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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 >>> >>> * >>> * 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/ * * 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:*Nick Cox <njcoxstata@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>

**Re: st: event study ado-file?***From:*Maarten Buis <maartenlbuis@gmail.com>

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