did_multiplegt_dyn outcome_var firm-product year treatment, effects(3) cluster(product) trends_nonparam(Industry) placebo(2) controls(size) )) graphoptions(title() graphregion(fcolor(white) lcolor(white)) plotregion(fcolor(white) lcolor(white)))
I'm running a regression using de Chaisemartin and D'Haultfoeuille (2024) estimator. My outcome variable is at the firm-product (panelid) level and the staggered treatment is at the product level. I want to use the firm, product, industry, and other aggregate-level fixed effects in my analysis. How do I incorporate these fixed effects in the above Chaisemartin and D'Haultfoeuille (2024) estimator setup? Also, I'm curious to know if we can also incorporate these FE`s in the "csdid" command. Thank You!
I'm running a regression using de Chaisemartin and D'Haultfoeuille (2024) estimator. My outcome variable is at the firm-product (panelid) level and the staggered treatment is at the product level. I want to use the firm, product, industry, and other aggregate-level fixed effects in my analysis. How do I incorporate these fixed effects in the above Chaisemartin and D'Haultfoeuille (2024) estimator setup? Also, I'm curious to know if we can also incorporate these FE`s in the "csdid" command. Thank You!
