I was trying to implement state-year fixed effects in R (did package) but the code kept running.
out1 <- att_gt(yname = "y",
tname = "year",
idname = "id_county",
gname = "p_year",
#xformla = ~1,
xformla = ~ factor(time)*factor(year),
control_group = "notyettreated",
panel = T,
clustervars = "id_county",
est_method = "dr",
data = da)
Then, I read this paper and found that state-year fixed effect is not possible to implemented in the staggered difference-in-difference model.
Does anyone know why?
