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...e thought it would give this: diff(value) ~ diff(value, 1) Thanks for your time. library(foreign) library(plm) #Loading the data data = read.dta("did_dpd.dta") individual = rep(c(1:6230),3) panelData = data.frame(individual) #Getting the panelData ready by adding in time and individual incidies panelData$time = c(rep(1,6230),rep(2,6230),rep(3,6230)) panelData$value = c(data$y_1990,data$y_1991,data$y_1992) #Treating some other variables panelData$treatment= rep(1-data$control,3) panelData$interaction = panelData$treatment*(panelData$time==3) panelData = pdata.frame(panelData, index=c(&q...