I have a panel data set and I would like to conduct an event study. The variable dif shows the relative time to the event date and ASVI represents the variable of interest and Treatment refers to the group of control and matched firms.
Also, I would like to graph ASVI both treated and control the same timeline(-30 to +20 ) but different lines for treated and control firms.
Thank you
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input int index byte Treatment float(dif ASVI) 1 1 -30 .22171944 1 1 -29 -.22033897 1 1 -28 -.17682925 1 1 -27 .14551088 1 1 -26 -.1666667 1 1 -25 .7151162 1 1 -24 -.3425606 1 1 -23 1.3333333 1 1 -22 .2585034 1 1 -21 -.52076674 1 1 -20 -.19642852 1 1 -19 -.18644068 1 1 -18 -.26892948 1 1 -17 -.2910448 1 1 -16 .21457487 1 1 -15 -.003436437 1 1 -14 .04166662 1 1 -13 .18012413 1 1 -12 -.5714286 1 1 -11 .09375003 1 1 -10 .015037644 1 1 -9 .36 1 1 -8 .0238908 1 1 -7 -.05084744 1 1 -6 -.3154762 1 1 -5 3.032258 1 1 -4 .072386004 1 1 -3 -.28030306 1 1 -2 .26865673 1 1 -1 -.2253521 1 1 0 -.0405904 1 1 1 .2647059 1 1 2 .05431316 1 1 3 -.4516971 1 1 4 .6460904 1 1 5 -.16058394 1 1 6 -.3233083 1 1 7 -.025270775 1 1 8 -.0532544 1 1 9 -.1743119 1 1 10 -.3956044 1 1 11 .7509728 1 1 12 -.2936803 1 1 13 .1857707 1 1 14 -.11877392 1 1 15 -.28571433 1 1 16 -.11585365 1 1 17 .09289608 1 1 18 1.7586207 1 1 19 .52985084 1 1 20 .2053572 1 1 21 .1923077 1 1 22 -.4478528 1 1 23 -.064327486 1 1 24 -.2063492 1 1 25 -.153605 1 1 26 .4527027 1 1 27 1 1 1 28 .3953488 1 1 29 .56351787 1 1 30 .005747146 1 1 31 .14130443 1 1 32 -.3059937 1 1 33 .2389381 1 1 34 .6666667 1 1 35 .0791367 1 1 36 -.3655589 1 1 37 .54069763 1 1 38 -.4277929 1 1 39 .8327973 1 1 40 .05263154 1 1 41 .12903221 1 1 42 1.1611722 1 1 43 -.6129032 2 1 -30 -.591195 2 1 -29 -.04605259 2 1 -28 -.6721311 2 1 -27 -.4940476 2 1 -26 -.13580249 2 1 -25 -.13043475 2 1 -24 -.3181818 2 1 -23 -.3079584 2 1 -22 -.026217313 2 1 -21 -.2982456 2 1 -20 -.3602694 2 1 -19 -.17695473 2 1 -18 -.2473118 2 1 -17 -.09433959 2 1 -16 -1 2 1 -15 .11111107 2 1 -14 -.09722224 2 1 -13 1.7931035 2 1 -12 .4403292 2 1 -11 .14130434 2 1 -10 .3919413 2 1 -9 .686747 2 1 -8 .958042 2 1 -7 2.4013605 2 1 -6 .7318435 2 1 -5 .08527134 2 1 -4 -.4871795 2 1 -3 .5331011 2 1 -2 .3235295 2 1 -1 .234568 2 1 0 .09289618 2 1 1 .22448985 2 1 2 .09022566 2 1 3 .027026966 2 1 4 .009771936 2 1 5 .17437728 2 1 6 -.23976614 2 1 7 -.3157895 2 1 8 -.1099477 2 1 9 -.6428571 2 1 10 .25 2 1 11 -.2387543 2 1 12 .26482219 2 1 13 -.04024766 2 1 14 -.5041322 2 1 15 -.14893618 2 1 16 -.3697479 2 1 17 -.0909091 2 1 18 -.1891892 2 1 19 .007462648 2 1 20 .26934984 2 1 21 -.3353474 2 1 22 .3385827 2 1 23 -.25373137 2 1 24 -.2045454 2 1 25 -.1970803 2 1 26 .03448269 2 1 27 -.24418607 2 1 28 -.53125 2 1 29 .06965175 2 1 30 -.50248754 2 1 31 .5243903 2 1 32 1.1942444 2 1 33 .7307692 2 1 34 .13149843 2 1 35 .1551155 2 1 36 .07913663 2 1 37 .2437811 2 1 38 .06145253 2 1 39 -.7096774 2 1 40 -.12727271 3 1 -30 -.07894732 3 1 -29 -.14361002 3 1 -28 -.19885553 3 1 -27 -.068322964 3 1 -26 -.11924127 3 1 -25 -.11725954 3 1 -24 .013024614 3 1 -23 .20426828 3 1 -22 -.013157982 3 1 -21 .11441304 3 1 -20 -.03785486 3 1 -19 -.08602154 3 1 -18 -.1149274 3 1 -17 -.04209001 3 1 -16 .014040508 3 1 -15 -.19098145 3 1 -14 .06351553 3 1 -13 -.12836766 3 1 -12 .13543093 3 1 -11 .27005348 3 1 -10 .14243324 3 1 -9 -.014539526 3 1 -8 .1756757 3 1 -7 .05726878 3 1 -6 .16693684 3 1 -5 -.16323733 3 1 -4 .24183013 3 1 -3 .23906708 3 1 -2 .07890496 3 1 -1 -.1379311 3 1 0 .06194697 3 1 1 -.0569106 3 1 2 -.002770007 3 1 3 -.21086675 3 1 4 -.08192094 3 1 5 .09177213 3 1 6 -.02306643 3 1 7 -.1310751 3 1 8 .41176465 3 1 9 .26721758 3 1 10 .05820104 3 1 11 .001451339 3 1 12 -.1219512 3 1 13 -.11564633 3 1 14 .13981755 3 1 15 -.0032154145 3 1 16 -.0921228 3 1 17 .06159905 3 1 18 .14825577 3 1 19 .16591924 3 1 20 .1111111 3 1 21 -.0895522 3 1 22 .08832807 3 1 23 -.21438085 3 1 24 .1898395 end
Thank you
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