I'm using Stata 14 with windows 10 OS.
I have quarterly panel data with gaps. I want to perform a diff-in-diff PSM with 1 quarter before and after the treatment event. However, my data always peaks on first quarter and decreases until 4th. Thus, I need to make an adjustment to avoid the effect of seasonality. Because data is decreasing from 1st quarter to 4th, I have always a decrease movement, which influences the treatment effect.
Here is a pick of my data.
I have quarterly panel data with gaps. I want to perform a diff-in-diff PSM with 1 quarter before and after the treatment event. However, my data always peaks on first quarter and decreases until 4th. Thus, I need to make an adjustment to avoid the effect of seasonality. Because data is decreasing from 1st quarter to 4th, I have always a decrease movement, which influences the treatment effect.
Here is a pick of my data.
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input float(qdate TCrecta) 192 .4358174 193 .2389822 194 .1662051 195 .12095518 196 .50530744 197 .2156143 198 .20020433 199 .11237031 200 .44876075 201 .22907463 202 .13736281 203 .11492734 end format %tq qdate