I have unbalanced panel data for a set of firms. In 2002 a new standard has been issued, and accordingly, firms started to adopt the standard, but the adoption process is not simultaneous. I mean a group of firms adopted in 2005, other groups adopted in 2003, and so on (i.e., the adoption is in different years). The following table is an example of my dataset.
Firms | Year | Event | Leverage |
A | 2000 | 0 | 1.23 |
A | 2001 | 0 | 0.45 |
A | 2002 | 0 | 0.435 |
A | 2003 | 0 | 0.675 |
A | 2004 | 0 | 0.896 |
A | 2005 | 1 | 0.6043 |
A | 2006 | 1 | 0.56 |
A | 2007 | 1 | 0.5157 |
A | 2008 | 1 | 0.4714 |
B | 2000 | 0 | 0.4271 |
B | 2001 | 0 | 0.3828 |
B | 2002 | 0 | 0.3385 |
B | 2003 | 1 | 0.2942 |
B | 2004 | 1 | 0.2499 |
B | 2005 | 1 | 0.2056 |
B | 2006 | 1 | 0.1613 |
The code that I have used is:
Code:
ttest Leverage, by(Event)
Please advise.
Many thanks in advance.
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