附件文章在使用空间双重差分时进行了平行趋势检验,比较了直接效应系数的差异。请教各位,如何在stata上实现这种检验及作图?原文“Fig. 3 plots the direct effect and the 95% confidence interval of Dk it with the spatial weight matrix ofW1. The horizontal axis is the number of years before and after the initiation of HSR operations. ”
我仿照常规did平行趋势检验写了如下命令:
gen policy = year-HSR
replace policy=-5 if policy<=-5
replace policy=10 if policy>=10
gen policy_d=policy+5
xsmle y ib5.policy_d , fe model(sdm) wmat(invdis) type(both) nolog effects
但结果无法计算出直接效应和间接效应(提示Warning: direct and indirect effects cannot be computed if factor variables are specified option -effects- ignored. Notice that total effects can be obtained using -margins-)
后续使用coefplot命令作图也是空白,请问如何计算出直接效应,并把直接效应系数及置信区间作出图来?