计算机科学
事件(粒子物理)
推论
灵活性(工程)
航程(航空)
面板数据
估计
事件数据
可视化
因果推理
计量经济学
数据挖掘
统计
数学
人工智能
工程类
系统工程
航空航天工程
物理
分析
量子力学
作者
Damian Clarke,Kathya Tapia-Schythe
出处
期刊:Stata Journal
[SAGE]
日期:2021-12-01
卷期号:21 (4): 853-884
被引量:93
标识
DOI:10.1177/1536867x211063144
摘要
Many studies estimate the impact of exposure to some quasiexperimental policy or event using a panel event study design. These models, as a generalized extension of “difference-in-differences” designs or two-way fixed-effects models, allow for dynamic leads and lags to the event of interest to be estimated, while also controlling for fixed factors (often) by area and time. In this article, we discuss the setup of the panel event study design in a range of situations and lay out several practical considerations for its estimation. We describe a command, eventdd, that allows for simple estimation, inference, and visualization of event study models in a range of circumstances. We then provide several examples to illustrate eventdd’s use and flexibility, as well as its interaction with various native Stata commands, and other relevant community-contributed commands such as reghdfe and boottest.
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