BUT I WANT TO EDIT MY CURRENT CODE SO THAT FOR MULTIPLE GROUPS I CAN USE THE SAME REGRESSION TO PRODUCE THE GRAPH I'M GOING TO ATTACH IN THE COMMENT.
Code:
*** ssc install eventdd
use "http://www.damianclarke.net/stata/bacon_example.dta", clear
gen timeToTreat = year - _nfd
eventdd asmrs pcinc asmrh cases i.year i.stfips, timevar(timeToTreat) method(ols, cluster(stfips))
*Then storing the estimates
estimates store leads_lags
#delimit ;
coefplot leads_lags, keep(lead5 lead4 lead3 lead2 lead1 lag_0 lag1 lag2 lag3 lag4 lag5plus)
vertical title( "{stSerif:{bf:Figure 1. {it:Trends in On-Premises Alcohol Licenses}}}", color(black) size(large))
         xtitle("{stSerif:Years Since Law Came into Effect}") xscale(titlegap(2)) xline(6, lcolor(black))
yline(-.2 0 .2 .4 .6, lwidth(vvvthin) lpattern(dash) lcolor(black))
note("{stSerif:{it:Notes}. OLS coefficient estimates (and their 95% confidence intervals) are reported. The dependent}"
     "{stSerif:variable is equal to the number of on-premises liquor licences per 1,000 population in county {it:c}}"
     "{stSerif: and year {it:t}. The controls include year fixed effects and the data cover the period 1977-2011.}", margin(small))
graphregion(fcolor(white) lcolor(white) lwidth(vvvthin) ifcolor(white) ilcolor(white)  
ilwidth(vvvthin)) ciopts(lwidth(*3) lcolor(black)) mcolor(black) ;
#delimit cr
graph export "Anderson_Fig1_v1.png", as(png) replace
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