悬赏 2000 个论坛币 未解决
请问附件中的图是如何用STATA命令来实现的?
附了一个样本文件,想做一个类似形式的图。考虑2005年是t=0。横轴是相对于2005年的时间(fyear),纵轴是W2TobinQ2, id是公司代码。
论文中表的说明如下。
This figure reports the point estimates from a firm-panel regression of log assets on an indicator for liability
exposure, firm-by-cohort fixed effects, and year-by-cohort fixed effects. The specification is the same as that
reported in Table 3 except that the effect of liability exposure is allowed to vary by year for each year from
five years before the risk increases through ten years after. Ninety-five-percent confidence intervals, adjusted for
clustering at the industry level, are also plotted.
sample2.dta包含了一个dummy variable
公式是
W2TobinQ2 = a + b*Exposure + e