Using with unbalanced panel #14
Description
I have a question about using this with unbalanced panel. It is mentioned that "Note that Sun and Abraham (2020) only establishes the validity of the IW estimators for balanced panel data without covariates. {opt eventstudyinteract} does not impose a balanced panel by dropping units with observations that are missing in any time period. Instead, it evaluates the IW estimators for unbalanced panel data by estimating the interacted regression using all observations." Does this mean I should be converting my data to a balanced panel to get results that can trusted? Or should I be okay using an unbalanced panel?