Coefplot Event Study Interaction Base Category

[Trevor Andrew]

I am estimating an event study where the event time is interacted with another dummy. I would like to graph the coefficients and confidence intervals using the coefplot command. Although the regression correctly omits the base category (event time 19) it is not properly displayed on the plot. It should be just a dot at event time 19 and 37 estimates. However on the plot I see 37 estimates without the base category at 19. I think it has to do with putting the interaction in the keep, but I can't figure out how I could do it properly. Any help would be appreciated. Data example is attached (example.dta).

reghdfe outcome i.dummy ib19.eventtime i.dummy#ib19.eventtime

coefplot, base vertical keep(1.dummy#*.eventtime) yline(0) xline(19) xlabel(1(2)38)

[Andrew Musau]

coefplot and reghdfe are from SSC, as you are asked to explain (FAQ Advice #12). Can you post the data using dataex as recommended in the referenced FAQ Advice?

[Trevor Andrew]

the data set has 10k observation. it's tough to list only few observations with dataex because the regression will not be properly estimated. is the attachment not working?

[Andrew Musau]

Just post enough observations for the regression to run. I don't think the issue has anything to do with the exact coefficients obtained. Just any set of coefficients will do.

[Trevor Andrew]

clear
input float dummy byte eventtime double outcome
0 24   6
0 19 5.5
0 15   6
0 12   6
0 35   6
0 38 5.5
0 19   5
0 18   6
0  3 5.5
0 23 6.5
0 22   7
0 27 5.5
0  4   6
0 15   6
0 26 6.5
0 12 6.5
0 30   6
0 18 5.5
0 38 4.5
1 21   7
0 30   6
0 28 6.5
0 31 6.5
0 30 5.5
0 19   6
0 22   6
0 17   6
0 11 6.5
1 23   6
0 29   6
0 13   6
0 38   6
0 18   6
0 11 5.5
0  6 5.5
0  3 5.5
0 23 4.5
1 26   6
0 28 5.5
0  9   7
0 19   5
0  5   6
0 32   6
0 26 7.5
0 38 5.5
0 34   6
0  9   6
0 31   7
0 33 5.5
0 34   6
0  5   5
0 28   6
0 33   6
0 33   6
0 13 5.5
0  6   5
0 26 6.5
0 25   6
0 10   6
0  8 6.5
0 30   6
0  3   5
0 36   6
0 21   6
0 24 7.5
0 11   6
0 28   6
0 34 5.5
0 14 6.5
0 24 5.5
0  2 6.5
0  2   6
0 27   6
0 15 6.5
0 32   6
0 18 6.5
0 11 6.5
0 28 6.5
0 16   6
0 31   6
0  8 5.5
0 14   6
0  4 5.5
0 32 5.5
0 38   5
0 20 5.5
1 37   6
0 35 6.5
0  3 5.5
0 11   6
0 20 5.5
0 25 5.5
0  6   6
0 16   6
0 15   6
0 33 6.5
0 14   7
0 14   5
0 31 6.5
0 33 6.5
0  8   5
0 35   7
0 12   6
0 20   6
0  5   6
0 11 5.5
1  3 4.5
0  3 5.5
0 20   6
0 25   7
0 15   7
0 16 5.5
1 32 6.5
0 20   4
0 28   6
0 18   6
0 20 6.5
1  1 5.5
0 27   6
0 18   6
1  2 6.5
0 10 5.5
0 28   5
0 34   6
1 26   5
0  3   6
0  3   5
0 29   6
0 24   6
1 35 6.5
0 37 5.5
0 14 6.5
0 17 7.5
0 28   6
0 31   6
0 15 5.5
0  4   7
0 16   6
0  3 5.5
0 36   6
0 17 6.5
0 12   5
0  3 6.5
0 21   6
0  5 6.5
0 33 5.5
1 27 6.5
0 33 5.5
0  8 7.5
0 21 5.5
0 31 6.5
0 12   6
0  7 5.5
0  1   6
0 33 4.5
0 12   6
0 25   5
0  2   6
0 18 5.5
0 30 7.5
0  4 5.5
0 36   6
0 29   6
0 25 7.5
0 12 5.5
0 35   6
0 20   7
0 38 6.5
0  9   6
0 21   6
0 23   6
0 27 5.5
0 32 6.5
0 11   7
0 22   6
0 31 4.5
0 23 6.5
0 27   6
0 28 5.5
1 25 5.5
0 15   6
0  9   7
0  7   6
1  1   6
0  2   6
0 13 5.5
0  4   5
0 26 6.5
0 23   6
0 29   6
0 32   6
0 14   6
0 28   6
0 21 6.5
1 11   6
0 24   5
0 37   6
0  4   6
0 23   6
0 10   6
0 34   6
0 27 5.5
0 23   6
0 21 5.5
0 27   5
1  1 6.5
0 23 5.5
0 13   5
0  9 5.5
0 23   6
0 35 6.5
0 32   7
0  7 5.5
0 25   6
0 27   7
0  1   5
0 36   6
0  9 5.5
0 20   5
0  6 7.5
0 33 5.5
0 11 5.5
0  7 6.5
0 21 5.5
0 33   5
0 33   6
0 14 6.5
0  1 6.5
0 37   5
0 27 6.5
0  3 7.5
0 32 7.5
0 25   6
0 18 5.5
0 20   6
0  9   5
0 17   6
0 16 5.5
0 21   5
0  7   6
0 20   7
0 31 6.5
1 30   5
0 31 5.5
0  5 5.5
0  7 6.5
0 25 5.5
0  6   6
1  7   6
0  1   6
0 36   7
0 34   6
0 12   6
0 32 7.5
0  1 7.5
0 13   6
0 38   6
1 35 6.5
0 10 5.5
0 13 5.5
0  6   6
0 20   5
0  4   6
0 38   6
0 24 6.5
0 31   7
0 14   6
1 35   6
0 26   5
0 13   6
0 12   7
0 23   7
0 19 5.5
1 12 6.5
1 16   6
0 22   6
0  6   4
0  9   6
0 27   5
1 24   6
0 32   6
0  6   6
1 25 5.5
1  2   6
0 29 6.5
0 29 6.5
1  3 5.5
0 29   6
0  8   6
0  5   6
0 20 7.5
0 21 5.5
0 11   6
0 21 6.5
0 29   5
0 36   6
0  1   5
0  3 5.5
0 13   5
0 19   6
0 23   6
0 30   6
0 13 5.5
0 14   6
0 10   5
1 35 5.5
0 19   5
0 19   6
0  8 5.5
0 12 7.5
0 30   6
0 27 6.5
0 24 5.5
0 21   7
0 16   5
0 12   6
0 36   6
0 29   6
0  8   5
0 20 5.5
0 29   5
0 29 6.5
0 30   6
1 37   6
0 33   7
0  7   5
0 28 5.5
0 18   6
0 34 5.5
0 26 6.5
0 23 6.5
0 29   7
0 36   5
0 17   5
0 33   6
0 28   5
0 22   7
0 12 6.5
0 20 6.5
0 10   6
0 23 5.5
0 36   6
0 15   6
0 28   5
0 34   6
0 13   7
0 26 5.5
0 22 6.5
0 38   7
0 30 6.5
0  2 5.5
1 35 7.5
0 16 5.5
0 19 7.5
0 13   6
0  2 5.5
0 18   6
0 22   5
0 37 5.5
0 10   6
0  5   5
0 16   7
0 15   6
0 37 5.5
0 18 5.5
0 30   6
0  4 6.5
0 28 5.5
0 26   6
0 21   6
0  5 5.5
0  4 5.5
0  3   7
0 37   6
0 24 5.5
0 27 6.5
0  9 6.5
0 30   6
0 20 5.5
0 15 5.5
0 33   6
0 18 5.5
0 20   6
0  3   6
0 13   6
0 28   6
1 17   5
0 14 6.5
0 32   6
0  4   6
0 31 5.5
0 14   6
0 19   6
0 31   7
0  9   6
0 36   6
0 12 6.5
0 28 5.5
1  7   6
0 17 6.5
0 23   6
0 14   6
0 31   6
0 32   6
0  8 6.5
0  3   5
0  9 5.5
0 35   6
0 21 5.5
0 18   4
0 19 6.5
0 31   7
0 25   5
0  4   7
1 12 4.5
0  1 5.5
0 36 5.5
0 22   5
0 35   6
0  4   6
0 17   6
0 10 5.5
0  9 6.5
0  1   6
0 16 5.5
1 17   6
0 29   5
0 26 6.5
0  1 5.5
0 30   6
0 22 6.5
0 36   6
1 15   6
0 11 6.5
0 25 5.5
0 37   5
0 10   5
0 16   6
1 15   6
0 33 6.5
0 13 6.5
0 29 5.5
0  9   6
0  8   6
0 11   6
0 23 6.5
0  5 6.5
0 18 7.5
0 24 6.5
0 29 7.5
0 23   6
0 26 6.5
0 19 6.5
0 22   6
0 20 5.5
0 11 4.5
0 34   6
0  4 5.5
0  4   6
0 20 6.5
0  6 5.5
1 13 6.5
0 27   7
0 38   6
0 18   5
0  8 5.5
0  2 5.5
0 23   7
0 18   6
0  1 5.5
0 18   6
1 34 5.5
0 20 5.5
0  5 6.5
0 20   6
0 36   6
0 27 4.5
0 16   7
0 16   5
0  5 5.5
1 36   6
0 17   6
0 24   6
0  8   5
0 38 5.5
1 12 6.5
0 28 5.5
0 15 5.5
0 34   6
0 20 5.5
0 38 6.5
0 10 6.5
0  6   5
0 35   6
0 26   4
0  7 5.5
0  4 6.5
0 10 5.5
0 37   6
0  9 5.5
0  6 5.5
0 18   7
0 18   7
0 28   6
0  4   5
0  1   5
0 25 6.5
0 14   5
1  2   6
0  2   7
0  7 5.5
0 11   5
0 38   6
0 19 6.5
0 38   6
0 24 5.5
0 25   7
0 11 5.5
0 20   6
0 29   5
0 26   5
0  8   5
0 10   6
0 31   6
0 37 6.5
0 17   5
0 22 6.5
0 33   6
1 11   6
0 10 5.5
0 28 6.5
0  5   5
0 15   6
0 10   5
0 33   6
0 35   5
0  6   7
0 33   5
0  4 6.5
0 20   6
0 25   6
0  8   6
0  9 5.5
0 33 6.5
0 34   7
0 29   6
0 18 6.5
0 10   7
0 38 5.5
0 27   5
0 20   6
0  1   6
0 13   5
0 26   4
0 20 5.5
0 30   6
0 14   7
0 35   6
0 11   5
0  8   7
0 20   5
0 21 5.5
0 26   6
0 23 5.5
1 30 6.5
0 13   7
0 21   6
0 19   7
0 21   6
0 21   6
0 26   6
0 17 6.5
0 36 5.5
0  1   6
0 28   5
0  9   5
0 33   6
0 16 5.5
0 25   6
0 36   6
0  3 5.5
0 31   5
0 34 6.5
0 36 6.5
1  8 5.5
0 34 6.5
0 17 6.5
0 32 6.5
0  6 5.5
0 36   5
0 36   6
0 17 5.5
0 15 5.5
0  2 4.5
0 20   6
0 10 5.5
0 37 5.5
0 37 6.5
0 37 5.5
0 38   6
0 24 5.5
0  3 5.5
0 34   6
0 26   6
0 29 5.5
0 36   6
0  3   5
0 15 6.5
0 11   6
0  4 6.5
0 38   5
0 28   5
0  3   5
1 17   5
0 11 5.5
0 36 5.5
0 23   6
0 23   6
0  5   6
0  7 6.5
0  4 6.5
0 28   6
0 34 7.5
0 35 7.5
0 37   6
0 19   6
1  8 5.5
0 14 6.5
0 20 5.5
0 29   4
0  1   7
0  1   6
0 20 5.5
0 26   6
1 29   5
1 38   6
1 20   4
1 23 6.5
0 10   6
0 36 6.5
0 27   6
0 25   5
0  5 6.5
0  4 5.5
0 28 5.5
0  2   6
0 29 5.5
0 31   5
0 32   6
0 24   6
0 36   5
0 34   6
0  4   6
0 22   5
0 13 5.5
0 13   5
0  1   6
0 12   6
0  9 6.5
0  8   6
0  3 6.5
0 19   7
0  1   6
0 31 6.5
0 26   6
0 12 4.5
0  4   5
1 34 6.5
0 29   6
0 26 5.5
0 20   7
0 14   5
0 20 7.5
0 34 5.5
0 29   7
0 31   6
0 19   6
0 22   6
0 16 5.5
0 25   7
0 23 6.5
0 13 6.5
0 13   5
0 22   5
0 38   6
0  4 5.5
0 25   6
0 10 5.5
0  5 6.5
0  7 6.5
0 13 6.5
1 22 6.5
0 25   6
0 29   6
0 31   5
0  7   6
0 18 6.5
0  7 5.5
0  5   5
0 23   7
0  9 6.5
0 32 7.5
0 36   5
0 16 5.5
0 22   6
0 32   6
0 33 5.5
0 17 5.5
0 36 5.5
0 23   6
0 31   6
0 34   6
0 32   6
0 21   6
0 36   6
1 37 6.5
0 12   6
0 31 5.5
0  8 5.5
0 26   5
0 16   7
0 15   6
0 32 5.5
0 27 5.5
0  5 5.5
0 25 7.5
0 23 5.5
0 37   5
0 10   7
0 28 5.5
0 10   6
0  2   6
0 37 7.5
0 21   6
0 20   7
0  7   6
0 10 6.5
0 37 5.5
0 25   6
0  7   6
0 38   6
0 35   6
0 10 5.5
0  1 4.5
0  8   6
0 30   6
0 38 6.5
0 14 6.5
0 22   5
0 12   6
0 13   6
0 11   6
0 13 6.5
0 11 5.5
0  9 5.5
0 25 5.5
0  1 5.5
0 30   7
0 26   5
0  7 4.5
1  2 5.5
0 19 5.5
0 20 5.5
0 14   7
0 20   6
0 38 5.5
0 32   5
0  5 5.5
0 30   6
0 31 5.5
0 36 5.5
0  2   6
0 32   4
0 32   5
0 24   6
0 32   6
0  5 5.5
0 34   6
0  4 5.5
0 27   6
0 37 5.5
0 31 5.5
0 37   6
0 34 5.5
0 24   6
0 29   7
1  1 6.5
0 28 5.5
0 14 5.5
0 33 5.5
0 15   6
0 28 5.5
0 27   6
0 37 6.5
0 35 4.5
0 37 8.5
0 32   7
0 25 5.5
0 27   7
1  4   7
0 32   5
0  8   6
0 25 6.5
0 30   6
0 16 6.5
0 18   6
0 11   6
0 31   6
0 22   5
0 35   7
0  7 5.5
0 31 6.5
1 22   5
0 18   5
0 14 6.5
0  7   6
0  4 6.5
0 37 4.5
0 34   5
0  9   6
0 27 7.5
0 28 6.5
0 16   5
0 31   6
0 21   6
0  4   6
0 10   7
0 19 5.5
0 30   7
0 37   6
0 37   6
0 24   6
0 28   6
0 11   6
0 15   5
0 32   6
0 18   5
0 19   7
0  1   6
0 24 6.5
0 11   5
0  2 5.5
0 27   6
0 28   4
0 19 5.5
0 29 5.5
0  4   5
0 29   7
0 20 6.5
0 30 5.5
0 17   6
0  9 5.5
0 38   5
0 26 6.5
0 16 5.5
0 32   5
0 18   6
0  9   6
0 29 6.5
0 10 6.5
0 30   5
0  8   7
0 30 5.5
0 10 5.5
0 32 6.5
0  7 6.5
0 14 4.5
0 33   6
0  8   6
0  3   6
0 19 6.5
0 16 7.5
0 24   5
0 18 8.5
0 24   6
0 27   6
0 34 5.5
0 16   6
0 24   6
0 36 5.5
0 21   8
0 31 5.5
0 37 6.5
0 19   6
0 23 5.5
0  1 5.5
0  6 5.5
0 32   6
1 24 6.5
0  6   6
1 10 4.5
0  3   6
0 35   6
1 20   5
0  9 5.5
0 30 5.5
0 23   6
0 23 6.5
0  5 5.5
0 20   6
0 27 6.5
0 32   5
0 34   5
1 15   6
0  6 5.5
0  8 5.5
0 27 6.5
0  6   6
0 35   5
0 12   6
0 38   6
0 30   5
0 13   6
0 13   6
0 18 5.5
0 23   6
0 14 6.5
0 25 5.5
0 22 6.5
0 23   7
0 31   6
0  8 5.5
0 23   6
0 22 5.5
0 32   7
0 28 5.5
0 37   5
0 11   5
0 16   6
0 35   7
0 32   7
0 23   6
0 18   6
0 35 7.5
0  2   6
0 16   6
0 31   5
0 17   5
0 21   7
0  3   6
0 18   5
0 27   5
0 19 6.5
0 16 6.5
0 10 5.5
0 12 7.5
0 16   7
0 26 5.5
0 36   6
1 37 6.5
0 37   6
0 13 6.5
0 19 6.5
0 23   6
0 18   6
1  8 6.5
0 24 6.5
0 10   5
0 30   6
0  7 5.5
0 14 6.5
0 33 4.5
0  1   6
0 28 6.5
1  9 6.5
0  2   7
0 34 6.5
0 25 6.5
0 37   6
0 24   6
0  7   5
0 33 4.5
0 28   5
0 17 6.5
0 29 5.5
0  7 7.5
0  9 5.5
0  2 6.5
0 26 5.5
1  3 6.5
0 27   7
0  4 5.5
0 19   5
0 33 6.5
1 10 5.5
0 36   6
0 15   5
1 28   6
0 24 5.5
0 32   6
1  4   5
0  3   5
0 35 7.5
0 34   6
0  8   6
0 31 6.5
0 35   5
0 38 5.5
0 29 5.5
0 15   6
0  1   7
0 13   6
0  9   6
0 16 5.5
0 30   6
0 29   6
0 16 5.5
1 30   6
1 33 5.5
0  1   6
0 14   6
0  9 4.5
0  6 5.5
0 38   6
0 18   6
0  9 4.5
0  7 5.5
0 11 6.5
0 13 6.5
0 21   5
0 35   6
0 29 4.5
0 26   6
0 25 6.5
0  6   6
0 38   6
0 24   7
0  4   6
0  5   6
0 26 6.5
0 35 6.5
0 20 6.5
0 14   6
0 16   7
0 36   6
0 24   7
0 18   6
1 38   6
0 21 5.5
0 21   7
0 13   6
0 31 5.5
0 12   6
0 37 5.5
0 11   6
0  5   6
0 12   6
0  6   6
0 27   6
0 27 6.5
0  8   6
0 20   6
0 28 5.5
0 36 6.5
0 25   7
0 10 5.5
0 37   5
0 27   6
0 17   7
0  5 5.5
0 34 6.5
0 22   7
0  1   6
0 35   6
0 21 5.5
0 25 6.5
0 34   6
0 30   5
0 23 6.5
0 37 4.5
0 36 6.5
0 14   6
0 29   7
0 33   7
0 33 4.5
0 32   7
0 30   6
0 36   6
0  3   6
0 19   5
0 16   6
0 36   6
0 15   5
0 17   4
0 23   5
0 17   6
0 16   6
0 17   6
0 15 5.5
0  4 5.5
0 33 5.5
0 19   6
0 35   7
0 27   6
0 32   6
0  4   6
0  2 5.5
0 33   6
0 34   6
0  6   6
0 32 4.5
0 22 5.5
0  5   6
0 11 5.5
0 17   7
0 24 6.5
0 33   6
0  9   6
1 25 6.5
0  2 6.5
0 18 5.5
0  6   5
0 34 5.5
0  7 5.5
0 29   6
0 26 5.5
0  6   6
0 20 6.5
0 31 6.5
0 34 6.5
0  4   6
0 35 5.5
0 12 6.5
0 13 5.5
0 30 5.5
1 28 5.5
0 18   6
0 28 6.5
0 33   5
0 23   6
0 26   6
0 12 5.5
0 17   6
0  9 5.5
0 34   6
0 24 5.5
0 22 6.5
0 13   6
0  3   6
0  1   5
0 24 5.5
0 35 5.5
0  4   5
0 22   6
0 32 6.5
0  2   6
0  7 6.5
0 18   6
0 28 6.5
1  2   6
0 32   6
0 33 5.5
0 37   6
0 35 4.5
0 11   6
0  7   6
0 31 5.5
0 21   6
0  8   5
0 16   5
0 25   7
0 31   6
0 15   6
0 35   6
0 36 5.5
0 15 5.5
0 13 5.5
0 34   5
0  3 6.5
0 35 6.5
0  5 5.5
0 10   6
0 29   6
0 38   5
1  5   6
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0 11 6.5
1 35   6
0 33   5
0 29   6
0  3 6.5
0 18   7
0 15   6
0 32 6.5
0 14   6
0 25   7
0  4   6
end

[Andrew Musau]

Thanks.

coefplot, omitted base vertical keep(1.dummy#*.eventtime) yline(0) xline(19) xlabel(1(2)38)