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))
The basic full code I am trying to replicate is:
xtevent perc_women, policyvar(treatment) window(4) trend(-4, method(gmm))