Event study_collinearity issue

[Karthika Sujatha]

Hi all,

I have a doubt related to the simple event study. For my analysis, i am using a simple event study and i am using "eventdd" for this. and my analysis is at firm level. However, while entering the commands, the variables are getting omitted and shows that its omitted due to collinearity issue. In order to diagonise the issue, i regressed the variables and checked the variance inflation factor. However, the vif is less than 2. I do not know how to fix this issue. It would be very much appreciated if i got get some suggestion as to how to fix this issue.

[Carlo Lazzaro]

Karthika:
welcome to this forum.
As you can see, your question is too vague to receive positive replies.
As per FAQ, please share what you typed and what Stata gave you back via CODE delimiters. Thanks.

[George Ford]

the variables are collinear with the cross section id or the time variable, or the time treated variable (which I'm guessing is the problem; eventdd is picky about that).