vce(clustercity_id)matC=e(b_iw)matast_matrix("A",sqrt(st_matrix("e(V_iw)")))matC=C\AmatlistC*eventstudyinteractlnemissionsg_*g0-g8,///cohort(first_year)control_cohort(never_treat)///covariates($controlslnworkers)///absorb(i.city_idi.year)vce(clustercity_id)matD=e(b_iw)matast...
本文是《An Introductory Guide to Event Study Models》的代码学习记录,第三部分要解决的是 stata 的代码部分。 放个锐评先( 简单回顾事件研究法的概念 从操作上上讲:回归一般估计的是平均处理效应,而事件研究法就是把平均效应按照时间切片。 从统计意义上讲:每个虚拟时间段就有了个系数,连起来就是平均处理效应的...
eventdd``xtreg``reghdfe``event_plot``eventdd``eventdd``matsort 平行趋势检验代码汇总 ***EventStudyPlots*** genrel_time=year-_nfd *install"eventdd"and"matsort" 选择方法为 "xtreg". eventddasmrspcincasmrhcasesi.year,/// timevar(rel_time)method(fe,cluster(stfips))/// nolinegraph_op(...
其计算方法基于 Roth (2022) 的理论,并且是R语言同名包的Stata版本。 主要功能 平行趋势检验的功效计算:用来检查预趋势检验的功效,评估多大程度的平行趋势违背才会被检测到。 可视化:提供事件研究图(event-study plot)来展示可能的平行趋势违背。 检测平行趋势的功效:计算一个给定大小的平行趋势违背,检验是否能以某个...
对于在Stata中使用和绘制多个DiD包,强烈推荐Kirill Borusyak的event_plot命令(ssc install event_plot, replace)。它估计并组合来自五个不同估计的结果。在GitHub上的five_estimators_example.do文档中给出了如何使用不同包绘制事件研究图的示例 event_...
STACKEDEV: Stata module to implement stacked event study estimator 22 EVENT_PLOT: Stata module to plot the staggered-adoption diff-in-diff ("event study") estimates 23 BALANCETABLE: Stata module to build a balance table and print it in a LaTeX file or an Excel file ...
. event_plot e(b)#e(V), default_look graph_opt(xtitle('Periods since the event') ///> ytitle('Average causal effect') xlabel(-14(1)5) title('Callaway and Sant'Anna (2020)') ///> name(CS, replace)) stub_lag(T #) stub_lead(T-#) together 3.4 eventstudyinteract Sun 和 ...
event_plot command ( ssc install event_plot, replace ) by Kirill Borusyakis highly recommended. It estimates and combines results from five different estimators. Example of how to do event study plots using different packages is given in the five_estimators_example.do dofile on GitHub. ...
Whether you need a specialized regression diagnostic plot to analyze the fit of your model, a plot of the cumulative distribution of a variable, a cycle plot to examine seasonality, a spine plot of two-way categorical data, a Bland–Altman plot to compare two assays, or a choropleth to ...
S458835 SPNORM: Stata module to plot Shaded Percentiles of Normal Distributions byNicola Orsini S458834 R_TO_D: Stata module for converting Pearson's r to Cohen's d byAriel Linden S458833 EVENTSTUDYWEIGHTS: Stata module to estimate the implied weights on the cohort-specific average treatment ...