I have panel data for 4 time periods and the "treatment" in form of a policy change can happen in each of the 4 periods. So I cannot clearly define a pre and post year dummy variable. Is there a good method to apply a difference- in-differences estimation for such data. Under this link difference-in-differences with fixed effects a model is proposed. In that model it is recommended to include is a dummy for being in the treatment group, policy is a dummy for each individual that equals 1 if the individual is in the treatment group after the policy intervention/treatment. Won´t that two variable be the same? How can I make the dummy variable for being in the treatment group (regardless of time) in Stata with data being in the long format?


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