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  • Staggered DiD (CSDID interpreatation of pre and post avg)

    I got the answer.m but cant delete the post



  • #2
    csdid y, ivar(place) time(year) gvar(policy_year) agg(event)

    Code:
    Difference-in-difference with Multiple Time Periods
    
                                                               Number of obs = 600
    Outcome model  : regression adjustment
    Treatment model: none
    ------------------------------------------------------------------------------
                 | Coefficient  Std. err.      z    P>|z|     [95% conf. interval]
    -------------+----------------------------------------------------------------
         Pre_avg |  -2.667258   9.788396    -0.27   0.785    -21.85216    16.51765
        Post_avg |  -112.4219   56.29528    -2.00   0.046    -222.7586   -2.085171

    Code:
     estat simple
    Average Treatment Effect on Treated
    ------------------------------------------------------------------------------
                 | Coefficient  Std. err.      z    P>|z|     [95% conf. interval]
    -------------+----------------------------------------------------------------
             ATT |  -85.05845   44.41044    -1.92   0.055    -172.1013    1.984416
    ------------------------------------------------------------------------------

    Comment


    • #3
      The Pre and Post Avgs are the Aggregated Event ATTs, for the post and pre periods. They should not be considered as Pre-treatment Test.
      They are different from simple, because different weights are used compared to SIMPLE

      Comment


      • #4
        Thanks for the clarification. But, unfortunately, I'm still confused.

        So, for pre-test what command I need to use ?

        And, which command I need to use to check if my policy variable is signficantly impacting the outcome variable y or not ?

        Is this command enough to prove that my policy has significant impact on my outcome variable y ( post-avg coefficient)

        csdid y, ivar(place) time(year) gvar(policy_year) agg(event)

        Code:
        Difference-in-difference with Multiple Time Periods
        
        Number of obs = 600
        Outcome model : regression adjustment
        Treatment model: none
        ------------------------------------------------------------------------------
        | Coefficient Std. err. z P>|z| [95% conf. interval]
        -------------+----------------------------------------------------------------
        Pre_avg | -2.667258 9.788396 -0.27 0.785 -21.85216 16.51765
        Post_avg | -112.4219 56.29528 -2.00 0.046 -222.7586 -2.085171

        Comment


        • #5
          For pretrend try estat pretrend
          for postreatment yea the difference is statistically different from zero

          Comment


          • #6
            thank you so much ! Much obliged . Also learnt a ton from this thread!

            https://www.statalist.org/forums/for...d-csdid/page30

            Comment

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