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  • Extracting p-values after running -sdid-

    Hi,
    I am using the user-generated -sdid- command for the synthetic difference-in-differences method. I'm wondering how to store the p-value output by the command.

    Here is an example of my issue:

    Code:
    * Load data on quotas, women in parliament and maternal mortality (a balanced panel version) from Bhalotra et al., (2020).
    webuse set www.damianclarke.net/stata/
    webuse quota_example.dta, clear
    
    * Run SDID estimator without covariates and bootstrap standard error.
    sdid womparl country year quota, vce(bootstrap) seed(1213) reps(5)
    
        
    * Display model statistics
    di e(ATT)
    di e(se)
    di e(p) /// ???
    I want to display the p-value, but nothing in -ereturn list- shows how to do it. Any help here would be much appreciated!

  • #2
    Never mind, just figured it out. Looked at the .ado file on the -sdid- author's github and it shows how to do it:


    di 2 * (1-normal(abs(e(ATT)/e(se))))

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