Diff and Diff with Interaction Between Treated and Continuous Variable

[Fredie Didier]

Hello, I would like to know if one of the estimators from the recent revolution in DID like csdid, did_multiplegt_dyn can perform simple DID and event studies with interaction between the treated dummy and a continuous variable in a Staggered DID setting. For example, the interaction treated * capacity, where capacity is the number of employees.

Thanks!

[George Ford]

I suspect you could do that with a JWDID type model, but you may have to code it (which is not terribly difficult).

[Fredie Didier]

Hello, thanks for the reply! I will try to take a look