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Stefano-DellaVigna/did2s_stata

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example.do 2.07 KB
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Kyle F. Butts 提交于 2021-06-02 10:09 . Update readme with new syntax
********************************************************************************
* Example with simulated data
********************************************************************************
use https://github.com/kylebutts/did2s_stata/raw/main/data/df_hom.dta, clear
* net install did2s, from("https://raw.githubusercontent.com/kylebutts/did2s_stata/main/ado/") replace
do ado/did2s.ado
********************************************************************************
* Static
********************************************************************************
** Manual 2SDiD (with incorrect standard errors)
* Step 1: Manually
reg dep_var i.unit i.year if treat == 0, nocons
* Step 2: Regress transformed outcome onto treatment status for all units
predict adj, residuals
reg adj i.treat, vce(cluster state) nocons
** 2SDiD with correct se's
did2s dep_var, first_stage(i.unit i.year) treat_formula(i.treat) treat_var(treat) cluster(state)
* Example esttab
esttab, nobaselevels se
********************************************************************************
* Event Study
********************************************************************************
* factors can't be negative
gen rel_year_shift = rel_year + 20
replace rel_year_shift = 100 if rel_year_shift == .
did2s dep_var, first_stage(i.unit i.year) treat_formula(b100.rel_year_shift) treat_var(treat) cluster(state)
********************************************************************************
* Castle Doctrine
********************************************************************************
use https://github.com/scunning1975/mixtape/raw/master/castle.dta, clear
* Covariates
global demo blackm_15_24 whitem_15_24 blackm_25_44 whitem_25_44
global spending l_exp_subsidy l_exp_pubwelfare
global xvar l_police unemployrt poverty l_income l_prisoner l_lagprisoner $demo $spending
* No Covariates
did2s l_homicide [aweight=popwt], first_stage(i.sid i.year) treat_formula(i.post) treat_var(post) cluster(sid)
* Covariates
did2s l_homicide [aweight=popwt], first_stage(i.sid i.year $xvar) treat_formula(i.post) treat_var(post) cluster(sid)
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