I have industry-country-year observations for 150 countries for 33 years. My explanatory variable is a dummy variable to indicate when event X occurred. My pre-event period is 10 years and so is the pre-event period. My data follows a poisson distribution but due to overdispersion I used the nbreg command in my regression models instead of poisson.
I ran the command:
nbreg Y X, vce(robust) irr
My results show significance only for the period 3 year pre-event and 2 years post-event. Overall, the F-test for the model is significant.
What could these results be telling me?
I ran the command:
nbreg Y X, vce(robust) irr
My results show significance only for the period 3 year pre-event and 2 years post-event. Overall, the F-test for the model is significant.
What could these results be telling me?
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