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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: event study ado-file? |

Date |
Mon, 18 Feb 2013 16:52:00 +0100 |

There is no way we can know, as we don't have your dataset. Anyhow programming a new command that works quicker costs a non-trivial amount of time too, so it becomes a tricky optimization problem to find the quickest solution. Actually it is not that tricky; I would say that in most situations you will loose time when programming a new command. I program a lot, but if you add all the time spent programming and subtracted the time gained from quicker running programs I am sure I lost a considerable amount of time with that strategy (I had fun while programming, though...). I would say, just try -statsby- out. If it is too slow you'll notice that quick enough... -- Maarten On Mon, Feb 18, 2013 at 4:11 PM, László Sándor <sandorl@gmail.com> wrote: > 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 >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/faqs/resources/statalist-faq/ >> * http://www.ats.ucla.edu/stat/stata/ > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ -- --------------------------------- Maarten L. Buis WZB Reichpietschufer 50 10785 Berlin Germany http://www.maartenbuis.nl --------------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: event study ado-file?***From:*László Sándor <sandorl@gmail.com>

**References**:**st: event study ado-file?***From:*László Sándor <sandorl@gmail.com>

**Re: st: event study ado-file?***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: event study ado-file?***From:*László Sándor <sandorl@gmail.com>

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