How to do PPML in this imputation based estimator

borusyak / did_imputation

Event studies: robust and efficient estimation, testing, and plotting

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How to do PPML in this imputation based estimator #19

Closed BashirMohammad closed 7 months ago

BashirMohammad commented 7 months ago

Can we include model of Y(0) as a non-linear function such as poisson? I was thinking of this because I have to take logs but my outcome has many zeros as well. Is there an imputation based version of xtpoisson? Thanks

borusyak commented 7 months ago

Hi, Not with did_imputation but Jeff Wooldridge has a great paper about that.

BashirMohammad commented 7 months ago

Could you please refer me to that paper? Thank You

borusyak commented 7 months ago

I trust you to find it.