I am currently working with Stata 16.1 on an event study analysis.
I am having troubles with the xline() option of the command coefplot. While the option yline() works properly, the xline is not displayed in the plot of coefficient.
I apologize for posting a dataset example with 48 observations. I try to reduce their number but when I do, I am not able to estimate model coefficients to be plotted with coefplot.
The metadata of the variables are the following:
cfips: id
treated: treatment dummy
dummy: dependent variable, dummy
state_time_fe: state*year fixed effects
Here is the code I am running:
*Example created with -dataex-
Code:
clear input str4 cfips float(year treated dummy state_time_fe) "0101" 1990 1 0 1 "0101" 1992 1 0 2 "0101" 1994 1 0 3 "0101" 1996 1 0 4 "0101" 1998 1 0 5 "0101" 2000 1 0 6 "0101" 2002 1 0 7 "0101" 2004 1 0 8 "0101" 2006 1 0 9 "0101" 2008 1 0 10 "0101" 2010 1 0 11 "0101" 2012 1 0 12 "0101" 2014 1 0 13 "0101" 2016 1 0 14 "0101" 2018 1 0 15 "0101" 2020 1 0 16 "0102" 1990 0 0 1 "0102" 1992 0 0 2 "0102" 1994 0 0 3 "0102" 1996 0 0 4 "0102" 1998 0 0 5 "0102" 2000 0 0 6 "0102" 2002 0 0 7 "0102" 2004 0 0 8 "0102" 2006 0 0 9 "0102" 2008 0 0 10 "0102" 2010 0 1 11 "0102" 2012 0 1 12 "0102" 2014 0 1 13 "0102" 2016 0 1 14 "0102" 2018 0 1 15 "0102" 2020 0 0 16 "0103" 1990 0 0 1 "0103" 1992 0 0 2 "0103" 1994 0 0 3 "0103" 1996 0 0 4 "0103" 1998 0 0 5 "0103" 2000 0 0 6 "0103" 2002 0 0 7 "0103" 2004 0 0 8 "0103" 2006 0 0 9 "0103" 2008 0 0 10 "0103" 2010 0 0 11 "0103" 2012 0 0 12 "0103" 2014 0 0 13 "0103" 2016 0 0 14 "0103" 2018 0 0 15 "0103" 2020 0 0 16 end *Interaction between the treatment dummy and the year variable: foreach y in 0 2 4 6 8 { gen T_199`y'=0 replace T_199`y'=1 if year==199`y' } foreach y in 00 02 04 06 08 10 12 14 16 18 20{ gen T_20`y'=0 replace T_20`y'=1 if year==20`y' } *Creating leads and lags for the event study analysis: local leads_lags_T "T_1990 T_1992 T_1994 T_1996 T_1998 T_2000 T_2002 T_2004 T_2006 T_2008 T_2010 T_2012 T_2014 T_2016 T_2018 T_2020" foreach var of local leads_lags_T{ gen inter_`var'= `var'*treated } *Estimating the model with the user-written command reghdfe *ssc install reghdfe reghdfe dummy inter_T_2020 inter_T_2018 inter_T_2016 inter_T_2014 inter_T_2012 inter_T_2010 inter_T_2008 inter_T_2006 inter_T_2004 inter_T_2002 inter_T_2000 inter_T_1998 inter_T_1996 inter_T_1994 inter_T_1992 inter_T_1990, absorb(state_time_fe) cl(year cfips) *Plotting coefficients with the user-written command coefplot: *ssc install coefplot coefplot, vertical /// xline (2017, lcolor(magenta)) /// yline(0, lcolor(blue)) /// scale(0.8) /// keep(inter_T_2020 inter_T_2018 inter_T_2016 inter_T_2014 inter_T_2012 inter_T_2010 inter_T_2008 inter_T_2006 inter_T_2004 inter_T_2002 inter_T_2000 inter_T_1998 inter_T_1996 inter_T_1994 inter_T_1992 inter_T_1990) /// rename(inter_T_2020 = 2020 inter_T_2018 = 2018 inter_T_2016= 2016 inter_T_2014=2014 inter_T_2012=2012 inter_T_2010=2010 inter_T_2008=2008 inter_T_2006=2006 inter_T_2004=2004 inter_T_2002=2002 inter_T_2000=2000 inter_T_1998=1998 inter_T_1996=1996 inter_T_1994=1994 inter_T_1992=1992 inter_T_1990=1990) /// order(1990 1992 1994 1996 1998 2000 2002 2004 2006 2008 2010 2012 2014 2016 2018 2020) /// ytitle(Coefficients) /// xtitle(Year) /// title("The xline is missing!")
Note that the xline is not displayed even if I change the x value from 2017 to 2016.
Many thanks to anyone who will take a few minutes to help!
Best,
Alessandra Moresi
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