Code:
* Example generated by -dataex-. For more info, type help dataex clear input float(id monthly independent sales TreatZero lead2 lead3 lead4 lead5 lead6 lead7_backwards lag1 lag2 lag3 lag4 lag5 lag6 lead1) 1 672 0 249512 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 673 0 177712 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 674 0 109524 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 675 0 20776 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 676 0 846471 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 677 0 328806 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 678 0 46470 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 679 0 394758 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 680 0 301179 0 0 0 0 0 1 0 0 0 0 0 0 0 0 1 681 0 756129 0 0 0 0 1 0 0 0 0 0 0 0 0 0 1 682 0 116117 0 0 0 1 0 0 0 0 0 0 0 0 0 0 1 683 0 374293 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 684 0 432423 0 1 0 0 0 0 0 0 0 0 0 0 0 0 1 685 0 364780 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 686 0 797174 1 0 0 0 0 0 0 0 0 0 0 0 0 0 1 687 0 400569 0 0 0 0 0 0 0 1 0 0 0 0 0 0 1 688 0 126897 0 0 0 0 0 0 0 0 1 0 0 0 0 0 2 672 1 65104 0 0 0 0 0 0 1 0 0 0 0 0 0 0 2 673 1 77133 0 0 0 0 0 0 1 0 0 0 0 0 0 0 2 674 1 76200 0 0 0 0 0 0 1 0 0 0 0 0 0 0 2 675 1 218342 0 0 0 0 0 0 1 0 0 0 0 0 0 0 2 676 1 39265 0 0 0 0 0 0 1 0 0 0 0 0 0 0 2 677 1 6649 0 0 0 0 0 0 1 0 0 0 0 0 0 0 2 678 1 41677 0 0 0 0 0 0 1 0 0 0 0 0 0 0 2 679 1 156277 0 0 0 0 0 0 1 0 0 0 0 0 0 0 2 680 1 98535 0 0 0 0 0 1 0 0 0 0 0 0 0 0 2 681 1 3920 0 0 0 0 1 0 0 0 0 0 0 0 0 0 2 682 1 165573 0 0 0 1 0 0 0 0 0 0 0 0 0 0 2 683 1 73413 0 0 1 0 0 0 0 0 0 0 0 0 0 0 2 684 1 97216 0 1 0 0 0 0 0 0 0 0 0 0 0 0 2 685 1 106015 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 686 1 33066 1 0 0 0 0 0 0 0 0 0 0 0 0 0 2 687 1 54207 0 0 0 0 0 0 0 1 0 0 0 0 0 0 2 688 1 118173 0 0 0 0 0 0 0 0 1 0 0 0 0 0 3 672 0 737203 0 0 0 0 0 0 1 0 0 0 0 0 0 0 3 673 0 306725 0 0 0 0 0 0 1 0 0 0 0 0 0 0 3 674 0 198990 0 0 0 0 0 0 1 0 0 0 0 0 0 0 3 675 0 1054751 0 0 0 0 0 0 1 0 0 0 0 0 0 0 3 676 0 1886147 0 0 0 0 0 1 0 0 0 0 0 0 0 0 3 677 0 1142545 0 0 0 0 1 0 0 0 0 0 0 0 0 0 3 678 0 1277825 0 0 0 1 0 0 0 0 0 0 0 0 0 0 3 679 0 397706 0 0 1 0 0 0 0 0 0 0 0 0 0 0 3 680 0 1354199 0 1 0 0 0 0 0 0 0 0 0 0 0 0 3 681 0 1348788 0 0 0 0 0 0 0 0 0 0 0 0 0 0 3 682 0 914274 1 0 0 0 0 0 0 0 0 0 0 0 0 0 3 683 0 805134 0 0 0 0 0 0 0 1 0 0 0 0 0 0 3 684 0 769588 0 0 0 0 0 0 0 0 1 0 0 0 0 0 3 685 0 292174 0 0 0 0 0 0 0 0 0 1 0 0 0 0 3 686 0 1236297 0 0 0 0 0 0 0 0 0 0 1 0 0 0 3 687 0 58338 0 0 0 0 0 0 0 0 0 0 0 1 0 0 3 688 0 1681455 0 0 0 0 0 0 0 0 0 0 0 0 1 0 4 672 1 82611 0 0 0 0 0 0 1 0 0 0 0 0 0 0 4 673 1 190401 0 0 0 0 0 0 1 0 0 0 0 0 0 0 4 674 1 122867 0 0 0 0 0 0 1 0 0 0 0 0 0 0 4 675 1 111444 0 0 0 0 0 0 1 0 0 0 0 0 0 0 4 676 1 44781 0 0 0 0 0 1 0 0 0 0 0 0 0 0 4 677 1 158895 0 0 0 0 1 0 0 0 0 0 0 0 0 0 4 678 1 71693 0 0 0 1 0 0 0 0 0 0 0 0 0 0 4 679 1 62140 0 0 1 0 0 0 0 0 0 0 0 0 0 0 4 680 1 321720 0 1 0 0 0 0 0 0 0 0 0 0 0 0 4 681 1 188944 0 0 0 0 0 0 0 0 0 0 0 0 0 0 4 682 1 179921 1 0 0 0 0 0 0 0 0 0 0 0 0 0 4 683 1 159214 0 0 0 0 0 0 0 1 0 0 0 0 0 0 4 684 1 118173 0 0 0 0 0 0 0 0 1 0 0 0 0 0 4 685 1 246030 0 0 0 0 0 0 0 0 0 1 0 0 0 0 4 686 1 83191 0 0 0 0 0 0 0 0 0 0 1 0 0 0 4 687 1 100867 0 0 0 0 0 0 0 0 0 0 0 1 0 0 4 688 1 42409 0 0 0 0 0 0 0 0 0 0 0 0 1 0 5 672 0 32247 0 0 0 0 0 0 1 0 0 0 0 0 0 0 5 673 0 9993 0 0 0 0 0 0 1 0 0 0 0 0 0 0 5 674 0 44384 0 0 0 0 0 0 1 0 0 0 0 0 0 0 5 675 0 28284 0 0 0 0 0 0 1 0 0 0 0 0 0 0 5 676 0 6873 0 0 0 0 0 0 1 0 0 0 0 0 0 0 5 677 0 35780 0 0 0 0 0 0 1 0 0 0 0 0 0 0 5 678 0 226 0 0 0 0 0 0 1 0 0 0 0 0 0 0 5 679 0 41062 0 0 0 0 0 0 1 0 0 0 0 0 0 0 5 680 0 34161 0 0 0 0 0 0 1 0 0 0 0 0 0 0 5 681 0 5773 0 0 0 0 0 1 0 0 0 0 0 0 0 0 5 682 0 12586 0 0 0 0 1 0 0 0 0 0 0 0 0 0 5 683 0 22660 0 0 0 1 0 0 0 0 0 0 0 0 0 0 5 684 0 40637 0 0 1 0 0 0 0 0 0 0 0 0 0 0 5 685 0 40881 0 1 0 0 0 0 0 0 0 0 0 0 0 0 5 686 0 3560 0 0 0 0 0 0 0 0 0 0 0 0 0 0 5 687 0 9365 1 0 0 0 0 0 0 0 0 0 0 0 0 0 5 688 0 852 0 0 0 0 0 0 0 1 0 0 0 0 0 0 6 672 0 94715 0 0 0 0 0 0 1 0 0 0 0 0 0 0 6 673 0 2692 0 0 0 0 0 0 1 0 0 0 0 0 0 0 6 674 0 123457 0 0 0 0 0 0 1 0 0 0 0 0 0 0 6 675 0 724462 0 0 0 0 0 0 1 0 0 0 0 0 0 0 6 676 0 871857 0 0 0 0 0 0 1 0 0 0 0 0 0 0 6 677 0 16821 0 0 0 0 0 0 1 0 0 0 0 0 0 0 6 678 0 499244 0 0 0 0 0 0 1 0 0 0 0 0 0 0 6 679 0 441009 0 0 0 0 0 0 1 0 0 0 0 0 0 0 6 680 0 429921 0 0 0 0 0 0 1 0 0 0 0 0 0 0 6 681 0 156341 0 0 0 0 0 1 0 0 0 0 0 0 0 0 6 682 0 461273 0 0 0 0 1 0 0 0 0 0 0 0 0 0 6 683 0 325237 0 0 0 1 0 0 0 0 0 0 0 0 0 0 6 684 0 302210 0 0 1 0 0 0 0 0 0 0 0 0 0 0 6 685 0 332281 0 1 0 0 0 0 0 0 0 0 0 0 0 0 6 686 0 298871 0 0 0 0 0 0 0 0 0 0 0 0 0 0 end format %tm monthly
Code:
xtset id monthly xtreg sales lead7_backwards lead6 lead5 lead4 lead3 lead2 lead1 TreatZero lag1 lag2 lag3 lag4 lag5 lag6 i.monthly, fe vce(cluster id) coefplot, vertical omitted keep(lead6 lead5 lead4 lead3 lead2 lead1 TreatZero lag1 lag2 lag3 lag4 lag5 lag6) ciopts(recast(rcap)) yline(0) msymbol(d)
Array
Now I would like to see the effect of treatment on independent titles, for this I have a variable called independent. I have two questions regarding this. In a usual staggered diff in diff regression, without time-varying estimates, my code would be the following:
Code:
xtreg sales i.treatment##i.independent, fe vce(cluster id)
Code:
xtreg sales i.(lead7_backwards lead6 lead5 lead4 lead3 lead2 lead1 TreatZero lag1 lag2 lag3 lag4 lag5 lag6)##i.independent i.monthly, fe vce(cluster id)
Apologies for many questions...
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