-
Notifications
You must be signed in to change notification settings - Fork 12
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
#170 examples to test implementation
- Loading branch information
1 parent
6dcd33c
commit 97dff85
Showing
2 changed files
with
2,236 additions
and
0 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,164 @@ | ||
| *ado-files: C:\Users\B18945\ado\plus\x | ||
| *local directory: C:\Users\B18945\Downloads\xtevent-170-let-the-window-option-choose-a-window-range | ||
|
|
||
| cd "C:\Users\B18945\Downloads\xtevent-170-let-the-window-option-choose-a-window-range\issue170" | ||
| cap log close | ||
| log using issue170.txt, replace text | ||
|
|
||
|
|
||
| *load dataset from | ||
| *https://github.com/JMSLab/xtevent/blob/main/test/example31.dta | ||
| use example31, clear | ||
|
|
||
| ******************************** Error messages ****************************** | ||
|
|
||
| *** Window(max|balanced) can be used only if impute(stag|instag) is specified | ||
| cap noi xtevent y eta , panelvar(i) timevar(t) policyvar(z) window(max) | ||
| cap noi xtevent y eta , panelvar(i) timevar(t) policyvar(z) window(balanced) | ||
| cap noi xtevent y eta , panelvar(i) timevar(t) policyvar(z) window(balanced) impute(nuchange) | ||
|
|
||
| *** Error messages due incorrect specification of window | ||
| cap noi xtevent y eta , panelvar(i) timevar(t) policyvar(z) window(5.5) | ||
| cap noi xtevent y eta , panelvar(i) timevar(t) policyvar(z) window(hello) | ||
| cap noi xtevent y eta , panelvar(i) timevar(t) policyvar(z) window(hello -3) | ||
| cap noi xtevent y eta , panelvar(i) timevar(t) policyvar(z) window(3.5 5.5 7.8) | ||
| cap noi xtevent y eta , panelvar(i) timevar(t) policyvar(z) window(3 5 7) | ||
| cap noi xtevent y eta , panelvar(i) timevar(t) policyvar(z) window(-3) | ||
|
|
||
| *** errors because policyvar doesn't follow staggered adoption | ||
| * no binary | ||
| use example31, clear | ||
| replace z= 0.5 in 7 | ||
| cap noi xtevent y eta , panelvar(i) timevar(t) policyvar(z) impute(stag) window(max) | ||
| *it reverts | ||
| use example31, clear | ||
| replace z= 0 in 8 | ||
| cap noi xtevent y eta , panelvar(i) timevar(t) policyvar(z) impute(stag) window(max) | ||
| *always treated or never-treated units don't take the adopted or unadopted policy values | ||
| use example31, clear | ||
| replace z= 1 if i==1 | ||
| replace z=. in 8 | ||
| cap noi xtevent y eta , panelvar(i) timevar(t) policyvar(z) impute(stag) window(max) | ||
|
|
||
| *** errors if the calculated limits for window are problematic | ||
|
|
||
| *calculated left window is positive or right window is negative | ||
| use example31, clear | ||
| cap noi xtevent y eta , panelvar(i) timevar(t) policyvar(z) impute(stag) window(balanced) | ||
| replace z= 0 if t==20 & inlist(i, 54, 187, 240, 312, 315, 357, 446, 479, 487, 635, 687, 709, 748, 751, 887, 923, 943) // these units are causing the right window limit to be negative. Turn them into never-treated units | ||
| xtevent y eta , panelvar(i) timevar(t) policyvar(z) impute(stag) window(balanced) | ||
|
|
||
|
|
||
| ********************************* Examples to check correct functionality ****************************** | ||
|
|
||
| ** OLS | ||
|
|
||
| use example31, clear | ||
| cap noi xtevent y eta , panelvar(i) timevar(t) policyvar(z) window(max) // requires adding impute() | ||
| xtevent y eta , panelvar(i) timevar(t) policyvar(z) impute(stag) window(max) | ||
| cap noi xtevent y eta , panelvar(i) timevar(t) policyvar(z) impute(stag) window(balanced) //balanced window is too narrow, this is not a problem of the option but a limit imposed by this dataset | ||
| *Try with another dataset | ||
|
|
||
| * compare with eventdd and its help file's dataset | ||
| webuse set www.damianclarke.net/stata/ | ||
| webuse bacon_example, clear | ||
| generate timeToTreat = year - _nfd | ||
| eventdd asmrs pcinc asmrh cases i.year, timevar(timeToTreat) method(fe, cluster(stfips)) // calculated window limits are -20 and 26, plus the endpoints | ||
| *eventdd's balanced option (it estimates with maximum window, but shows plot that corresponds to balanced time periods only) | ||
| eventdd asmrs pcinc asmrh cases i.year, timevar(timeToTreat) method(fe, cluster(stfips)) balanced // calcualted window is (-4, 10), plus the endpoints | ||
|
|
||
| * now use that dataset with xtevent command | ||
| *max | ||
| xtevent asmrs pcinc asmrh cases, timevar(year) panelvar(stfips) policyvar(post) impute(stag) window(max) // same window as with the eventdd command | ||
| xteventplot // x-axis labels are cramped. Leave adjustment to the user? | ||
| *balanced | ||
| xtevent asmrs pcinc asmrh cases, timevar(year) panelvar(stfips) policyvar(post) impute(stag) window(balanced) // same window as with the eventdd command | ||
| xteventplot | ||
|
|
||
| ** missing values in varlist | ||
| use example31, clear | ||
| gen pois = rpoisson(5) in 1/200 | ||
| xtevent y eta i.pois, panelvar(i) timevar(t) pol(z) window(max) impute(stag) plot // window=(-15, 12) and endpoints={-16, 13} | ||
| * marksample (the marker for non-missing observations in varlist) doesn't interfer with mark (the marker for if & in conditions) | ||
| xtevent y eta i.pois if i<4, panelvar(i) timevar(t) pol(z) window(max) impute(stag) plot // window=(-12, 12) and endpoints={-13, 13} | ||
|
|
||
|
|
||
| ******* IV | ||
|
|
||
| *** return to the example31 dataset | ||
| use example31, clear | ||
| cap noi xtevent y eta, panelvar(i) timevar(t) policyvar(z) proxy(x) impute(stag) window(max) // instrument is collinear | ||
| * try same specification but with a narrower observed data range | ||
| keep if inrange(t,5,15) | ||
| xtevent y eta, panelvar(i) timevar(t) policyvar(z) proxy(x) impute(stag) window(max) | ||
| *balanced | ||
| cap noi xtevent y eta, panelvar(i) timevar(t) policyvar(z) proxy(x) impute(stag) window(balanced) // cannot test because balanced window is too narrow | ||
|
|
||
| *** try csdid's dataset | ||
| use "https://friosavila.github.io/playingwithstata/drdid/mpdta.dta", clear | ||
| xtset countyreal year | ||
| gen ttreat = year - first_treat | ||
| gen z=(ttreat>=0) | ||
| csdid lemp lpop , ivar(countyreal) time(year) gvar(first_treat) method(dripw) | ||
| set seed 3 | ||
| gen eta=runiform() | ||
| *max | ||
| xtevent lemp lpop, timevar(year) panelvar(countyreal) policyvar(z) proxy(eta) impute(stag) window(max) | ||
| *balanced | ||
| cap noi xtevent lemp lpop, timevar(year) panelvar(countyreal) policyvar(z) proxy(eta) impute(stag) window(balanced) //cannot test "balanced" with this dataset, window is too narrow | ||
|
|
||
|
|
||
| *Check that lead in proxyiv is not outside estimation window | ||
| use example31, clear | ||
| cap noi xtevent y eta, panelvar(i) timevar(t) policyvar(z) proxy(x) impute(stag) window(max) proxyiv(5 e 20) | ||
|
|
||
| ** missing values in varlist | ||
| use example31, clear | ||
| keep if inrange(t,5,15) // | ||
| gen pois = rpoisson(5) in 1/2000 | ||
| xtevent y eta i.pois, panelvar(i) timevar(t) pol(z) impute(stag) proxy(x) window(max) // window=(-9, 8) and endpoints={-10, 9} | ||
| * marksample (the marker for non-missing observations in varlist) doesn't interfer with mark (the marker for if & in conditions) | ||
| xtevent y eta i.pois if i<40, panelvar(i) timevar(t) pol(z) window(max) impute(stag) // window=(-8, 7) and endpoints={-9, 8} | ||
|
|
||
|
|
||
| ****************** interaction with other options ************************************** | ||
|
|
||
| * coefficient to normalize is outside the calculated window | ||
| use example31, clear | ||
| replace z= 0 if t==20 & inlist(i, 54, 187, 240, 312, 315, 357, 446, 479, 487, 635, 687, 709, 748, 751, 887, 923, 943) // to overcome the problem with left window being positive or right window being negative | ||
| cap noi xtevent y eta , panelvar(i) timevar(t) policyvar(z) impute(stag) window(balanced) norm(2) | ||
|
|
||
| *trend | ||
| use example31, clear | ||
| xtevent y eta , panelvar(i) timevar(t) policyvar(z) trend(-10, method(ols)) impute(stag) window(max) | ||
| cap noi xtevent y eta , panelvar(i) timevar(t) policyvar(z) trend(-20, method(gmm)) impute(stag) window(max) | ||
| cap noi xtevent y eta , panelvar(i) timevar(t) policyvar(z) trend(-15, method(ols)) impute(stag) window(balanced) | ||
|
|
||
|
|
||
| *** xteventplot overlay | ||
| use example31, clear | ||
| *static | ||
| xtevent y eta , panelvar(i) timevar(t) policyvar(z) impute(stag) window(max) | ||
| xteventplot, overlay(static) | ||
| *trend | ||
| xtevent y eta , panelvar(i) timevar(t) policyvar(z) trend(-10, method(ols) saveoverlay) impute(stag) window(max) | ||
| xteventplot, overlay(trend) | ||
|
|
||
| *************** Examples to check that implementation doesn't alter other functionalities ************************ | ||
|
|
||
| * window | ||
| use example31, clear | ||
| xtevent y eta , panelvar(i) timevar(t) policyvar(z) window(3) | ||
| xtevent y eta , panelvar(i) timevar(t) policyvar(z) window(-3 5) | ||
| *impute | ||
| cap noi xtevent y eta , panelvar(i) timevar(t) policyvar(z) window(-18 16) // need to add impute() | ||
| xtevent y eta , panelvar(i) timevar(t) policyvar(z) window(-18 16) impute(nuchange) | ||
| * trend adjustment | ||
| xtevent y eta , panelvar(i) timevar(t) policyvar(z) window(-18 16) impute(nuchange) trend(-3) | ||
| xtevent y eta , panelvar(i) timevar(t) policyvar(z) window(-18 16) impute(nuchange) trend(-3, method(gmm)) | ||
| * IV | ||
| xtevent y eta , panelvar(i) timevar(t) policyvar(z) window(6) impute(nuchange) proxy(zeta) | ||
|
|
||
| log close | ||
|
|
||
|
|
Oops, something went wrong.