Este ejemplo sigue de Asjad Naqvi
Primero vamos a crear la data como lo hicimos la vez pasada
clear
local units = 30
local start = 1
local end = 60
local time = `end' - `start' + 1
local obsv = `units' * `time'
set obs `obsv'
egen id = seq(), b(`time')
egen t = seq(), f(`start') t(`end')
sort id t
xtset id t
set seed 20211222
gen Y = 0 // outcome variable
gen D = 0 // intervention variable
gen cohort = . // treatment cohort
gen effect = . // treatment effect size
gen first_treat = . // when the treatment happens for each cohort
gen rel_time = . // time - first_treat
levelsof id, local(lvls)
foreach x of local lvls {
local chrt = runiformint(0,5)
replace cohort = `chrt' if id==`x'
}
levelsof cohort , local(lvls)
foreach x of local lvls {
local eff = runiformint(2,10)
replace effect = `eff' if cohort==`x'
local timing = runiformint(`start',`end' + 20) //
replace first_treat = `timing' if cohort==`x'
replace first_treat = . if first_treat > `end'
replace D = 1 if cohort==`x' & t>= `timing'
}
replace rel_time = t - first_treat
replace Y = id + t + cond(D==1, effect * rel_time, 0) + rnormal()
xtline Y, overlay legend(off)‣
Ahora aplicamos el csdid comando
ssc install csdid, replace
ssc install drdid
ssc install event_plot, replace
* csdid Y [ind vars], [ivar(varname)] time(varname) gvar(varname) [options]
* Y outcome variable
* ivar panel id
* time time variable
* gvar timing of first treatment (0 for untreated groups)
* Tenemos que crear el gvar
gen gvar = first_treat
recode gvar (. = 0)
* ## CSdid1
csdid Y, ivar(id) time(t) gvar(gvar) notyet
estat event, window(-10 10) estore(cs)
event_plot cs, default_look graph_opt(xtitle("Periods since the event") ytitle("Average effect") ///
title("csdid") xlabel(-10(1)10)) stub_lag(Tp#) stub_lead(Tm#) together
csdid Y, ivar(id) time(t) gvar(gvar) asinr agg(simple)
csdid Y, ivar(id) time(t) gvar(gvar) asinr agg(group)Y ahora tratemos con el nuevo comando CSDID2 que se puede obtener en este link: https://github.com/friosavila/csdid2
* ## CSdid2
csdid2 , clear
csdid2 Y, ivar(id) time(t) gvar(gvar) notyet
*Use the not-treated groups as control
estat event
estat event, wboot plot
csdid2 Y, ivar(id) time(t) gvar(gvar) asinr agg(simple)
csdid2 Y, ivar(id) time(t) gvar(gvar) notyet agg(simple)
csdid2 Y, ivar(id) time(t) gvar(gvar) asinr agg(group)
csdid2 Y, ivar(id) time(t) gvar(gvar) notyet agg(group)
ssc install event_plot, replace
estat event, revent(-10/10) estore(cs)
event_plot cs, default_look graph_opt(xtitle("Periods since the event") ytitle("Average effect") ///
title("csdid") xlabel(-10(1)10)) stub_lag(tp#) stub_lead(tm#) together