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  • How to replicate xtevent and treng(gmm) using xtreg

    Hi. I am trying to replicate an analysis that I run with xtevent, by using standard xtreg. However, I am unable to do the detrendization with gmm "manually". Do you know how I can do it to get something closer to what xtevent does here: trend(-4, method(gmm)). Thank you

    The basic full code I am trying to replicate is:
    xtevent perc_women, policyvar(treatment) window(4) trend(-4, method(gmm))
    Last edited by Francesca Rossi; 23 Feb 2025, 12:41. Reason: xtevent
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