recently I´m doing some research on the risk behavior of banks during the low interest rate enviroment. During this research I want to use the Difference-in-Differences (DiD) framework to check the impact of some polices on the risk behavior.
Now, I´m at the point where I want to check if the parallel trend assumption is fullfilled. So basically I want to show two graphs (which hopefully are parallel), but right now I´m not getting the results which I want.
I already tried to use the search function and found the following existing thread: https://www.statalist.org/forums/for...nce-estimation
But unfortunately the codes provided by Clyde don´t work for my data.
I tried to attach the data using dataex. I created a time variable (time) that is 0 before the treatment and jumps to 1 in the treatment year and afterwards (in my case the year 2014). I also created a dummy variable for treatment which I called treated. Which is 0 for all non-participating states and 1 for all participating states. Furthermore, I created a interaction variable (time*treated) called did. My dependent variable is called var1.
I hope you guys can understand my issue, thanks in advance for your help.
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input str139 Entity long ID int Year str3 Country float(var1 treated time did) "Oesterreichische Kontrollbank Aktiengesellschaft (OeKB)" 108773 2009 "AUT" . 1 0 0 "Oesterreichische Kontrollbank Aktiengesellschaft (OeKB)" 108773 2010 "AUT" 3.6468074 1 0 0 "Oesterreichische Kontrollbank Aktiengesellschaft (OeKB)" 108773 2011 "AUT" 3.232498 1 0 0 "Oesterreichische Kontrollbank Aktiengesellschaft (OeKB)" 108773 2012 "AUT" 3.584065 1 0 0 "Oesterreichische Kontrollbank Aktiengesellschaft (OeKB)" 108773 2013 "AUT" 3.69737 1 0 0 "Oesterreichische Kontrollbank Aktiengesellschaft (OeKB)" 108773 2014 "AUT" 4.380235 1 1 1 "Oesterreichische Kontrollbank Aktiengesellschaft (OeKB)" 108773 2015 "AUT" 4.351543 1 1 1 "Oesterreichische Kontrollbank Aktiengesellschaft (OeKB)" 108773 2016 "AUT" 4.3284616 1 1 1 "Oesterreichische Kontrollbank Aktiengesellschaft (OeKB)" 108773 2017 "AUT" 6.243345 1 1 1 "Oesterreichische Kontrollbank Aktiengesellschaft (OeKB)" 108773 2018 "AUT" 4.634541 1 1 1 "Erste Group Bank AG" 111522 2009 "AUT" . 1 0 0 "Erste Group Bank AG" 111522 2010 "AUT" 4.817286 1 0 0 "Erste Group Bank AG" 111522 2011 "AUT" 2.582155 1 0 0 "Erste Group Bank AG" 111522 2012 "AUT" 2.806624 1 0 0 "Erste Group Bank AG" 111522 2013 "AUT" 3.265511 1 0 0 "Erste Group Bank AG" 111522 2014 "AUT" 2.537356 1 1 1 "Erste Group Bank AG" 111522 2015 "AUT" 2.5322356 1 1 1 "Erste Group Bank AG" 111522 2016 "AUT" 2.402875 1 1 1 "Erste Group Bank AG" 111522 2017 "AUT" 4.911036 1 1 1 "Erste Group Bank AG" 111522 2018 "AUT" 4.4744043 1 1 1 "UniCredit Bank Austria AG" 111593 2009 "AUT" . 1 0 0 "UniCredit Bank Austria AG" 111593 2010 "AUT" 4.3114676 1 0 0 "UniCredit Bank Austria AG" 111593 2011 "AUT" 3.650456 1 0 0 "UniCredit Bank Austria AG" 111593 2012 "AUT" 4.1277785 1 0 0 "UniCredit Bank Austria AG" 111593 2013 "AUT" 2.479307 1 0 0 "UniCredit Bank Austria AG" 111593 2014 "AUT" 2.3276858 1 1 1 "UniCredit Bank Austria AG" 111593 2015 "AUT" 2.2306044 1 1 1 "UniCredit Bank Austria AG" 111593 2016 "AUT" 5.2688 1 1 1 "UniCredit Bank Austria AG" 111593 2017 "AUT" 5.806949 1 1 1 "UniCredit Bank Austria AG" 111593 2018 "AUT" 6.296226 1 1 1 "KA Finanz AG" 113903 2009 "AUT" . 1 0 0 "KA Finanz AG" 113903 2010 "AUT" -.7619715 1 0 0 "KA Finanz AG" 113903 2011 "AUT" . 1 0 0 "KA Finanz AG" 113903 2012 "AUT" .4622768 1 0 0 "KA Finanz AG" 113903 2013 "AUT" .9465511 1 0 0 "KA Finanz AG" 113903 2014 "AUT" 2.700531 1 1 1 "KA Finanz AG" 113903 2015 "AUT" 3.284737 1 1 1 "KA Finanz AG" 113903 2016 "AUT" 3.3296614 1 1 1 "KA Finanz AG" 113903 2017 "AUT" . 1 1 1 "KA Finanz AG" 113903 2018 "AUT" . 1 1 1 "Erste Bank der Oesterreichischen Sparkassen AG" 143583 2009 "AUT" . 1 0 0 "Erste Bank der Oesterreichischen Sparkassen AG" 143583 2010 "AUT" 4.086985 1 0 0 "Erste Bank der Oesterreichischen Sparkassen AG" 143583 2011 "AUT" 3.7687495 1 0 0 "Erste Bank der Oesterreichischen Sparkassen AG" 143583 2012 "AUT" 3.589743 1 0 0 "Erste Bank der Oesterreichischen Sparkassen AG" 143583 2013 "AUT" 3.69524 1 0 0 "Erste Bank der Oesterreichischen Sparkassen AG" 143583 2014 "AUT" 3.598479 1 1 1 "Erste Bank der Oesterreichischen Sparkassen AG" 143583 2015 "AUT" 3.7505076 1 1 1 "Erste Bank der Oesterreichischen Sparkassen AG" 143583 2016 "AUT" 3.047499 1 1 1 "Erste Bank der Oesterreichischen Sparkassen AG" 143583 2017 "AUT" 3.0885265 1 1 1 "Erste Bank der Oesterreichischen Sparkassen AG" 143583 2018 "AUT" 3.766962 1 1 1 "Allgemeine Sparkasse Oberoesterreich Bank AG (Sparkasse Oberoesterreich)" 1000300 2009 "AUT" . 1 0 0 "Allgemeine Sparkasse Oberoesterreich Bank AG (Sparkasse Oberoesterreich)" 1000300 2010 "AUT" 4.319907 1 0 0 "Allgemeine Sparkasse Oberoesterreich Bank AG (Sparkasse Oberoesterreich)" 1000300 2011 "AUT" 4.5605206 1 0 0 "Allgemeine Sparkasse Oberoesterreich Bank AG (Sparkasse Oberoesterreich)" 1000300 2012 "AUT" 4.6250615 1 0 0 "Allgemeine Sparkasse Oberoesterreich Bank AG (Sparkasse Oberoesterreich)" 1000300 2013 "AUT" 4.5886517 1 0 0 "Allgemeine Sparkasse Oberoesterreich Bank AG (Sparkasse Oberoesterreich)" 1000300 2014 "AUT" 4.012818 1 1 1 "Allgemeine Sparkasse Oberoesterreich Bank AG (Sparkasse Oberoesterreich)" 1000300 2015 "AUT" 3.7343426 1 1 1 "Allgemeine Sparkasse Oberoesterreich Bank AG (Sparkasse Oberoesterreich)" 1000300 2016 "AUT" 3.556873 1 1 1 "Allgemeine Sparkasse Oberoesterreich Bank AG (Sparkasse Oberoesterreich)" 1000300 2017 "AUT" 3.633724 1 1 1 "Allgemeine Sparkasse Oberoesterreich Bank AG (Sparkasse Oberoesterreich)" 1000300 2018 "AUT" 3.585174 1 1 1 "Alpenbank AG" 1000318 2009 "AUT" . 1 0 0 "Alpenbank AG" 1000318 2010 "AUT" 3.455736 1 0 0 "Alpenbank AG" 1000318 2011 "AUT" 3.391225 1 0 0 "Alpenbank AG" 1000318 2012 "AUT" 3.3082175 1 0 0 "Alpenbank AG" 1000318 2013 "AUT" 3.8080075 1 0 0 "Alpenbank AG" 1000318 2014 "AUT" 3.390154 1 1 1 "Alpenbank AG" 1000318 2015 "AUT" 3.940102 1 1 1 "Alpenbank AG" 1000318 2016 "AUT" 2.356958 1 1 1 "Alpenbank AG" 1000318 2017 "AUT" 2.499289 1 1 1 "Alpenbank AG" 1000318 2018 "AUT" 2.3077037 1 1 1 "Sparkasse der Stadt Amstetten AG" 1000430 2009 "AUT" . 1 0 0 "Sparkasse der Stadt Amstetten AG" 1000430 2010 "AUT" 5.61099 1 0 0 "Sparkasse der Stadt Amstetten AG" 1000430 2011 "AUT" 2.2365744 1 0 0 "Sparkasse der Stadt Amstetten AG" 1000430 2012 "AUT" 2.46491 1 0 0 "Sparkasse der Stadt Amstetten AG" 1000430 2013 "AUT" 2.577552 1 0 0 "Sparkasse der Stadt Amstetten AG" 1000430 2014 "AUT" 5.552824 1 1 1 "Sparkasse der Stadt Amstetten AG" 1000430 2015 "AUT" 3.74209 1 1 1 "Sparkasse der Stadt Amstetten AG" 1000430 2016 "AUT" 3.530195 1 1 1 "Sparkasse der Stadt Amstetten AG" 1000430 2017 "AUT" 3.477993 1 1 1 "Sparkasse der Stadt Amstetten AG" 1000430 2018 "AUT" 6.613332 1 1 1 "Autobank Aktiengesellschaft" 1000858 2009 "AUT" . 1 0 0 "Autobank Aktiengesellschaft" 1000858 2010 "AUT" 2.85176 1 0 0 "Autobank Aktiengesellschaft" 1000858 2011 "AUT" 2.952066 1 0 0 "Autobank Aktiengesellschaft" 1000858 2012 "AUT" 4.173156 1 0 0 "Autobank Aktiengesellschaft" 1000858 2013 "AUT" 3.121496 1 0 0 "Autobank Aktiengesellschaft" 1000858 2014 "AUT" 3.4457746 1 1 1 "Autobank Aktiengesellschaft" 1000858 2015 "AUT" 3.524288 1 1 1 "Autobank Aktiengesellschaft" 1000858 2016 "AUT" 6.046474 1 1 1 "Autobank Aktiengesellschaft" 1000858 2017 "AUT" 5.178563 1 1 1 "Autobank Aktiengesellschaft" 1000858 2018 "AUT" 3.372565 1 1 1 "Bankhaus Schelhammer & Schattera" 1001149 2009 "AUT" . 1 0 0 "Bankhaus Schelhammer & Schattera" 1001149 2010 "AUT" 8.170717 1 0 0 "Bankhaus Schelhammer & Schattera" 1001149 2011 "AUT" 4.1801376 1 0 0 "Bankhaus Schelhammer & Schattera" 1001149 2012 "AUT" 4.3552737 1 0 0 "Bankhaus Schelhammer & Schattera" 1001149 2013 "AUT" 4.4851685 1 0 0 "Bankhaus Schelhammer & Schattera" 1001149 2014 "AUT" 5.913783 1 1 1 "Bankhaus Schelhammer & Schattera" 1001149 2015 "AUT" 5.164248 1 1 1 "Bankhaus Schelhammer & Schattera" 1001149 2016 "AUT" 4.607351 1 1 1 "Bankhaus Schelhammer & Schattera" 1001149 2017 "AUT" 4.508744 1 1 1 "Bankhaus Schelhammer & Schattera" 1001149 2018 "AUT" 4.6733255 1 1 1 end
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