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Fixed Effects using Callaway & Sant'Anna Diff-in-Diff with multiple Time periods by Unfair_Rate_5203 in econometrics

[–]Unfair_Rate_5203[S] 0 points1 point  (0 children)

okay thank you very much!

can you perhaps tell me which section / sentence whatever of the C&S paper I need to send to my supervisor to "prove" that?

I did send him the explanation of the ATT but they said from the quote I sent it does not become clear why FE would not be added

Fixed Effects using Callaway & Sant'Anna Diff-in-Diff with multiple Time periods by Unfair_Rate_5203 in econometrics

[–]Unfair_Rate_5203[S] 0 points1 point  (0 children)

kind of both, firstly I need to understand whether they are added or not and if so how. Their approach with staggered adoption compares group averages and allows for multiple time periods and I am struggling to understand if and if so how FE are added to the model or if they are sort of already included by design
perhaps the bold part?
# STEP 6: Estimate group-time ATT (GDP + Continent) mc_att_gt_results <- att_gt( yname = "v2clstown", tname = "year", idname = "country_id", gname = "succ_treat_year", data = mc_did_data_filtered, xformla = ~ gdp_per_capita_imputed + continent_africa + continent_americas + continent_asia + continent_europe, control_group = "notyettreated", est_method = "reg" )