me up!

    Kind regards
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