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  • Using HonestDiD for sensitivity analysis

    Hello,

    I previously ran a csdid estimation and I want to look at the sensitivity of the 'Tp4' estimate using HonestDiD (see output below). Upon running the code the honestdid command seems to look at the 'Tp0' estimate by default. I want to know how I can tell it to look at the 'Tp4' estimate instead. I will use sample code to illustrate my problem which if solved can be my applied to my own code, this code was retrieved from part 7 of: https://raw.githack.com/Mixtape-Sess...ons-stata.html

    Code:
    use "https://raw.githubusercontent.com/Mixtape-Sessions/Advanced-DID/main/Exercises/Data/ehec_data.dta", clear
    sum year, meanonly
    replace yexp2 = cond(mi(yexp2), r(max) + 1, yexp2)
    csdid dins, time(year) ivar(stfips) gvar(yexp2) long2 notyet
    csdid_estat event, window(-4 5) estore(csdid)
    estimates restore csdid
    local plotopts xtitle(Mbar) ytitle(95% Robust CI)
    honestdid, pre(3/6) post(7/12) mvec(0.5(0.5)2) coefplot xtitle(Mbar) ytitle(95% Robust CI)
    Here is the all the output after the csdid estimation:

    Code:
    . csdid_estat event, window(-4 5) estore(csdid)
    ATT by Periods Before and After treatment
    Event Study:Dynamic effects
    ------------------------------------------------------------------------------
                 | Coefficient  Std. err.      z    P>|z|     [95% conf. interval]
    -------------+----------------------------------------------------------------
         Pre_avg |  -.0069745   .0042135    -1.66   0.098    -.0152328    .0012838
        Post_avg |   .0688254   .0079722     8.63   0.000     .0532001    .0844506
             Tm5 |  -.0124995   .0065192    -1.92   0.055    -.0252768    .0002779
             Tm4 |  -.0066631    .005189    -1.28   0.199    -.0168334    .0035073
             Tm3 |  -.0037934   .0046693    -0.81   0.417     -.012945    .0053582
             Tm2 |  -.0049421   .0040245    -1.23   0.219      -.01283    .0029457
             Tp0 |   .0452752   .0060187     7.52   0.000     .0334787    .0570717
             Tp1 |   .0650731   .0081965     7.94   0.000     .0490083    .0811378
             Tp2 |   .0759213   .0083717     9.07   0.000      .059513    .0923297
             Tp3 |   .0725582   .0088578     8.19   0.000     .0551972    .0899192
             Tp4 |   .0738045   .0109031     6.77   0.000     .0524348    .0951742
             Tp5 |   .0803199   .0102929     7.80   0.000     .0601461    .1004937
    ------------------------------------------------------------------------------
    
    . estimates restore csdid
    (results csdid are active now)
    
    . local plotopts xtitle(Mbar) ytitle(95% Robust CI)
    
    . honestdid, pre(3/6) post(7/12) mvec(0.5(0.5)2) coefplot xtitle(Mbar) ytitle(95% 
    > Robust CI)
    
    |    M    |   lb   |   ub   |
    | ------- | ------ | ------ |
    |       . |  0.033 |  0.057 | (Original)
    |  0.5000 |  0.030 |  0.059 | 
    |  1.0000 |  0.023 |  0.064 | 
    |  1.5000 |  0.016 |  0.071 | 
    |  2.0000 |  0.008 |  0.078 | 
    (method = C-LF, Delta = DeltaRM, alpha = 0.050)
    As you can see from the ouput directly above, the lb and ub (original) corresponds to the output from the Tp0 estimate, I want to do the same thing but for Tp4.

    Thanks,
    Jad




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