Thus, given my dataset, I am running an -xtreg, fe- where log_GON is my dependent variable and the diff-in-diff variable would be treated_decr*post_decr, i.e. the interaction between the dummy of being in the treated group and being post the date of implementation of the policy I am interested in. The year of implementation is 1995. Thus following the suggestion in the link I am running a diff-in-diff model with leads and lags for the diff-in-diff term and I am planning to test if the two pre-treatment terms, i.e. the ones in 1994 and 1993 are jointly non significant.
The code and the outcomes are the following
Code:
xtreg log_GON treated_decr#1994.year treated_decr#1993.year treated_decr#1996.year /// treated_decr#1997.year treated_decr#1998.year c.year c.year#i.state /// if (state == 2|state == 5|state == 6|state == 8) & year >= 1985, cluster(state) fe basel
Code:
Fixed-effects (within) regression Number of obs = 128 Group variable: state Number of groups = 4 R-sq: Obs per group: within = 0.3827 min = 32 between = 0.1068 avg = 32.0 overall = 0.0748 max = 32 F(3,3) = . corr(u_i, Xb) = -0.9994 Prob > F = . (Std. Err. adjusted for 4 clusters in state) ----------------------------------------------------------------------------------- | Robust log_GON | Coef. Std. Err. t P>|t| [95% Conf. Interval] ------------------+---------------------------------------------------------------- treated_decr#year | 0 1993 | 0 (base) 0 1994 | -.4768764 .1315696 -3.62 0.036 -.8955894 -.0581633 0 1996 | -.4627052 .4205494 -1.10 0.352 -1.801081 .8756705 0 1997 | -.0429162 .4332989 -0.10 0.927 -1.421867 1.336034 0 1998 | -.0507665 .2062129 -0.25 0.821 -.7070279 .6054949 1 1993 | -.7470444 3.39e-08 -2.2e+07 0.000 -.7470445 -.7470443 1 1994 | -.8624563 2.99e-08 -2.9e+07 0.000 -.8624564 -.8624562 1 1996 | -.6488787 2.18e-08 -3.0e+07 0.000 -.6488787 -.6488786 1 1997 | -.5308411 1.78e-08 -3.0e+07 0.000 -.5308412 -.5308411 1 1998 | -.1217581 1.38e-08 -8.8e+06 0.000 -.1217582 -.1217581 | year | .0501079 4.00e-09 1.3e+07 0.000 .0501078 .0501079 | state#c.year | SA | -.0288139 .0015684 -18.37 0.000 -.0338051 -.0238227 Tas | -.0237483 .0015684 -15.14 0.001 -.0287395 -.018757 WA | -.0365106 .0015684 -23.28 0.000 -.0415019 -.0315194 | _cons | -52.61188 2.378725 -22.12 0.000 -60.18204 -45.04172 ------------------+---------------------------------------------------------------- sigma_u | 31.831812 sigma_e | .47882443 rho | .99977378 (fraction of variance due to u_i) -----------------------------------------------------------------------------------
Code:
test 1.treated_decr#1993b.year 1.treated_decr#1994.year
Code:
( 1) 1.treated_decr#1993b.year = 0 ( 2) 1.treated_decr#1994.year = 0 Constraint 2 dropped F( 1, 3) = 4.9e+14 Prob > F = 0.0000
Do you have any hint?
0 Response to Parallel trend assumption using leads and lags
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