in your paper you wrote that you have used propensity score specification tests. Could you maybe provide that code? I'd guess that you have probably used pstest or did you calculate that manually ? If I'm correct you have to apply the test for every group G. I have weekly data for one year, where treatments also happen on a weakly basis. Therefore, i would have to do it 50 times.
Also, what would you suggest if lets say, for a couple of groups, the tests indicates a misssepcification ?
Hi,
in your paper you wrote that you have used propensity score specification tests. Could you maybe provide that code? I'd guess that you have probably used pstest or did you calculate that manually ? If I'm correct you have to apply the test for every group G. I have weekly data for one year, where treatments also happen on a weakly basis. Therefore, i would have to do it 50 times. Also, what would you suggest if lets say, for a couple of groups, the tests indicates a misssepcification ?
Kind regards,
Nico