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Re: st: event study ado-file?
László Sándor <email@example.com>
Re: st: event study ado-file?
Mon, 18 Feb 2013 17:12:18 -0500
Thanks again, Nick and Maarten. I'll go with -statsby-. One question
still: Will it crash if there are subsets of the -by()- variables
without observations (missing years)? It would be nice if I did not
need a complicated set of nested loops to run through all meaningful
On Mon, Feb 18, 2013 at 10:52 AM, Maarten Buis <firstname.lastname@example.org> wrote:
> 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 <email@example.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!
>> On Mon, Feb 18, 2013 at 9:54 AM, Nick Cox <firstname.lastname@example.org> 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.
>>> On Mon, Feb 18, 2013 at 2:31 PM, László Sándor <email@example.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
>>>> 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:
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>>> * http://www.ats.ucla.edu/stat/stata/
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> Maarten L. Buis
> Reichpietschufer 50
> 10785 Berlin
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