Event Study analysis in Stata - by Samsun

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This is a very helpful video on how you can run an event study analysis in Stata. Some related videos:
diff-in-diff using "diff" command: www.youtube.com/watch?v=ioNZ0...
diff-in-diff using "reg" command: www.youtube.com/watch?v=qu1uP...
Fixed effect diff-in-diffusing "reg" command: www.youtube.com/watch?v=N_7nn...
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Опубликовано:

11 июл 2024

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Комментарии : 37

@c.comploj3775 Год назад

Thank you! Please continue doing videos!

@Learn-Coding-with-Us Год назад

Hi Comploj, you are most welcome, and thank you for your valuable comments.

@Learn-Coding-with-Us 2 года назад

Welcome to our channel!! Please support our channel by subscribing, liking the videos, and sharing them with your friends. Your small help will tremendously benefit us to grow and promote our channel and bring incredible and knowledgeable content in the future to this channel. Thank you in advance for supporting our channel with your subscription and sharing our videos with your friends. Our channel loves to teach the content the best!!

@rithikpopat8322 2 года назад

Hi, Thank you very much for your video. Do you think that similar analysis could be used to conduct an event study analysis on the impact of 9/11 on airline stocks for my undergraduate dissertation?

@user-hx5km8op7i Год назад

Hi, Thank you very much for your video. I tried exactly same thing but my stata will not plot the graph, after *eventdd asmrs pcinc asmrh cases i.year i.stfips, timevar(timeToTreat) ci(rcap) /// cluster(stfips) graph_op(ytitle("Suicide") xlabel(-20 (5) 25)) * command, Is there alternative way to plot it? (mine only shows the Linear regression result...)

@diegocon13 2 года назад

Thank you. Very useful.

@Learn-Coding-with-Us 2 года назад

You are most welcome.

@user-xt2dr1ej2o Год назад

Hello,I have a question.What are the connections and differences between eventdd and the event study that should calculates CAR?

@mdrashidulislam3469 Год назад

Thanks

@priyankagoyal1331 2 года назад

Which is better- event study in Excel or stata? Which is less time consuming? I have to apply it on a large no. of companie. Kindly guide.

@fabiangodelitz7307 2 года назад

Hello! Thank you very much, the video was very helpful so I subscribed to your channel! I just have one question - the graph_op command doesn't work for me and I cannot install it either. How can I get such a nice graph like you?:) All the best

@Learn-Coding-with-Us 2 года назад

Thank you so much for your support for our channel. Did you install "eventdd" command in your stata? If not, please install it following my video 2:23. If yes, you can try again by reinstalling the command using the command line I have mentioned 2:23 in my video. Please let me know if that solves your problem. Thank you again.

@fabiangodelitz7307 2 года назад

@@Learn-Coding-with-Us I had a bug in the dataset, now it gives me the graph automatically, just like it should. Thanks for your help! All the best, Fabian

@weixiaowu3543 Год назад

@@fabiangodelitz7307 Hi Fabian, Mine also didn't show the graph. What kind of bug do you have? Please give me a clue so that I can clean up my data. Thx!

@michellekatarine2700 2 года назад

Thank you so much for your video! :) I am currently trying to do my own event study for an university seminar & I struggle a bit with it. But your video definitely helps!! But one question: Why don't we use the treatment dummy "post" in the regression? I think it is really important in order to account for differences before&after the new law has passed? Can you please explain why you don't include it in the regression. Thank you! :)

@Learn-Coding-with-Us 2 года назад

Hello Michelle, I am so sorry for the late reply. An event study model is an advantageous tool in estimating the treatment effects of the pre-and post-treatment periods. However, since treatment can be staggered - where the treatment group are treated at different time periods in states, I create a new variable in this video, called "timeToTreat" to address this issue, and run the regression with this variable instead of treatment dummy "post" in the regression. I hope you understand. Thank you so much for watching our videos. Please like the video, share it with your friends. Thanks again.

@michellekatarine2700 2 года назад

@@Learn-Coding-with-Us Thank you for your reply! This makes totally sense to me :) Best wishes from Germany :)

@Learn-Coding-with-Us 2 года назад

@@michellekatarine2700 You are most welcome!

@Zerradable 2 года назад

Hello! Thanks for the video! Do you know how to do a Event Study with triple difference?

@Learn-Coding-with-Us 2 года назад

Hi Bruno, you are most welcome. You can follow this paper: deepblue.lib.umich.edu/bitstream/handle/2027.42/108834/tbyker_1.pdf?sequence=1#:~:text=Triple%2Ddifference%20event%2Dstudy%20estimates,Page%2012%204%20paid%20leave I think you need to jointly test the triple difference estimate.

@cristinaecheverri3724 Год назад

Thank you so much. however, I cannot see the graph. it wasn't made by the command

@tinarolle3434 2 года назад

Great video! I´m working on similar data but I get the message "no baseline found". What could be the reason for this? I have tried to xtreg my data... but I still get the same error

@karthikasujatha7140 10 месяцев назад

How did you solve this? I am having the same issue

@pollianylima13 2 года назад

Hey, thank you for the video. But can you put a subtitle on it? Cause english is not my first language, and I have some trouble to understand even when it comes from natives.

@Learn-Coding-with-Us 2 года назад

Hi Polliany, you are most welcome, and thank you for your valuable comments. I have added the subtitle for you. Please visit the video. I think it will be very helpful for you now. Please like the video, share it with your friends. Thanks again.