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  • xtdidregress suppress group FEs from output?

    Hello,

    I am using -xtdidregress- and noticed that even when I include the option -aequations-, I do not see the output of the group FEs. However, I do believe the model is run including those FEs because when I try to recreate the DID model using the regular -reg- command, I get the same results as -xtdidregress- when I include group FEs. Can someone confirm that this is indeed the case (that aequations simply does not display the group FEs) and is there a reason for this choice in behavior?

    Thanks,
    Alex

  • #2
    In DID you don't and shouldn't care about the unit FE, so presumably StataCorp didn't feel a need to report them. But they are estimated under the hood.

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    • #3
      Thanks for confirming.

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