Wooldridge ETWE estimator using JWDID command

[fadi martinos]

Hello,

I am trying to run the ETWE estimator suggested by prof Wooldridge on Stata. I am using the JWDID command: jwdid $yvar $xvarad, ivar(hid) tvar($time) trtvar($txpost) vce(cluster $clustervar). Everytime I run the command this error pops up: --Break--
r(1);

A bit about my data: I am trying to predict a cost outcome variable ($yvar) using a number of covariates ($xvar) for individual hospitals represented by id numbers ivar(hid). the $txpost represents a time varying dummy variable for those never treated, and not yet treated (0 if either never or not yet treated). and I am clustering at the state level ($clustervar).

My dataset is made of hospitals nested within states.

any help or advice would be highly appreciated.

Best,
Fadi

[FernandoRios]

Seems to be a problem related to GVAR
I cant say much about the exact error, without access to the data. However,because you have hospitals, you could just estimate gvar manually, and add that to jwdid instead of using trtvar option.
That gives you more control on how it is supposed to be identified.
F

[fadi martinos]

Fernando, Thank you so much! After manually generating the gvar I was able to run the reg.