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Re: st: event study ado-file?


From   Nick Cox <[email protected]>
To   [email protected]
Subject   Re: st: event study ado-file?
Date   Mon, 18 Feb 2013 14:54:27 +0000

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 <[email protected]> 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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