[FernandoRios]

Hi Ridwan
So "pretrend" simply does the following
test pre1 pre2 pre3
assuming pre* are the pretreatment estimates
and the null is that all are zero

you can achieve exactly the same using the estat event with post option,
then using "test" for joint test

Test produces different tests based on Standard errors and model assumptions. So check on the manual for more details

So two options:
estat event, predict(xb) pretrend window(-4 -1)


or estat event, predict(xb) post window(-4 -1)

then check coef names
then run Test

[Ridwan Sheikh]

Thank you very much FernandoRios. It really helped.

estat event, predict(xb) pretrend window(-4 -1)

or using an indirect approach

estat event, predict(xb) post window(-4 -1)

ereturn list
matrix list e(b)

test  15.__event__ 16.__event__ 17.__event__ 18.__event__

Yes, both these approach produce same Wald test statistic (Chi2 and p-value).

Thank you,
(Ridwan)