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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Mon, 18 Feb 2013 22:18:29 +0000 |

No. Try it yourself with the auto data and -rep78-. Nick On Mon, Feb 18, 2013 at 10:12 PM, László Sándor <sandorl@gmail.com> wrote: > 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/

**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>

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

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