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Re: st: event study ado-file?


From   László Sándor <sandorl@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: event study ado-file?
Date   Mon, 18 Feb 2013 10:11:35 -0500

Thanks, Nick, as always.

So you think -statsby- is fast enough for this. I hoped not to
preserve my (big) data too much (= ever), and was lazy to check what
statsby actually does.

Thanks again!

Laszlo

On Mon, Feb 18, 2013 at 9:54 AM, Nick Cox <njcoxstata@gmail.com> wrote:
> As you say, this is a standard kind of graph. I would write a do-file
> separating out the data management from the graphs. I've found
> -statsby- very useful for confidence intervals and there was an essay
> to that effect in
>
> SJ-10-1 gr0045  . . . . . . . . . . . . . Speaking Stata: The statsby strategy
>         . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .  N. J. Cox
>         Q1/10   SJ 10(1):143--151                                (no commands)
>         demonstrates the use of statsby to prepare a reduced
>         dataset for subsequent graphing
>
> I am not clear that you need think about this as requiring an ado-file.
>
> Nick
>
> On Mon, Feb 18, 2013 at 2:31 PM, László Sándor <sandorl@gmail.com> wrote:
>
>> Before I code up my own ado-file, I was wondering if there was
>> something on this out there (for Stata 12 MP for Windows, if it
>> matters).
>>
>> I need "standard" graphs of estimates with confidence interval bands
>> for various periods. I am happy to define periods myself, so this
>> would be an event study if I shift periods to be around 0 (time of
>> treatment) and other periods show pre- and post-treatment treatment
>> effects. Or I could also use this for a chronology of treatments: an
>> outcome defined for all years (e.g. income in the given year) and
>> plotting all these treatment effects for treatment occurring at
>> different times.
>>
>> E.g. the first graph here, but with CI bands:
>> http://obs.rc.fas.harvard.edu/chetty/value_added.html
>
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