Dear All,
Sorry for a very lengthy post, but I am trying to explain the problem comprehensively. I am attempting to estimate an event-study to evaluate the effect of a set of policy changes. I want to see whether the policies had a differential effect in rural areas and thus include event-time dummies with interaction for an indicator for rural.

My data looks something like:

Code:




Code:


* Example generated by -dataex-. To install: ssc install dataex
clear
input double dex byte(rural ds_FirstConfirmedCase_1 ds_FirstConfirmedCase_2) long county_d float date long state_d
121.1581 0 1 0 1558 21965 43
 74.4307 1 1 0  714 21937 18
 52.4785 1 0 0 1829 22009 47
 31.8169 1 0 0 1846 22019 47
 35.5682 0 0 0 1169 22029 33
 53.1551 0 0 0 1624 21998 43
 34.6536 1 0 0  576 22029 16
 56.2691 1 0 0 1024 21990 26
213.1753 0 0 0  241 21970 10
 91.7799 1 0 0  633 21976 17
 63.2084 0 0 0  669 22021 18
 72.0173 0 1 0 1538 21957 41
  47.946 0 0 0 1600 21996 43
  66.612 0 0 0 1686 22007 44
 42.2578 0 0 0 1431 22033 38
102.8714 0 1 0  883 21944 24
275.4706 0 0 0  316 21987 11
 71.4822 0 0 0  250 21999 10
 39.3476 0 0 0 1916 22022 48
 44.3592 1 1 0 1333 21964 36
 89.0314 0 1 0 1862 21977 47
 38.3352 0 0 0 1560 22007 43
 29.2048 0 0 0 1107 21996 31
 24.7918 1 0 0 1168 22000 33
106.3698 0 1 0  508 21969 15
 86.6527 1 1 0  297 21970 11
 83.5633 1 0 0  239 22033 10
 96.2455 0 1 0  538 21962 15
 38.4943 1 0 0 1296 22020 36
301.6847 1 1 0 1262 21953 34
 68.3879 0 0 0 1863 22029 47
 30.8103 0 0 0  205 22036  7
 23.5787 1 0 0  771 21984 20
 24.5118 1 0 0  498 22004 15
 26.4736 1 1 0 1974 21950 50
 70.9563 0 0 0 1116 22008 32
  44.122 0 0 0 1069 22035 28
 51.8799 1 1 0  709 21965 18
 59.7964 1 0 0    9 21983  1
 42.5701 1 0 0 1578 21997 43
 56.6789 1 0 0 1146 21989 33
  41.445 0 0 0 1314 22010 36
 52.1805 1 0 0 1664 22015 44
 94.2434 1 1 0 1461 21968 39
 45.5013 1 1 0  625 21942 17
 97.7381 1 0 0 1370 22020 37
108.7252 0 1 0  806 21956 22
182.1346 1 1 0  503 21939 15
 65.0327 0 1 0  760 21965 20
 236.405 0 0 0 1660 21984 44
157.5645 1 1 0  493 21960 15
 80.0207 1 1 0  547 21954 15
 64.1631 0 0 0  841 22035 23
 15.2419 1 1 0  767 21955 20
 93.2231 1 0 0  569 21973 16
 38.5618 0 0 0 1744 22004 44
  95.841 0 1 0 1670 21941 44
 75.7985 1 1 0  112 21955  4
 28.3126 0 0 0  387 22035 12
107.8034 1 0 0 1265 21972 34
  36.874 0 0 0  586 22008 16
 32.3622 0 0 0  442 22017 14
 99.8781 1 0 0 1077 21982 29
 100.907 0 1 0 1548 21944 42
 68.8354 1 0 0 1949 22036 49
 52.2867 0 0 0  356 22019 11
 272.789 0 1 0  642 21946 17
 42.6058 1 0 0 1578 22006 43
100.9722 1 1 0   42 21961  1
 16.5106 1 0 0  400 22016 13
 23.5787 0 0 0  143 21995  5
 66.8417 0 0 0 1620 21994 43
 22.4997 1 1 0 1485 21969 39
 26.1053 0 0 0 1152 21995 33
 93.6394 0 1 0 1096 21955 31
 34.3344 0 0 0 1094 22031 31
 80.7337 1 1 0   67 21953  3
 44.9029 1 1 0 1943 21944 49
 87.6698 1 1 0 1987 21936 50
 66.7398 1 0 0 1593 22025 43
121.8709 0 0 0 1372 21992 37
 23.8923 1 0 0  881 22009 24
 33.3761 0 0 0  907 22005 24
 59.8646 1 1 0  889 21970 24
 82.9484 1 1 0 1639 21983 44
 52.2777 1 1 0 1477 21951 39
 60.7247 0 0 0  668 21995 18
140.2874 0 1 0  216 21949 10
 71.7848 1 1 0 1872 21942 47
159.0968 0 0 0  891 21976 24
 68.3546 1 1 0  312 21942 11
172.3867 1 1 0 1567 21959 43
 44.7498 1 0 0  641 22001 17
121.0611 0 0 0 1402 22015 37
 74.2227 0 1 0 1787 21943 45
 34.9993 1 0 0   85 21997  4
 214.749 0 1 0  782 21959 21
645.7959 0 1 0 1876 21938 47
410.3959 0 0 1 1687 21959 44
 89.4759 1 1 0 1077 21970 29
end
format %d date
label values county_d county_d
label def county_d 9 "01019", modify
label def county_d 42 "01093", modify
label def county_d 67 "04007", modify
label def county_d 85 "05021", modify
label def county_d 112 "05113", modify
label def county_d 143 "06047", modify
label def county_d 205 "09007", modify
label def county_d 216 "12005", modify
label def county_d 239 "12063", modify
label def county_d 241 "12071", modify
label def county_d 250 "12089", modify
label def county_d 297 "13069", modify
label def county_d 312 "13107", modify
label def county_d 316 "13117", modify
label def county_d 356 "13225", modify
label def county_d 387 "15009", modify
label def county_d 400 "16057", modify
label def county_d 442 "17097", modify
label def county_d 493 "18031", modify
label def county_d 498 "18041", modify
label def county_d 503 "18051", modify
label def county_d 508 "18061", modify
label def county_d 538 "18133", modify
label def county_d 547 "18151", modify
label def county_d 569 "19029", modify
label def county_d 576 "19055", modify
label def county_d 586 "19085", modify
label def county_d 625 "20021", modify
label def county_d 633 "20059", modify
label def county_d 641 "20113", modify
label def county_d 642 "20121", modify
label def county_d 668 "21049", modify
label def county_d 669 "21059", modify
label def county_d 709 "21207", modify
label def county_d 714 "21217", modify
label def county_d 760 "23001", modify
label def county_d 767 "23015", modify
label def county_d 771 "23025", modify
label def county_d 782 "24017", modify
label def county_d 806 "25017", modify
label def county_d 841 "26081", modify
label def county_d 881 "27021", modify
label def county_d 883 "27027", modify
label def county_d 889 "27047", modify
label def county_d 891 "27053", modify
label def county_d 907 "27109", modify
label def county_d 1024 "29157", modify
label def county_d 1069 "31155", modify
label def county_d 1077 "32007", modify
label def county_d 1094 "34005", modify
label def county_d 1096 "34009", modify
label def county_d 1107 "34031", modify
label def county_d 1116 "35013", modify
label def county_d 1146 "36037", modify
label def county_d 1152 "36053", modify
label def county_d 1168 "36089", modify
label def county_d 1169 "36091", modify
label def county_d 1262 "37189", modify
label def county_d 1265 "37195", modify
label def county_d 1296 "39043", modify
label def county_d 1314 "39081", modify
label def county_d 1333 "39125", modify
label def county_d 1370 "40047", modify
label def county_d 1372 "40051", modify
label def county_d 1402 "40143", modify
label def county_d 1431 "41067", modify
label def county_d 1461 "42063", modify
label def county_d 1477 "42097", modify
label def county_d 1485 "42117", modify
label def county_d 1538 "45087", modify
label def county_d 1548 "46099", modify
label def county_d 1558 "47015", modify
label def county_d 1560 "47019", modify
label def county_d 1567 "47035", modify
label def county_d 1578 "47059", modify
label def county_d 1593 "47099", modify
label def county_d 1600 "47115", modify
label def county_d 1620 "47163", modify
label def county_d 1624 "47173", modify
label def county_d 1639 "48025", modify
label def county_d 1660 "48099", modify
label def county_d 1664 "48123", modify
label def county_d 1670 "48145", modify
label def county_d 1686 "48199", modify
label def county_d 1687 "48201", modify
label def county_d 1744 "48395", modify
label def county_d 1787 "49045", modify
label def county_d 1829 "51083", modify
label def county_d 1846 "51143", modify
label def county_d 1862 "51187", modify
label def county_d 1863 "51191", modify
label def county_d 1872 "51590", modify
label def county_d 1876 "51660", modify
label def county_d 1916 "53067", modify
label def county_d 1943 "54067", modify
label def county_d 1949 "54097", modify
label def county_d 1974 "55065", modify
label def county_d 1987 "55097", modify
label values state_d state_d
label def state_d 1 "01", modify
label def state_d 3 "04", modify
label def state_d 4 "05", modify
label def state_d 5 "06", modify
label def state_d 7 "09", modify
label def state_d 10 "12", modify
label def state_d 11 "13", modify
label def state_d 12 "15", modify
label def state_d 13 "16", modify
label def state_d 14 "17", modify
label def state_d 15 "18", modify
label def state_d 16 "19", modify
label def state_d 17 "20", modify
label def state_d 18 "21", modify
label def state_d 20 "23", modify
label def state_d 21 "24", modify
label def state_d 22 "25", modify
label def state_d 23 "26", modify
label def state_d 24 "27", modify
label def state_d 26 "29", modify
label def state_d 28 "31", modify
label def state_d 29 "32", modify
label def state_d 31 "34", modify
label def state_d 32 "35", modify
label def state_d 33 "36", modify
label def state_d 34 "37", modify
label def state_d 36 "39", modify
label def state_d 37 "40", modify
label def state_d 38 "41", modify
label def state_d 39 "42", modify
label def state_d 41 "45", modify
label def state_d 42 "46", modify
label def state_d 43 "47", modify
label def state_d 44 "48", modify
label def state_d 45 "49", modify
label def state_d 47 "51", modify
label def state_d 48 "53", modify
label def state_d 49 "54", modify
label def state_d 50 "55", modify


------------------ copy up to and including the previous line ------------------

Then I estimate the regression, estimate the total effect in rural areas using margins and try to save the output in a matrix to graph. Its lengthy (so I am showing a subset of the code and attaching the rest) but seems to be going well until I get an error that the estimates matrix is not found right after its listed.:






Code:


*Fit the event study regressions
foreach T in FirstConfirmedCase SchoolClose StayAtHome FirstDeath{
    gen b_`T' = .
 gen upper_`T' = .
 gen lower_`T' = .
 gen br_`T' = .
 gen upperr_`T' = .
 gen lowerr_`T' = .
 gen bi_`T' = .
 gen upperi_`T' = .
 gen loweri_`T' = .

 reghdfe dex rural##(ds_`T'_1-ds_`T'_20 ds_`T'_22-ds_`T'_43), ///
 absorb(county_d date state_d##date, save) cluster(county_d)
 
 estimates store c`T'
 
 local row = 0
   
    forvalues t = 2(1)20 {
        local ++row
        qui replace b_`T' = _b[1.ds_`T'_`t'] in `row'
        qui replace upper_`T' = _b[1.ds_`T'_`t'] + 1.96*_se[1.ds_`T'_`t'] in `row'
        qui replace lower_`T' = _b[1.ds_`T'_`t']-  1.96*_se[1.ds_`T'_`t'] in `row'
  qui replace br_`T' = _b[1.rural#1.ds_`T'_`t'] in `row'
        qui replace upperr_`T' = _b[1.rural#1.ds_`T'_`t'] + 1.96*_se[1.rural#1.ds_`T'_`t'] in `row'
        qui replace lowerr_`T' = _b[1.rural#1.ds_`T'_`t']-  1.96*_se[1.rural#1.ds_`T'_`t'] in `row'
    }
    local ++row
    qui replace b_`T'= 0 in `row'
 qui replace br_`T'= 0 in `row'
    forvalues t = 22/42 {
        local ++row
        qui replace b_`T'  = _b[1.ds_`T'_`t'] in `row'
        qui replace upper_`T' = _b[1.ds_`T'_`t'] + 1.96*_se[1.ds_`T'_`t'] in `row'
        qui replace lower_`T' = _b[1.ds_`T'_`t'] - 1.96*_se[1.ds_`T'_`t'] in `row'
  qui replace br_`T'  = _b[1.rural#1.ds_`T'_`t'] in `row'
        qui replace upperr_`T' = _b[1.rural#1.ds_`T'_`t'] + 1.96*_se[1.rural#1.ds_`T'_`t'] in `row'
        qui replace lowerr_`T' = _b[1.rural#1.ds_`T'_`t'] - 1.96*_se[1.rural#1.ds_`T'_`t'] in `row'
    }

 local ys 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43
 foreach y of local ys{
 qui reghdfe dex rural##(ds_`T'_1-ds_`T'_20 ds_`T'_22-ds_`T'_43), ///
 absorb(county_d date state_d##date, save) cluster(county_d)
 margins, expression(_b[1.ds_`T'_`y']+_b[1.rural#1.ds_`T'_`y']) post
  /*qui*/ esttab, ci
  mat ci`T'`y'= r(coefs)
}
mat ci`T'21=(0,0,0,0)
mat ci`T' = ci`T'1\ci`T'2\ci`T'3\ci`T'4\ci`T'5\ci`T'6\ci`T'7\ci`T'8\ci`T'9\ci`T'10\ci`T'11\ci`T'12\ci`T'13\ci`T'14\ci`T'15\ci`T'16\ci`T'17\ci`T'18\ci`T'19\ci`T'20\ci`T'21\ci`T'22\ci`T'23\ci`T'24\ci`T'25\ci`T'26\ci`T'27\ci`T'28\ci`T'29\ci`T'30\ci`T'31\ci`T'32\ci`T'33\ci`T'34\ci`T'35\ci`T'36\ci`T'37\ci`T'38\ci`T'39\ci`T'40\ci`T'41\ci`T'42\ci`T'43
mat list ci`T'
mat colnames ci`T' ="tot_rural`T'" "tot_rural_uci`T'" "tot_rural_lci`T'" "tot_rural_p`T'"
matrix rownames ci`T'= "1" "2" "3" "4" "5" "6" "7" "8" "9" "10" "11" "12" "13" "14" "15" "16" "17" "18" "19" "20" "21" "22" "23" "24" "25" "26" "27" "28" "29" "30" "31" "32" "33" "34" "35" "36" "37" "38" "39" "40" "41" "42" "43"
//mat ci`T'p= ci`T''

forvalues ti = 2(1)20 {
        local ++row
        qui replace bi_`T' = ci`T'[`ti',1] in `row'
        qui replace upperi_`T' = ci`T'[`ti',2] in `row'
        qui replace loweri_`T' = ci`T'[`ti',3] in `row'
    }
    local ++row
    qui replace bi_`T'= 0 in `row'
    forvalues t = 22/42 {
        local ++row
        qui replace bi_`T' = ci`T'[`ti',1] in `row'
        qui replace upperi_`T' = ci`T'[`ti',2] in `row'
        qui replace loweri_`T' = ci`T'[`ti',3] in `row'
    }

 
   # delimit ;
    twoway
        (rarea upper_`T' lower_`T' timeG if inrange(timeG, -20,20), color(gs12%35))
        (connected b_`T' timeG if inrange(timeG, -20,-2),
            mcolor(cranberry) lwidth(medium) lcolor(cranberry) msize(small))
  (connected b_`T' timeG if inrange(timeG, 0,20),
            mcolor(cranberry) lwidth(medium) lcolor(cranberry) msize(small))
        (function y = 0, range(-20 20) lcolor(gs10)),
        xline(-.5 , lwidth(2.2) lcolor(gs10) )
        xsize(4) ysize(2)
        xtitle("") ytitle("Mixing Index", size(vsmall))
  graphregion(color(white))
        xlabel(-20(5)20, labsize(small))
  ylabel(/*-400(150)200*/, labsize(small) )  
        legend(off)
        graphregion(margin(r+5))
        title("`Title`T''", pos(11) size(3.5))
        name(`T', replace)
     ;
    # delimit cr
  graph export "$plotdir/ES_`var'.png",  replace  width(4000) 
 
 # delimit ;
    twoway
        (rarea upperr_`T' lowerr_`T' timeG if inrange(timeG, -20,20), color(gs12%35))
        (connected br_`T' timeG if inrange(timeG, -20,-2),
            mcolor(cranberry) lwidth(medium) lcolor(cranberry) msize(small))
  (connected br_`T' timeG if inrange(timeG, 0,20),
            mcolor(cranberry) lwidth(medium) lcolor(cranberry) msize(small))
        (function y = 0, range(-20 20) lcolor(gs10)),
        xline(-.5 , lwidth(2.2) lcolor(gs10) )
        xsize(4) ysize(2)
        xtitle("") ytitle("Mixing Index", size(vsmall))
  graphregion(color(white))
        xlabel(-20(5)20, labsize(small))
  ylabel(/*-400(150)200*/, labsize(small) )  
        legend(off)
        graphregion(margin(r+5))
        title("`Title`T''", pos(11) size(3.5))
        name(r`T', replace)
     ;
    # delimit cr
  graph export "$plotdir/ESr_`var'.png",  replace  width(4000) 
 
 # delimit ;
    twoway
        (rarea upperi_`T' loweri_`T' timeG if inrange(timeG, -20,20), color(gs12%35))
        (connected bi_`T' timeG if inrange(timeG, -20,-2),
            mcolor(cranberry) lwidth(medium) lcolor(cranberry) msize(small))
  (connected bi_`T' timeG if inrange(timeG, 0,20),
            mcolor(cranberry) lwidth(medium) lcolor(cranberry) msize(small))
        (function y = 0, range(-20 20) lcolor(gs10)),
        xline(-.5 , lwidth(2.2) lcolor(gs10) )
        xsize(4) ysize(2)
        xtitle("") ytitle("Mixing Index", size(vsmall))
  graphregion(color(white))
        xlabel(-20(5)20, labsize(small))
  ylabel(/*-400(150)200*/, labsize(small) )  
        legend(off)
        graphregion(margin(r+5))
        title("`Title`T''", pos(11) size(3.5))
        name(i`T', replace)
     ;
    # delimit cr
  graph export "$plotdir/ESi_`var'.png",  replace  width(4000) 
 
 rename __hdfe2__ datefe`T'
 
}

The event-study runs, the margins all run to estimate the full effect in rural areas (see attached) and the matrix ciFirstConfirmedCase is generated and then I get the following error (confusing since the matrix was just generated and listed):




Code:


ciFirstConfirmedCase[43,4]
           active:     active:     active:     active:
                b        ci_l        ci_u           p
_cons  -33.992753  -46.021658  -21.963848   3.047e-08
_cons  -19.201088  -32.343054  -6.0591215   .00418846
_cons  -24.223434  -42.416965  -6.0299033   .00906595
_cons  -19.428991  -32.896787  -5.9611955   .00469138
_cons  -17.670705  -33.584708  -1.7567012   .02953143
_cons   -10.69152  -26.332381   4.9493411   .18032351
_cons  -21.091456  -34.776707  -7.4062037   .00252224
_cons  -15.791958  -29.443427  -2.1404892   .02337327
_cons   .78847254  -14.131996   15.708941   .91750715
_cons  -.21585848  -15.417481   14.985764   .97779702
_cons  -6.0163747  -19.340196    7.307447   .37614467
_cons   10.879587   -4.749868   26.509043   .17246646
_cons  -.82162958  -14.251595   12.608335   .90455578
_cons  -7.8447947  -20.425515    4.735926   .22165129
_cons  -2.0624241  -13.437858   9.3130093    .7223263
_cons   4.5547978   -9.334093   18.443689   .52037908
_cons   3.5513728   -8.942559   16.045305   .57744853
_cons  -1.1591633  -16.744876   14.426549   .88410352
_cons  -3.3511476  -16.348078   9.6457827   .61330602
_cons   3.2054066  -23.388244   29.799057   .81324652
   r1           0           0           0           0
_cons  -5.0311321  -22.144137   12.081873    .5644672
_cons  -3.3002542  -15.772785   9.1722769   .60403274
_cons  -19.825333  -31.621159  -8.0295082   .00098728
_cons  -8.1466876  -22.243875   5.9504996   .25736021
_cons  -9.6166914  -23.845398   4.6120148   .18527996
_cons  -7.3184411  -19.616744   4.9798619     .243481
_cons  -8.9264227  -22.261508    4.408663   .18952432
_cons  -13.739964  -26.698042  -.78188667    .0376884
_cons  -10.077364  -25.529255   5.3745276    .2011638
_cons  -21.923598  -36.939063  -6.9081342   .00421401
_cons  -17.711232  -32.069384  -3.3530799   .01561993
_cons  -10.102648  -24.816717   4.6114217   .17839704
_cons  -19.011671  -33.147993  -4.8753489   .00839099
_cons  -20.020774  -31.996916  -8.0446331   .00105097
_cons  -5.5561248  -20.200059   9.0878092   .45709473
_cons  -20.287334  -35.070798  -5.5038709   .00715255
_cons  -27.383867  -43.912183  -10.855552    .0011653
_cons   -23.66688  -37.357931  -9.9758301   .00070386
_cons   -24.01003  -41.201916  -6.8181439   .00619519
_cons  -24.553526  -40.959911  -8.1471416   .00335434
_cons  -31.183961  -45.877887  -16.490035   .00003189
_cons  -38.747589  -51.936516  -25.558662   8.504e-09
ciFirstConfirmedCase not found
r(111);

end of do-file

r(111);

.

But, i see ciFirstConfirmedCase listed just above the error...so not sure what happens. Will be very grateful for any help offered and apologies again for the very lengthy post.

Sincerely,

Sumedha.