请教各位大神,我这样建模对吗?还有就是平行趋势检验设置的对吗?
***DID分析
global i indup edu agdp1 en aloan1 tel atp
gen did=post*county
***双固定
xtreg indup did i.year,fe
eststo a
***双固定+控制
xtreg indup did edu agdp1 indup aloan1 tel atp i.year,fe
eststo b
***多期did动态分析
gen t2008=1 if post==1 & year==2008
replace t2008=0 if t2008==.
gen t2009=1 if post==1 & year==2009
replace t2009=0 if t2009==.
gen t2010=1 if post==1 & year==2010
replace t2010=0 if t2010==.
gen t2011=1 if post==1 & year==2011
replace t2011=0 if t2011==.
gen t2012=1 if post==1 & year==2012
replace t2012=0 if t2012==.
gen t2013=1 if post==1 & year==2013
replace t2013=0 if t2013==.
gen t2014=1 if post==1 & year==2014
replace t2014=0 if t2014==.
gen t2015=1 if post==1 & year==2015
replace t2015=0 if t2015==.
gen t2016=1 if post==1 & year==2016
replace t2016=0 if t2016==.
xtreg indup t2007- t2016 i.year,fe
eststo c
xtreg indup t2008-t2016 edu agdp1 aen aloan1 tel atp i.year,fe
eststo d
esttab a b d e using test.xls, ar2(%8.4f) se(%8.4f) brackets nogap aic bic mtitles replace
***平行趋势检验
gen period = year - 2008
forvalues i = 3(-1)1 {
gen pret_`i' = (period == -`i' & post== 1)
}
gen current = (period == 0 & post== 1)
forvalues j = 1(1)3 {
gen post_`j' = (period == `j' & post== 1)
}
xtreg indup pret_* current post_* i.year,fe