ssc install did_multiplegt, replace
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)
*did_multiplegt Y id t D, robust_dynamic cluster(id) breps(20)
did_multiplegt Y id t D, robust_dynamic dynamic(10) placebo(10) breps(20) cluster(id) average_effect