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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 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
combinations.

Thanks!

On Mon, Feb 18, 2013 at 10:52 AM, Maarten Buis <maartenlbuis@gmail.com> 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 <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
>>>
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>>
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>
>
>
> --
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
>
> http://www.maartenbuis.nl
> ---------------------------------
>
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