I am working with a panel data with two periods (dummy variable time equals 1 for post-intervention data) and two groups (dummy variable intervention equals 1 for the group which received the treatment). As such, I ran the following on STATA:
xi: ivregress 2sls outcomevar intervention time (instrument=did)
It works perfectly well. However, I was wondering how I could assess the effect of female vs male respondents for example. Should I use a triple-difference to do so? Or run the regression seperately for female and male respondents?