I have an event study graph that I plot using coefficients from my dependent variable regressed on the leads and lags of treatment. There appears to be slight seasonality in the plot. The data I use is micro-data and I suspect that the source of seasonality could be year of birth or quarter of birth effects. But my event study regression already includes all these fixed effects. Year of birth, as well as quarter of birth fixed effects.
Someone saw the graph and suggested I could detrend the plot (for example subtract the yearly mean from the betas)? Is there a formal way I could do this? Do I transform the data before I run the regression (its microdata, and might be a challenge) or do I transform the beta's post-estimation?
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