Hello,
I have a question regarding a new feature for DID regression in STATA 17, which is the estat ptrends test for checking the common trends assumption or more alternatively known as the parallel trends assumption. I have read the new manual on DID regression https://www.stata.com/manuals/tedidregress.pdf. But I want to know exactly what value this test statistic (F) must be for our null hypothesis of linear trends are parallel, i.e., trends of treatment and control group are parallel before treatment occurs(pretreatment time period), to be rejected. I looked at some values in the manual like 39.97, 2.13, etc. I want to know like a "benchmark" value of the test statistic (F) to reject the null hypothesis.
In my personal study, I am getting a test statistic between 7 and 10.
Hoping for a straightforward answer.
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