Meryle:
Couldn't you just use a set of dummies to test the differences in treatment effect over years like
in the example below?
*-----------------begin example--------------
clear _all
set mem 100m
set matsize 800
webuse grunfeld,clear
xi: reg invest i.year*mvalue i.year|kstock
test _IyeaXmva_1936 _IyeaXmva_1937 _IyeaXmva_1938 /*
*/ _IyeaXmva_1939 _IyeaXmva_1940 _IyeaXmva_1941 /*
*/ _IyeaXmva_1942 _IyeaXmva_1943 _IyeaXmva_1944 /*
*/ _IyeaXmva_1945 _IyeaXmva_1946 _IyeaXmva_1947 /*
*/ _IyeaXmva_1948 _IyeaXmva_1949 _IyeaXmva_1950 /*
*/ _IyeaXmva_1951 _IyeaXmva_1952 _IyeaXmva_1953 /*
*/ _IyeaXmva_1954
test _IyeaXkst_1936 _IyeaXkst_1937 _IyeaXkst_1938 /*
*/ _IyeaXkst_1939 _IyeaXkst_1940 _IyeaXkst_1941 /*
*/ _IyeaXkst_1942 _IyeaXkst_1943 _IyeaXkst_1944 /*
*/ _IyeaXkst_1945 _IyeaXkst_1946 _IyeaXkst_1947 /*
*/ _IyeaXkst_1948 _IyeaXkst_1949 _IyeaXkst_1950 /*
*/ _IyeaXkst_1951 _IyeaXkst_1952 _IyeaXkst_1953 /*
*/ _IyeaXkst_1954
*----------------end example------------------
HTH,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
Meryle said:
> I'm estimating the same model over several years (regress y x1
> x2 x3, if year == 2001) with the only change for the equations
> being the if year == statement. I then generate a treateffect
> for eachyear and want to compare whether or not the predicted
> treatment effect in each of the years equivalent across each of
> the years.
Kit said:
> webuse grunfeld,clear
> qui forv i=1935/1937 {
> reg invest mvalue kstock if year==`i'
> estimates store e`i'
> }
> suest e*
> test [e1935_mean]mvalue=[e1936_mean]mvalue
> test [e1935_mean]mvalue=[e1937_mean]mvalue, accum
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