Hello everyone,
I hope all is well,
I am having difficulties with my DID regression.
I think the issue is with either DID variable and or the group variable.
Basically, I am trying to find if there is a relationship between an event (lets say Covid) with my variables (ROA, ROE).
I have created a dummy variable for my year (lets say anything happened after 2020=1, anything before 2020=0).
Then, I created my treatment, I have used the NAICS industry sectors, where lets say technology sectors are 1 and everything else is 0).
Then, DID=dummy variable for year*Treatment.
I think so far here is ok,
However, I am still struggling with my results.
This is my command:
didregress (ROA2 FinancialLev SharePrice2 Cash2 EAT2 size) (DID) , group(TREATMENT_num) time(Year) aeq
my p value is over 50%.
I would appreciate maybe if I can connect with someone directly to assist me with this, I would be truly thankful!
Thank you
Sam
I hope all is well,
I am having difficulties with my DID regression.
I think the issue is with either DID variable and or the group variable.
Basically, I am trying to find if there is a relationship between an event (lets say Covid) with my variables (ROA, ROE).
I have created a dummy variable for my year (lets say anything happened after 2020=1, anything before 2020=0).
Then, I created my treatment, I have used the NAICS industry sectors, where lets say technology sectors are 1 and everything else is 0).
Then, DID=dummy variable for year*Treatment.
I think so far here is ok,
However, I am still struggling with my results.
This is my command:
didregress (ROA2 FinancialLev SharePrice2 Cash2 EAT2 size) (DID) , group(TREATMENT_num) time(Year) aeq
my p value is over 50%.
I would appreciate maybe if I can connect with someone directly to assist me with this, I would be truly thankful!
Thank you
Sam
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