提供一个多时点DID的抽样代码,路☞连玉君老师:https://www.lianxh.cn/news/0a63a4fb8eb70.html
mat b = J(1000,1,0)
mat se = J(1000,1,0)
mat p = J(1000,1,0)
forvalues i = 1/1000{
use data_2020-1130.dta, clear
xtset id year
bsample 1, strata(id) //根据**id**分组,每组随机抽取一个年份
keep year
save matchyear.dta, replace
mkmat year, matrix(sampleyear)
use data_2020-1130.dta, clear
xtset id year
gen dt01 = 0
foreach j of numlist 1/285 {
replace dt01 = 1 if (id == `j' & year >= sampleyear[`j',1])
}
qui areg all dt01 lnpgdp_w age_w edu_w gender_w tenure1_w tenure5_w lndens_w rd_w fiscal_w fananc_w i.year, absorb(citycode)
mat b[`i',1] = _b[dt01]
mat se[`i',1] = _se[dt01]
scalar df_r = e(N) - e(df_m) -1
mat p[`i',1] = 2*ttail(df_r,abs(_b[dt01]/_se[dt01]))
}
svmat b, names(coef)
svmat se, names(se)
svmat p, names(pvalue)
drop if pvalue1 == .
label var pvalue1 p值
label var coef1 估计系数