Dear All,
Sorry for a very lengthy post, but I am trying to explain the problem comprehensively. I am attempting to estimate an event-study to evaluate the effect of a set of policy changes. I want to see whether the policies had a differential effect in rural areas and thus include event-time dummies with interaction for an indicator for rural.
My data looks something like:
Then I estimate the regression, estimate the total effect in rural areas using margins and try to save the output in a matrix to graph. Its lengthy (so I am showing a subset of the code and attaching the rest) but seems to be going well until I get an error that the estimates matrix is not found right after its listed.:
The event-study runs, the margins all run to estimate the full effect in rural areas (see attached) and the matrix ciFirstConfirmedCase is generated and then I get the following error (confusing since the matrix was just generated and listed):
But, i see ciFirstConfirmedCase listed just above the error...so not sure what happens. Will be very grateful for any help offered and apologies again for the very lengthy post.
Sincerely,
Sumedha.
Sorry for a very lengthy post, but I am trying to explain the problem comprehensively. I am attempting to estimate an event-study to evaluate the effect of a set of policy changes. I want to see whether the policies had a differential effect in rural areas and thus include event-time dummies with interaction for an indicator for rural.
My data looks something like:
Code:
------------------ copy up to and including the previous line ------------------Code:* Example generated by -dataex-. To install: ssc install dataex clear input double dex byte(rural ds_FirstConfirmedCase_1 ds_FirstConfirmedCase_2) long county_d float date long state_d 121.1581 0 1 0 1558 21965 43 74.4307 1 1 0 714 21937 18 52.4785 1 0 0 1829 22009 47 31.8169 1 0 0 1846 22019 47 35.5682 0 0 0 1169 22029 33 53.1551 0 0 0 1624 21998 43 34.6536 1 0 0 576 22029 16 56.2691 1 0 0 1024 21990 26 213.1753 0 0 0 241 21970 10 91.7799 1 0 0 633 21976 17 63.2084 0 0 0 669 22021 18 72.0173 0 1 0 1538 21957 41 47.946 0 0 0 1600 21996 43 66.612 0 0 0 1686 22007 44 42.2578 0 0 0 1431 22033 38 102.8714 0 1 0 883 21944 24 275.4706 0 0 0 316 21987 11 71.4822 0 0 0 250 21999 10 39.3476 0 0 0 1916 22022 48 44.3592 1 1 0 1333 21964 36 89.0314 0 1 0 1862 21977 47 38.3352 0 0 0 1560 22007 43 29.2048 0 0 0 1107 21996 31 24.7918 1 0 0 1168 22000 33 106.3698 0 1 0 508 21969 15 86.6527 1 1 0 297 21970 11 83.5633 1 0 0 239 22033 10 96.2455 0 1 0 538 21962 15 38.4943 1 0 0 1296 22020 36 301.6847 1 1 0 1262 21953 34 68.3879 0 0 0 1863 22029 47 30.8103 0 0 0 205 22036 7 23.5787 1 0 0 771 21984 20 24.5118 1 0 0 498 22004 15 26.4736 1 1 0 1974 21950 50 70.9563 0 0 0 1116 22008 32 44.122 0 0 0 1069 22035 28 51.8799 1 1 0 709 21965 18 59.7964 1 0 0 9 21983 1 42.5701 1 0 0 1578 21997 43 56.6789 1 0 0 1146 21989 33 41.445 0 0 0 1314 22010 36 52.1805 1 0 0 1664 22015 44 94.2434 1 1 0 1461 21968 39 45.5013 1 1 0 625 21942 17 97.7381 1 0 0 1370 22020 37 108.7252 0 1 0 806 21956 22 182.1346 1 1 0 503 21939 15 65.0327 0 1 0 760 21965 20 236.405 0 0 0 1660 21984 44 157.5645 1 1 0 493 21960 15 80.0207 1 1 0 547 21954 15 64.1631 0 0 0 841 22035 23 15.2419 1 1 0 767 21955 20 93.2231 1 0 0 569 21973 16 38.5618 0 0 0 1744 22004 44 95.841 0 1 0 1670 21941 44 75.7985 1 1 0 112 21955 4 28.3126 0 0 0 387 22035 12 107.8034 1 0 0 1265 21972 34 36.874 0 0 0 586 22008 16 32.3622 0 0 0 442 22017 14 99.8781 1 0 0 1077 21982 29 100.907 0 1 0 1548 21944 42 68.8354 1 0 0 1949 22036 49 52.2867 0 0 0 356 22019 11 272.789 0 1 0 642 21946 17 42.6058 1 0 0 1578 22006 43 100.9722 1 1 0 42 21961 1 16.5106 1 0 0 400 22016 13 23.5787 0 0 0 143 21995 5 66.8417 0 0 0 1620 21994 43 22.4997 1 1 0 1485 21969 39 26.1053 0 0 0 1152 21995 33 93.6394 0 1 0 1096 21955 31 34.3344 0 0 0 1094 22031 31 80.7337 1 1 0 67 21953 3 44.9029 1 1 0 1943 21944 49 87.6698 1 1 0 1987 21936 50 66.7398 1 0 0 1593 22025 43 121.8709 0 0 0 1372 21992 37 23.8923 1 0 0 881 22009 24 33.3761 0 0 0 907 22005 24 59.8646 1 1 0 889 21970 24 82.9484 1 1 0 1639 21983 44 52.2777 1 1 0 1477 21951 39 60.7247 0 0 0 668 21995 18 140.2874 0 1 0 216 21949 10 71.7848 1 1 0 1872 21942 47 159.0968 0 0 0 891 21976 24 68.3546 1 1 0 312 21942 11 172.3867 1 1 0 1567 21959 43 44.7498 1 0 0 641 22001 17 121.0611 0 0 0 1402 22015 37 74.2227 0 1 0 1787 21943 45 34.9993 1 0 0 85 21997 4 214.749 0 1 0 782 21959 21 645.7959 0 1 0 1876 21938 47 410.3959 0 0 1 1687 21959 44 89.4759 1 1 0 1077 21970 29 end format %d date label values county_d county_d label def county_d 9 "01019", modify label def county_d 42 "01093", modify label def county_d 67 "04007", modify label def county_d 85 "05021", modify label def county_d 112 "05113", modify label def county_d 143 "06047", modify label def county_d 205 "09007", modify label def county_d 216 "12005", modify label def county_d 239 "12063", modify label def county_d 241 "12071", modify label def county_d 250 "12089", modify label def county_d 297 "13069", modify label def county_d 312 "13107", modify label def county_d 316 "13117", modify label def county_d 356 "13225", modify label def county_d 387 "15009", modify label def county_d 400 "16057", modify label def county_d 442 "17097", modify label def county_d 493 "18031", modify label def county_d 498 "18041", modify label def county_d 503 "18051", modify label def county_d 508 "18061", modify label def county_d 538 "18133", modify label def county_d 547 "18151", modify label def county_d 569 "19029", modify label def county_d 576 "19055", modify label def county_d 586 "19085", modify label def county_d 625 "20021", modify label def county_d 633 "20059", modify label def county_d 641 "20113", modify label def county_d 642 "20121", modify label def county_d 668 "21049", modify label def county_d 669 "21059", modify label def county_d 709 "21207", modify label def county_d 714 "21217", modify label def county_d 760 "23001", modify label def county_d 767 "23015", modify label def county_d 771 "23025", modify label def county_d 782 "24017", modify label def county_d 806 "25017", modify label def county_d 841 "26081", modify label def county_d 881 "27021", modify label def county_d 883 "27027", modify label def county_d 889 "27047", modify label def county_d 891 "27053", modify label def county_d 907 "27109", modify label def county_d 1024 "29157", modify label def county_d 1069 "31155", modify label def county_d 1077 "32007", modify label def county_d 1094 "34005", modify label def county_d 1096 "34009", modify label def county_d 1107 "34031", modify label def county_d 1116 "35013", modify label def county_d 1146 "36037", modify label def county_d 1152 "36053", modify label def county_d 1168 "36089", modify label def county_d 1169 "36091", modify label def county_d 1262 "37189", modify label def county_d 1265 "37195", modify label def county_d 1296 "39043", modify label def county_d 1314 "39081", modify label def county_d 1333 "39125", modify label def county_d 1370 "40047", modify label def county_d 1372 "40051", modify label def county_d 1402 "40143", modify label def county_d 1431 "41067", modify label def county_d 1461 "42063", modify label def county_d 1477 "42097", modify label def county_d 1485 "42117", modify label def county_d 1538 "45087", modify label def county_d 1548 "46099", modify label def county_d 1558 "47015", modify label def county_d 1560 "47019", modify label def county_d 1567 "47035", modify label def county_d 1578 "47059", modify label def county_d 1593 "47099", modify label def county_d 1600 "47115", modify label def county_d 1620 "47163", modify label def county_d 1624 "47173", modify label def county_d 1639 "48025", modify label def county_d 1660 "48099", modify label def county_d 1664 "48123", modify label def county_d 1670 "48145", modify label def county_d 1686 "48199", modify label def county_d 1687 "48201", modify label def county_d 1744 "48395", modify label def county_d 1787 "49045", modify label def county_d 1829 "51083", modify label def county_d 1846 "51143", modify label def county_d 1862 "51187", modify label def county_d 1863 "51191", modify label def county_d 1872 "51590", modify label def county_d 1876 "51660", modify label def county_d 1916 "53067", modify label def county_d 1943 "54067", modify label def county_d 1949 "54097", modify label def county_d 1974 "55065", modify label def county_d 1987 "55097", modify label values state_d state_d label def state_d 1 "01", modify label def state_d 3 "04", modify label def state_d 4 "05", modify label def state_d 5 "06", modify label def state_d 7 "09", modify label def state_d 10 "12", modify label def state_d 11 "13", modify label def state_d 12 "15", modify label def state_d 13 "16", modify label def state_d 14 "17", modify label def state_d 15 "18", modify label def state_d 16 "19", modify label def state_d 17 "20", modify label def state_d 18 "21", modify label def state_d 20 "23", modify label def state_d 21 "24", modify label def state_d 22 "25", modify label def state_d 23 "26", modify label def state_d 24 "27", modify label def state_d 26 "29", modify label def state_d 28 "31", modify label def state_d 29 "32", modify label def state_d 31 "34", modify label def state_d 32 "35", modify label def state_d 33 "36", modify label def state_d 34 "37", modify label def state_d 36 "39", modify label def state_d 37 "40", modify label def state_d 38 "41", modify label def state_d 39 "42", modify label def state_d 41 "45", modify label def state_d 42 "46", modify label def state_d 43 "47", modify label def state_d 44 "48", modify label def state_d 45 "49", modify label def state_d 47 "51", modify label def state_d 48 "53", modify label def state_d 49 "54", modify label def state_d 50 "55", modify
Code:
*Fit the event study regressions
foreach T in FirstConfirmedCase SchoolClose StayAtHome FirstDeath{
gen b_`T' = .
gen upper_`T' = .
gen lower_`T' = .
gen br_`T' = .
gen upperr_`T' = .
gen lowerr_`T' = .
gen bi_`T' = .
gen upperi_`T' = .
gen loweri_`T' = .
reghdfe dex rural##(ds_`T'_1-ds_`T'_20 ds_`T'_22-ds_`T'_43), ///
absorb(county_d date state_d##date, save) cluster(county_d)
estimates store c`T'
local row = 0
forvalues t = 2(1)20 {
local ++row
qui replace b_`T' = _b[1.ds_`T'_`t'] in `row'
qui replace upper_`T' = _b[1.ds_`T'_`t'] + 1.96*_se[1.ds_`T'_`t'] in `row'
qui replace lower_`T' = _b[1.ds_`T'_`t']- 1.96*_se[1.ds_`T'_`t'] in `row'
qui replace br_`T' = _b[1.rural#1.ds_`T'_`t'] in `row'
qui replace upperr_`T' = _b[1.rural#1.ds_`T'_`t'] + 1.96*_se[1.rural#1.ds_`T'_`t'] in `row'
qui replace lowerr_`T' = _b[1.rural#1.ds_`T'_`t']- 1.96*_se[1.rural#1.ds_`T'_`t'] in `row'
}
local ++row
qui replace b_`T'= 0 in `row'
qui replace br_`T'= 0 in `row'
forvalues t = 22/42 {
local ++row
qui replace b_`T' = _b[1.ds_`T'_`t'] in `row'
qui replace upper_`T' = _b[1.ds_`T'_`t'] + 1.96*_se[1.ds_`T'_`t'] in `row'
qui replace lower_`T' = _b[1.ds_`T'_`t'] - 1.96*_se[1.ds_`T'_`t'] in `row'
qui replace br_`T' = _b[1.rural#1.ds_`T'_`t'] in `row'
qui replace upperr_`T' = _b[1.rural#1.ds_`T'_`t'] + 1.96*_se[1.rural#1.ds_`T'_`t'] in `row'
qui replace lowerr_`T' = _b[1.rural#1.ds_`T'_`t'] - 1.96*_se[1.rural#1.ds_`T'_`t'] in `row'
}
local ys 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43
foreach y of local ys{
qui reghdfe dex rural##(ds_`T'_1-ds_`T'_20 ds_`T'_22-ds_`T'_43), ///
absorb(county_d date state_d##date, save) cluster(county_d)
margins, expression(_b[1.ds_`T'_`y']+_b[1.rural#1.ds_`T'_`y']) post
/*qui*/ esttab, ci
mat ci`T'`y'= r(coefs)
}
mat ci`T'21=(0,0,0,0)
mat ci`T' = ci`T'1\ci`T'2\ci`T'3\ci`T'4\ci`T'5\ci`T'6\ci`T'7\ci`T'8\ci`T'9\ci`T'10\ci`T'11\ci`T'12\ci`T'13\ci`T'14\ci`T'15\ci`T'16\ci`T'17\ci`T'18\ci`T'19\ci`T'20\ci`T'21\ci`T'22\ci`T'23\ci`T'24\ci`T'25\ci`T'26\ci`T'27\ci`T'28\ci`T'29\ci`T'30\ci`T'31\ci`T'32\ci`T'33\ci`T'34\ci`T'35\ci`T'36\ci`T'37\ci`T'38\ci`T'39\ci`T'40\ci`T'41\ci`T'42\ci`T'43
mat list ci`T'
mat colnames ci`T' ="tot_rural`T'" "tot_rural_uci`T'" "tot_rural_lci`T'" "tot_rural_p`T'"
matrix rownames ci`T'= "1" "2" "3" "4" "5" "6" "7" "8" "9" "10" "11" "12" "13" "14" "15" "16" "17" "18" "19" "20" "21" "22" "23" "24" "25" "26" "27" "28" "29" "30" "31" "32" "33" "34" "35" "36" "37" "38" "39" "40" "41" "42" "43"
//mat ci`T'p= ci`T''
forvalues ti = 2(1)20 {
local ++row
qui replace bi_`T' = ci`T'[`ti',1] in `row'
qui replace upperi_`T' = ci`T'[`ti',2] in `row'
qui replace loweri_`T' = ci`T'[`ti',3] in `row'
}
local ++row
qui replace bi_`T'= 0 in `row'
forvalues t = 22/42 {
local ++row
qui replace bi_`T' = ci`T'[`ti',1] in `row'
qui replace upperi_`T' = ci`T'[`ti',2] in `row'
qui replace loweri_`T' = ci`T'[`ti',3] in `row'
}
# delimit ;
twoway
(rarea upper_`T' lower_`T' timeG if inrange(timeG, -20,20), color(gs12%35))
(connected b_`T' timeG if inrange(timeG, -20,-2),
mcolor(cranberry) lwidth(medium) lcolor(cranberry) msize(small))
(connected b_`T' timeG if inrange(timeG, 0,20),
mcolor(cranberry) lwidth(medium) lcolor(cranberry) msize(small))
(function y = 0, range(-20 20) lcolor(gs10)),
xline(-.5 , lwidth(2.2) lcolor(gs10) )
xsize(4) ysize(2)
xtitle("") ytitle("Mixing Index", size(vsmall))
graphregion(color(white))
xlabel(-20(5)20, labsize(small))
ylabel(/*-400(150)200*/, labsize(small) )
legend(off)
graphregion(margin(r+5))
title("`Title`T''", pos(11) size(3.5))
name(`T', replace)
;
# delimit cr
graph export "$plotdir/ES_`var'.png", replace width(4000)
# delimit ;
twoway
(rarea upperr_`T' lowerr_`T' timeG if inrange(timeG, -20,20), color(gs12%35))
(connected br_`T' timeG if inrange(timeG, -20,-2),
mcolor(cranberry) lwidth(medium) lcolor(cranberry) msize(small))
(connected br_`T' timeG if inrange(timeG, 0,20),
mcolor(cranberry) lwidth(medium) lcolor(cranberry) msize(small))
(function y = 0, range(-20 20) lcolor(gs10)),
xline(-.5 , lwidth(2.2) lcolor(gs10) )
xsize(4) ysize(2)
xtitle("") ytitle("Mixing Index", size(vsmall))
graphregion(color(white))
xlabel(-20(5)20, labsize(small))
ylabel(/*-400(150)200*/, labsize(small) )
legend(off)
graphregion(margin(r+5))
title("`Title`T''", pos(11) size(3.5))
name(r`T', replace)
;
# delimit cr
graph export "$plotdir/ESr_`var'.png", replace width(4000)
# delimit ;
twoway
(rarea upperi_`T' loweri_`T' timeG if inrange(timeG, -20,20), color(gs12%35))
(connected bi_`T' timeG if inrange(timeG, -20,-2),
mcolor(cranberry) lwidth(medium) lcolor(cranberry) msize(small))
(connected bi_`T' timeG if inrange(timeG, 0,20),
mcolor(cranberry) lwidth(medium) lcolor(cranberry) msize(small))
(function y = 0, range(-20 20) lcolor(gs10)),
xline(-.5 , lwidth(2.2) lcolor(gs10) )
xsize(4) ysize(2)
xtitle("") ytitle("Mixing Index", size(vsmall))
graphregion(color(white))
xlabel(-20(5)20, labsize(small))
ylabel(/*-400(150)200*/, labsize(small) )
legend(off)
graphregion(margin(r+5))
title("`Title`T''", pos(11) size(3.5))
name(i`T', replace)
;
# delimit cr
graph export "$plotdir/ESi_`var'.png", replace width(4000)
rename __hdfe2__ datefe`T'
}
Code:
ciFirstConfirmedCase[43,4]
active: active: active: active:
b ci_l ci_u p
_cons -33.992753 -46.021658 -21.963848 3.047e-08
_cons -19.201088 -32.343054 -6.0591215 .00418846
_cons -24.223434 -42.416965 -6.0299033 .00906595
_cons -19.428991 -32.896787 -5.9611955 .00469138
_cons -17.670705 -33.584708 -1.7567012 .02953143
_cons -10.69152 -26.332381 4.9493411 .18032351
_cons -21.091456 -34.776707 -7.4062037 .00252224
_cons -15.791958 -29.443427 -2.1404892 .02337327
_cons .78847254 -14.131996 15.708941 .91750715
_cons -.21585848 -15.417481 14.985764 .97779702
_cons -6.0163747 -19.340196 7.307447 .37614467
_cons 10.879587 -4.749868 26.509043 .17246646
_cons -.82162958 -14.251595 12.608335 .90455578
_cons -7.8447947 -20.425515 4.735926 .22165129
_cons -2.0624241 -13.437858 9.3130093 .7223263
_cons 4.5547978 -9.334093 18.443689 .52037908
_cons 3.5513728 -8.942559 16.045305 .57744853
_cons -1.1591633 -16.744876 14.426549 .88410352
_cons -3.3511476 -16.348078 9.6457827 .61330602
_cons 3.2054066 -23.388244 29.799057 .81324652
r1 0 0 0 0
_cons -5.0311321 -22.144137 12.081873 .5644672
_cons -3.3002542 -15.772785 9.1722769 .60403274
_cons -19.825333 -31.621159 -8.0295082 .00098728
_cons -8.1466876 -22.243875 5.9504996 .25736021
_cons -9.6166914 -23.845398 4.6120148 .18527996
_cons -7.3184411 -19.616744 4.9798619 .243481
_cons -8.9264227 -22.261508 4.408663 .18952432
_cons -13.739964 -26.698042 -.78188667 .0376884
_cons -10.077364 -25.529255 5.3745276 .2011638
_cons -21.923598 -36.939063 -6.9081342 .00421401
_cons -17.711232 -32.069384 -3.3530799 .01561993
_cons -10.102648 -24.816717 4.6114217 .17839704
_cons -19.011671 -33.147993 -4.8753489 .00839099
_cons -20.020774 -31.996916 -8.0446331 .00105097
_cons -5.5561248 -20.200059 9.0878092 .45709473
_cons -20.287334 -35.070798 -5.5038709 .00715255
_cons -27.383867 -43.912183 -10.855552 .0011653
_cons -23.66688 -37.357931 -9.9758301 .00070386
_cons -24.01003 -41.201916 -6.8181439 .00619519
_cons -24.553526 -40.959911 -8.1471416 .00335434
_cons -31.183961 -45.877887 -16.490035 .00003189
_cons -38.747589 -51.936516 -25.558662 8.504e-09
ciFirstConfirmedCase not found
r(111);
end of do-file
r(111);
.
Sincerely,
Sumedha.
I feel a bit foolish about that 
Comment