I am new to Statalist so please let me know if I am not using the forum correctly.
For my dissertation, I am investigating how Islamist terror attacks in London have affected Islamophobic hate crime between Jan2015-Dec2018.
I have obtained a panel dataset containing all recorded incidents of hate crime, disaggregated by:
- Week
- Type of hate crime (Islamophobic, Homophobic, Anti-Semetic...)
My goal is to:
1) Identify the contemporaneous increase in Islamophobic hate crime attributable to UK and non-UK terror attack
2) Using leads and lags, determine how long the attack has a significant effect on hate crime
I am employing a difference in difference specification whereby Islamophobic hate crime is my treatment group and Homophobic&Transgender hate crime is my control. Within the time period specified 8 non-UK terror attacks occur and 3 UK terror attacks - I am estimating their effects separately. Therefore, instead of having a normal pre and post time dummy, I have a non-UK attack dummy and a UK attack dummy that only takes the value of 1 if an attack occured in that week and 0 if not. The interaction of 6 leads and 12 lags of the terror attack with the treatment indicator (islamophobic hate crime) then shows the dynamic effects of the attack (like an event study).
I would like to know:
1) How to decide the number of lags to use for both terror_attack_uk and terror_attack_nonuk - as it appears I cannot use AIC or BIC with factor variables
2) Why when I use a log transformation of hate_crime do my coefficients fall into insignificance that were previously significant in levels (eg. islam#L4. terror_a~_uk)
3) Does anyone have any advice on what I should do about my standard errors as I understand there as some difficulties with clustering errors when the group number is small (in my case only 2)
When I type:
Code:
reg hate_crime i.islam##L(-6/12)terror_attack_uk i.islam##L(-6/12)terror_attack_nonuk i.months
estimates store lags
reg log_hate_crime i.islam##L(-6/12)terror_attack_uk i.islam##L(-6/12)terror_attack_nonuk i.months
estimates store lags_logs
estimates table lags lags_logs, star stats (N r2 r2_a)Code:
----------------------------------------------
Variable | lags lags_logs
-------------+--------------------------------
islam |
1 | -21.377506*** -.6725765***
|
F6. |
terror_a~_uk |
1 | -1.1976008 .0169865
|
F5. |
terror_a~_uk |
1 | -6.0323428 -.13274829
|
F4. |
terror_a~_uk |
1 | -2.165258 -.04263706
|
F3. |
terror_a~_uk |
1 | -6.8671289 -.13549132
|
F2. |
terror_a~_uk |
1 | 1.8670848 .03947542
|
F. |
terror_a~_uk |
1 | 7.1005283 .15395964
|
terror_a~_uk |
1 | -2.1005725 -.02171693
|
L. |
terror_a~_uk |
1 | .06818554 .00485655
|
L2. |
terror_a~_uk |
1 | -19.634773 -.47634242
|
L3. |
terror_a~_uk |
1 | 12.035843 .32351044
|
L4. |
terror_a~_uk |
1 | -8.6024303 -.25339895
|
L5. |
terror_a~_uk |
1 | 9.0035 .25179803
|
L6. |
terror_a~_uk |
1 | -7.8475323 -.17354257
|
L7. |
terror_a~_uk |
1 | 26.694596 .51895765
|
L8. |
terror_a~_uk |
1 | -22.446848 -.38081646
|
L9. |
terror_a~_uk |
1 | 23.416006 .45233668
|
L10. |
terror_a~_uk |
1 | -12.317935 -.10430467
|
L11. |
terror_a~_uk |
1 | 23.638811 .40975008
|
L12. |
terror_a~_uk |
1 | 1.1208767 .15356868
|
islam#|
F6. |
terror_a~_uk |
1 1 | -8.676533 -.20006207
|
islam#|
F5. |
terror_a~_uk |
1 1 | 18.108077 .2217817
|
islam#|
F4. |
terror_a~_uk |
1 1 | -18.78461 -.18068171
|
islam#|
F3. |
terror_a~_uk |
1 1 | 27.216154 .17708343
|
islam#|
F2. |
terror_a~_uk |
1 1 | -38.892687 -.57497117
|
islam#|
F. |
terror_a~_uk |
1 1 | 30.324231 .25696793
|
islam#|
terror_a~_uk |
1 1 | -5.0007639 .48743158
|
islam#|
L. |
terror_a~_uk |
1 1 | 36.432308 .3646363
|
islam#|
L2. |
terror_a~_uk |
1 1 | 72.891159* 1.5302475
|
islam#|
L3. |
terror_a~_uk |
1 1 | -24.459615 -.38034502
|
islam#|
L4. |
terror_a~_uk |
1 1 | 81.783082** 1.4812173
|
islam#|
L5. |
terror_a~_uk |
1 1 | -43.351538 -.51331752
|
islam#|
L6. |
terror_a~_uk |
1 1 | 86.82788** 1.611772
|
islam#|
L7. |
terror_a~_uk |
1 1 | -70.624934* -.97402854
|
islam#|
L8. |
terror_a~_uk |
1 1 | 65.324231* 1.1055779
|
islam#|
L9. |
terror_a~_uk |
1 1 | -49.259385 -.62688005
|
islam#|
L10. |
terror_a~_uk |
1 1 | 36.994539 .57201323
|
islam#|
L11. |
terror_a~_uk |
1 1 | -36.529692 -.58465277
|
islam#|
L12. |
terror_a~_uk |
1 1 | .46484618 -.16912405
|
F6. |
terror_a~nuk |
1 | -7.1493615 -.16278855
|
F5. |
terror_a~nuk |
1 | -4.8728007 -.08746172
|
F4. |
terror_a~nuk |
1 | -7.2411421 -.1567165
|
F3. |
terror_a~nuk |
1 | -4.994894 -.11584777
|
F2. |
terror_a~nuk |
1 | -12.091465** -.32493462*
|
F. |
terror_a~nuk |
1 | -1.6816103 -.03685018
|
terror_a~nuk |
1 | -4.0880788 -.0872098
|
L. |
terror_a~nuk |
1 | -8.4816103 -.2391452
|
L2. |
terror_a~nuk |
1 | -2.0019312 -.0183154
|
L3. |
terror_a~nuk |
1 | -9.0982289* -.20351647
|
L4. |
terror_a~nuk |
1 | -3.9138039 -.05984587
|
L5. |
terror_a~nuk |
1 | -3.4138039 -.03410763
|
L6. |
terror_a~nuk |
1 | -2.9367106 -.02984166
|
L7. |
terror_a~nuk |
1 | -6.4039855 -.14022711
|
L8. |
terror_a~nuk |
1 | -5.2564695 -.08723422
|
L9. |
terror_a~nuk |
1 | -5.7564695 -.1153905
|
L10. |
terror_a~nuk |
1 | -5.0649093 -.08016198
|
L11. |
terror_a~nuk |
1 | -2.0054019 -.04993284
|
L12. |
terror_a~nuk |
1 | -4.8276962 -.12672174
|
islam#|
F6. |
terror_a~nuk |
1 1 | 3.8471256 -.00753235
|
islam#|
F5. |
terror_a~nuk |
1 1 | .22859812 -.03079796
|
islam#|
F4. |
terror_a~nuk |
1 1 | 4.6241698 .06673647
|
islam#|
F3. |
terror_a~nuk |
1 1 | -1.6333022 -.03209505
|
islam#|
F2. |
terror_a~nuk |
1 1 | 7.5883132 .15263939
|
islam#|
F. |
terror_a~nuk |
1 1 | -3.0333022 -.04284958
|
islam#|
terror_a~nuk |
1 1 | 6.3883132 .19476986
|
islam#|
L. |
terror_a~nuk |
1 1 | 11.966698 .37683497
|
islam#|
L2. |
terror_a~nuk |
1 1 | 6.5441722 .23944214
|
islam#|
L3. |
terror_a~nuk |
1 1 | 10.377506 .26130306
|
islam#|
L4. |
terror_a~nuk |
1 1 | 4.7108388 -.02783756
|
islam#|
L5. |
terror_a~nuk |
1 1 | 9.5441722 .31744718
|
islam#|
L6. |
terror_a~nuk |
1 1 | 3.7108388 .08624939
|
islam#|
L7. |
terror_a~nuk |
1 1 | 7.2108388 .21742864
|
islam#|
L8. |
terror_a~nuk |
1 1 | 4.7108388 .0616424
|
islam#|
L9. |
terror_a~nuk |
1 1 | 5.7108388 .11297066
|
islam#|
L10. |
terror_a~nuk |
1 1 | 4.2363179 .04694795
|
islam#|
L11. |
terror_a~nuk |
1 1 | -2.1605942 -.10295594
|
islam#|
L12. |
terror_a~nuk |
1 1 | -1.4259473 -.11681151
|
months |
2 | 1.6129858 .0184758
3 | 8.1700475** .27414883**
4 | 4.1139291 .11483988
5 | 6.9163725* .20252438*
6 | 14.482916*** .38016868***
7 | 12.909722*** .31166969***
8 | 5.2447191* .10997252
9 | 5.4875089* .19369931*
10 | 6.6781727** .22161665**
11 | 6.2344362* .20912893*
12 | 2.1278858 .06468782
|
_cons | 39.599843*** 3.6107683***
-------------+--------------------------------
N | 380 380
r2 | .70060705 .65530434
r2_a | .61006897 .55106648
----------------------------------------------
legend: * p<0.05; ** p<0.01; *** p<0.001Emily
0 Response to Economics of Crime Dissertation - terrorist attacks and hate crime in London
Post a Comment