Hello Statalist, I hope everyone is fine.
In my event study, I have event variable (EV) contain 1100 events for a panel dataset
I set event_window 10 days before and after the announcement day (EV date)
EV is a continuous variable and it's values are positive and negative
Specifically, 700 EV = positive values and 400 = negative values
my dependent variable is Y and independent variable is X,
The Y and X values only exist on the event_window dates (which is 10 days before and after EV)
my query is: I want to split my dependent variable (Y) into Yp and Yn
Yp = if EV is positive, then consider Y and X values all firm-year observation of a panel dataset for that event_window (10 days before and after dates of EV)
Yn = similar treatment as Yp but for negative values of EV
Thanks
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