repeated cross-section data

[wenddymacro]

Is it possible to using honestdid for repeated cross-section data

[jonathandroth]

Yes, anything that produces a vector of event study coefficients and their variance covariance matrix.

…

On Fri, Oct 28, 2022, 11:46 AM wenddymacro ***@***.***> wrote: Is it possible to using honestdid for repeated cross-section data — Reply to this email directly, view it on GitHub <#3>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AE6EXFCQ7FUHB4VU7NZKHB3WFPYLXANCNFSM6AAAAAARRGGPXI> . You are receiving this because you are subscribed to this thread.Message ID: ***@***.***>

[wenddymacro]

i had used it for repeated cross-section data, got below error:

any insights?

[mcaceresb]

@wenddymacro What is the output of

matrix list e(b)
matrix list e(V)
disp `:word count `:colnames e(b)''
disp `:word count `:colnames e(V)''

[wenddymacro]

matrix list e(b)

e(b)[1,8]
_k5 _k4 _k3 _k2 k0 k1 k2
y1 .26743749 .08806009 -.58329182 .0045452 1.0686618 1.1931622 1.1564674

        k3

y1 1.1994206

. matrix list e(V)

symmetric e(V)[8,8]
_k5 _k4 _k3 _k2 k0 k1 k2 k3
_k5 .59334517
_k4 .18855611 .19903881
_k3 .10169821 .07404817 .08075469
_k2 .06848537 .06192315 .04674466 .0662581
k0 .03542277 .02251705 .01481338 .01802299 .07016613
k1 .06536473 .03366286 .01064268 .01615381 .04887455 .11604949
k2 .04417405 .01803319 .01711892 .0206195 .04215964 .07944742 .13655618
k3 .0363097 .03119694 .00091337 .01303451 .05051125 .08290507 .08608167 .22085507

. disp :word count :colnames e(b)''
8

. disp :word count :colnames e(V)''
8

.
end of do-file

[mcaceresb]

@wenddymacro honestdid, pre(1/4) post(6/9) tells honestdid to ignore the fifth entry, end to use 1-4 as the pre-period and 6-9 as the post-period. However, your matrices are of length 8; judging by the names, you are already excluding period -1 from your regression, so you don't need to tell honestdid to also ignore it . Try

honestdid, pre(1/4) post(5/8) mvec(0(0.05)0.25)

[mcaceresb]

@wenddymacro From #4 it sounds like you got this example working; if not the case let us know.

[wenddymacro]

yes, it works. thanks for your help