EVENTBASELINE: Stata module to correct event study after xthdidregress
Miklós Koren
Statistical Software Components from Boston College Department of Economics
Abstract:
eventbaseline transforms the coefficients estimated by xthdidregress into a correct event study relative to a baseline. The reported coefficients are the average treatment effects on the treated (ATT) for each period relative to the baseline. The baseline can be either a period before the treatment or the average of the pre-treatment periods.
Language: Stata
Requires: Stata version 18
Keywords: event study; heterogeneous DiD; ATET (search for similar items in EconPapers)
Date: 2024-01-23
Note: This module should be installed from within Stata by typing "ssc install eventbaseline". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/e/eventbaseline.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/e/eventbaseline.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/e/eventbaseline.do program code (text/plain)
http://fmwww.bc.edu/repec/bocode/d/df.dta supplementary data file (application/x-stata)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459286
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