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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 15:50:49 +0000
I can't tell what speeds you will get for your data, but if -statsby-
isn't fast enough for you, my guess is that you will spend more time
trying to think up something faster.
Nick
On Mon, Feb 18, 2013 at 3:11 PM, László Sándor <[email protected]> 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 <[email protected]> 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 <[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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