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  • sdid_event effect p-value

    I am interested in using the combine() option offered with sdid_event and report the p-value in line with sdid (that does not have a combine option) - any suggestions?

    Example 1 data from sdid_event help menu
    Code:
    clear
    local GG = 19
    local TT = 20
    set seed 0
    set obs `=`GG' * `TT''
    gen G = mod(_n-1,`GG') + 1
    gen T = floor((_n-1)/`GG') + 1
    gen D = T > mod(G, 4) + 1 & G >= `GG'/4
    gen Y = uniform() * (1 + D + 10*D*T)
    sdid_event Y G T D, vce(bootstrap) placebo(all) combine(1 2 3 4 5)
    HTML Code:
    Combined ATTs
    
                 |  Estimate         SE      LB CI      UB CI  Switchers 
    -------------+------------------------------------------------------
    Cmb Effect 1 |  30.06605     2.3701   25.42065   34.71145         75
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