Hello everyone
Hope you all are doing well. I would very much appreciate your assistance in clarifying the following:
I work panel data consisting of more than thousand firms yearly accounting data across 6 year period, where firms are treated with heterogeneity in treatment timing (staggered treatment). Some firms are also never treated. I would very much like to use the csdid-command in stata with covariates such as assets and revenue.
I have noted that one must use pre-treatment covariates for time-varying covariates, however it is unclear to me if the csdid automatically accounts for this, when the covariates are added to the command, or if I should remove the after-treatment values for the covariates before running command?
Thank you very much. Forgive me if this is already available.
Have a nice weekend :-)
Best,
Rasmus
Hope you all are doing well. I would very much appreciate your assistance in clarifying the following:
I work panel data consisting of more than thousand firms yearly accounting data across 6 year period, where firms are treated with heterogeneity in treatment timing (staggered treatment). Some firms are also never treated. I would very much like to use the csdid-command in stata with covariates such as assets and revenue.
I have noted that one must use pre-treatment covariates for time-varying covariates, however it is unclear to me if the csdid automatically accounts for this, when the covariates are added to the command, or if I should remove the after-treatment values for the covariates before running command?
Thank you very much. Forgive me if this is already available.
Have a nice weekend :-)
Best,
Rasmus
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