求问混合截面数据如何做DID平行趋势检验?是和面板数据一样的吗? 代码类似如下:
gen distance = year - policy_year tab distance, missing replace distance = -5 if distance <= -5 replace distance = 10 if distance >= 10 gen distance_d =distance + 5 xtreg y ib5.distance_d i.year, fe r ///生成前五期系数均值 forvalues i = 0/4{ gen b_i' = _b[i’.distance_d] } gen avg_coef = (b_0+b_4+b_3+b_2+b_1)/5 su avg_coef coefplot, baselevels /// drop(.year _cons distance_d) /// coeflabels(0.policy_d = “t-5” /// 1.distance_d = “t-4” /// 2.distance_d = “t-3” /// 3.distance_d = “t-2” /// 4.distance_d = “t-1” /// 5.distance_d = “t” /// 6.distance_d = “t+1” /// 7.distance_d = “t+2” /// 8.distance_d = “t+3” /// 9.distance_d = “t+4” /// 10.distance_d = “t+5” /// 11.distance_d = “t+6” /// 12.distance_d = “t+7” /// 13.distance_d = “t+8” /// 14.distance_d = “t+9” /// 15.distance_d = “t+10”) ///更改系数的label vertical ///转置图形 yline(0, lwidth(vthin) lpattern(dash) lcolor(teal)) ///加入y=0这条虚线 ylabel(-0.06(0.02)0.06) /// xline(6, lwidth(vthin) lpattern(dash) lcolor(teal)) /// ytitle(“Percentage Changes”, size(small)) ///加入Y轴标题,大小small xtitle(“Years relative to branch deregulation”, size(small)) ///加入X轴标题,大小small transform(=@-r(mean)) ///去除前五期的系数均值 addplot(line @b @at) ///增加点之间的连线 ciopts(lpattern(dash) recast(rcap) msize(medium)) ///CI为虚线上下封口 msymbol(circle_hollow) ///plot空心格式 scheme(s1mono)
i' = _b[
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Sophiewtt 发表于 2023-9-12 22:20 请问一下,为何要算个前5期系数均值