I want to test the following hypotheses with a difference in differences (DiD) OLS model: 1. The post grant effect on the dependent variable is stronger for patents with at least one rejection than for patents with no rejection. 2. This interaction effect is increased if at least one assignee has its base origin outside the US.
I already constructed one time variable (pre grant = 0, post grant = 1), and two treatment variables: rejection variable (received at least one rejection = 1, received no rejection = 0) and origin variable (US origin = 1, non-US origin = 0). Furthermore, I have several control variables.
How do I have to include these three independent variables? In a conventional DiD (e.g. post and one treatment variable), I include both variables separately as well as their product. But how do I have to do this with two treatment variables? Include all variables separately, all pairwise products (i.e. post x treatment 1, post x treatment 2 and treatment 1 x treatment 2) and the product of all three?