Question about control variables when using JWDID

[Joe Dui]

I'm using the JWDID command to perform staggered DID estimation. I use not-yet treated and never treated samples as control group. I added some control variables, and got the results. But I don't know if my model is written correctly. It seems not right, because there are many results of interactions when I use JWDID. For example, cohort#year#c.__tr__#c._x_urban ； year#c.urban .

Thank you all.
The model I write：

[FernandoRios]

I would suggest checking the papers cited in the help file
In my paper that explains jwdid, we present with lots of details the correspondence of the different models

[Joe Dui]

I would suggest checking the papers cited in the help file
In my paper that explains jwdid, we present with lots of details the correspondence of the different models

Thank you Fernando. I will read these papers again.

[Jeff Wooldridge]

The only problem with your current equation is that it is too general. The extended TWFE equation I proposed has X interacted with just the cohort dummies, D(i,g), just the time dummies, and the cohort x time dummies in the treated periods. I'm attaching slides from a recent short course. See slide 34 for the equation in expectation form. If you use fixed effects, the time constant variables get dropped. slides_3_did_cemfi.pdf

[Joe Dui]

The only problem with your current equation is that it is too general. The extended TWFE equation I proposed has X interacted with just the cohort dummies, D(i,g), just the time dummies, and the cohort x time dummies in the treated periods. I'm attaching slides from a recent short course. See slide 34 for the equation in expectation form. If you use fixed effects, the time constant variables get dropped. [ATTACH]n1763968[/ATTACH]

Thank you Professor Wooldridge, your answer and the slides are really helpful.

[Joe Dui]

The only problem with your current equation is that it is too general. The extended TWFE equation I proposed has X interacted with just the cohort dummies, D(i,g), just the time dummies, and the cohort x time dummies in the treated periods. I'm attaching slides from a recent short course. See slide 34 for the equation in expectation form. If you use fixed effects, the time constant variables get dropped. [ATTACH]n1763968[/ATTACH]

I made some updates based on the slide. It seems better now, but I'm not sure if it is complete. I am posting it here for discussion. Thank you very much for taking the time to look at this.

[Jeff Wooldridge]

My one caution is that tau is commonly used to denote the treatment effects, and you're using on the time dummies. Also, I'd be consistent with the subscripts. X should have an i subscript everywhere.

[Joe Dui]

My one caution is that tau is commonly used to denote the treatment effects, and you're using on the time dummies. Also, I'd be consistent with the subscripts. X should have an i subscript everywhere.

Thank you so much for your guidance on my model Professor Wooldridge. Your insights have been invaluable to my research.