jwdid
Table of contents
Introduction
Installation and options
ssc install jwdid, replace
Take a look at the help file:
help jwdid
Test the command
Please make sure that you generate the data using the script given here
Let’s try the basic jwdid command:
jwdid Y, ivar(id) time(t) gvar(gvar) never
which will should show this output:
WARNING: Singleton observations not dropped; statistical significance is biased (link)
(MWFE estimator converged in 2 iterations)
warning: missing F statistic; dropped variables due to collinearity or too few clusters
HDFE Linear regression Number of obs = 1,800
Absorbing 2 HDFE groups F( 236, 29) = .
Statistics robust to heteroskedasticity Prob > F = .
R-squared = 0.9999
Adj R-squared = 0.9999
Within R-sq. = 0.9996
Number of clusters (id) = 30 Root MSE = 1.0111
(Std. err. adjusted for 30 clusters in id)
---------------------------------------------------------------------------------
| Robust
Y | Coefficient std. err. t P>|t| [95% conf. interval]
----------------+----------------------------------------------------------------
gvar#t#c.__tr__ |
24 1 | -.3046101 .6300019 -0.48 0.632 -1.593109 .9838884
24 2 | -.6957401 .6009789 -1.16 0.256 -1.92488 .5333998
24 3 | .1275004 .8770109 0.15 0.885 -1.666188 1.921189
24 4 | -.1772073 .8058568 -0.22 0.827 -1.825369 1.470955
24 5 | -.8972072 .6524983 -1.38 0.180 -2.231716 .4373016
24 6 | -1.275086 .9782155 -1.30 0.203 -3.275761 .7255895
24 7 | -.8707661 .7651948 -1.14 0.264 -2.435765 .6942331
24 8 | -.3766007 .8382016 -0.45 0.657 -2.090915 1.337714
24 9 | -.1285843 1.224015 -0.11 0.917 -2.631975 2.374807
24 10 | .0283149 .7864521 0.04 0.972 -1.58016 1.63679
24 11 | -.3418546 1.044269 -0.33 0.746 -2.477625 1.793915
24 12 | -.7545786 .9622937 -0.78 0.439 -2.72269 1.213533
24 13 | -.3072581 .7502999 -0.41 0.685 -1.841794 1.227277
24 14 | -.0472862 .78331 -0.06 0.952 -1.649335 1.554763
24 15 | -.5226675 .7734142 -0.68 0.505 -2.104477 1.059142
24 16 | -.9694428 .8822886 -1.10 0.281 -2.773926 .83504
24 17 | -1.158329 .666909 -1.74 0.093 -2.522311 .2056528
24 18 | -.4327093 .8803677 -0.49 0.627 -2.233263 1.367845
24 19 | -.3287367 .8474805 -0.39 0.701 -2.062029 1.404556
24 20 | -.022204 .7434919 -0.03 0.976 -1.542816 1.498408
24 21 | -.3310081 .9811039 -0.34 0.738 -2.337591 1.675575
24 22 | -.0308007 1.017165 -0.03 0.976 -2.111136 2.049534
24 24 | -.9183905 .9302745 -0.99 0.332 -2.821015 .9842344
24 25 | 9.725702 .8483403 11.46 0.000 7.990651 11.46075
24 26 | 19.77021 .7550345 26.18 0.000 18.22599 21.31443
24 27 | 29.48399 .4441318 66.39 0.000 28.57564 30.39235
24 28 | 39.71879 .6737321 58.95 0.000 38.34086 41.09673
24 29 | 48.78967 .8908756 54.77 0.000 46.96763 50.61172
24 30 | 59.8352 .656269 91.17 0.000 58.49298 61.17742
24 31 | 69.75278 .663518 105.13 0.000 68.39574 71.10983
24 32 | 79.7378 .7840688 101.70 0.000 78.1342 81.3414
24 33 | 89.15654 .7509989 118.72 0.000 87.62057 90.6925
24 34 | 99.17021 .5040194 196.76 0.000 98.13937 100.201
24 35 | 108.8021 .8897994 122.28 0.000 106.9822 110.6219
24 36 | 119.6544 .9169545 130.49 0.000 117.779 121.5298
24 37 | 129.2753 .7340437 176.11 0.000 127.774 130.7766
24 38 | 139.8585 .990273 141.23 0.000 137.8332 141.8839
24 39 | 149.5659 .9125311 163.90 0.000 147.6995 151.4322
24 40 | 160.6616 .9257374 173.55 0.000 158.7682 162.5549
24 41 | 171.1286 .6470778 264.46 0.000 169.8052 172.4521
24 42 | 179.9254 .8411464 213.90 0.000 178.205 181.6457
24 43 | 189.8099 .6597675 287.69 0.000 188.4605 191.1593
24 44 | 199.1924 .6852244 290.70 0.000 197.791 200.5939
24 45 | 208.3461 .7519065 277.09 0.000 206.8083 209.8839
24 46 | 220.0063 .950428 231.48 0.000 218.0624 221.9501
24 47 | 228.7865 .703477 325.22 0.000 227.3477 230.2252
24 48 | 238.4593 1.085763 219.62 0.000 236.2387 240.6799
24 49 | 249.4886 .7005168 356.15 0.000 248.0559 250.9213
24 50 | 258.7255 .7043159 367.34 0.000 257.285 260.166
24 51 | 268.352 .9300789 288.53 0.000 266.4497 270.2542
24 52 | 279.7236 .8413134 332.48 0.000 278.0029 281.4442
24 53 | 289.9827 .7938728 365.28 0.000 288.359 291.6063
24 54 | 299.9447 1.061719 282.51 0.000 297.7733 302.1162
24 55 | 308.1538 .7205883 427.64 0.000 306.68 309.6276
24 56 | 320.2466 .6393276 500.91 0.000 318.939 321.5542
24 57 | 329.467 .7404276 444.97 0.000 327.9527 330.9814
24 58 | 340.2075 .8140191 417.94 0.000 338.5426 341.8723
24 59 | 349.2469 .6694048 521.73 0.000 347.8778 350.6159
24 60 | 359.3307 .8590308 418.30 0.000 357.5737 361.0876
34 1 | -.0037429 .7097099 -0.01 0.996 -1.455263 1.447777
34 2 | .0434937 .6652482 0.07 0.948 -1.317092 1.404079
34 3 | .4066794 .8512491 0.48 0.636 -1.334321 2.147679
34 4 | .4527056 .9160401 0.49 0.625 -1.420807 2.326218
34 5 | .6537987 .6981946 0.94 0.357 -.7741695 2.081767
34 6 | -.402617 .7532075 -0.53 0.597 -1.943099 1.137865
34 7 | -.2902936 .6290289 -0.46 0.648 -1.576802 .9962151
34 8 | .2266269 .6521984 0.35 0.731 -1.107269 1.560522
34 9 | -.7533686 .9094659 -0.83 0.414 -2.613435 1.106698
34 10 | 1.268368 .6808212 1.86 0.073 -.1240676 2.660804
34 11 | .7023331 .5941291 1.18 0.247 -.5127973 1.917464
34 12 | -.269245 .8557886 -0.31 0.755 -2.019529 1.481039
34 13 | .1316394 .6665418 0.20 0.845 -1.231592 1.49487
34 14 | .429888 .5833637 0.74 0.467 -.7632247 1.623001
34 15 | -.142599 .4390956 -0.32 0.748 -1.04065 .7554525
34 16 | .2770918 .7582536 0.37 0.717 -1.273711 1.827894
34 17 | -.3231544 .4938821 -0.65 0.518 -1.333257 .6869478
34 18 | .6928476 1.043767 0.66 0.512 -1.441895 2.827591
34 19 | .3402533 .7841834 0.43 0.668 -1.263582 1.944089
34 20 | .2549544 .6872257 0.37 0.713 -1.15058 1.660489
34 21 | .465765 .8158758 0.57 0.572 -1.202888 2.134418
34 22 | .4672654 .8068235 0.58 0.567 -1.182874 2.117405
34 23 | .0494527 .854738 0.06 0.954 -1.698683 1.797588
34 24 | -.0262978 .7102533 -0.04 0.971 -1.478929 1.426333
34 25 | .3626434 .7712068 0.47 0.642 -1.214652 1.939938
34 26 | .8249355 .7001278 1.18 0.248 -.6069866 2.256858
34 27 | .2614687 .7698441 0.34 0.737 -1.313039 1.835977
34 28 | -.1813547 .6165414 -0.29 0.771 -1.442323 1.079614
34 29 | -.5816989 .6233756 -0.93 0.358 -1.856645 .6932475
34 30 | -.382117 .6750148 -0.57 0.576 -1.762677 .9984433
34 31 | .3820281 .5183417 0.74 0.467 -.6780997 1.442156
34 32 | .7355318 .6635236 1.11 0.277 -.6215264 2.09259
34 34 | .0316373 .607114 0.05 0.959 -1.21005 1.273325
34 35 | 7.92487 .8199465 9.67 0.000 6.247891 9.601849
34 36 | 16.84216 .876964 19.21 0.000 15.04857 18.63576
34 37 | 24.184 .7753125 31.19 0.000 22.59831 25.76969
34 38 | 32.46128 .7405344 43.83 0.000 30.94672 33.97584
34 39 | 39.76127 .6211412 64.01 0.000 38.49089 41.03164
34 40 | 48.25361 .7329666 65.83 0.000 46.75452 49.75269
34 41 | 57.22387 .7346627 77.89 0.000 55.72132 58.72642
34 42 | 64.44961 .7705019 83.65 0.000 62.87375 66.02546
34 43 | 72.56113 .6194506 117.14 0.000 71.29421 73.82805
34 44 | 80.43052 .6706555 119.93 0.000 79.05887 81.80216
34 45 | 87.61016 .5590018 156.73 0.000 86.46687 88.75344
34 46 | 97.3469 .7171049 135.75 0.000 95.88026 98.81355
34 47 | 103.1637 .7513002 137.31 0.000 101.6271 104.7003
34 48 | 110.7794 1.008072 109.89 0.000 108.7176 112.8411
34 49 | 120.4782 .8121162 148.35 0.000 118.8172 122.1392
34 50 | 127.6085 .6151531 207.44 0.000 126.3503 128.8666
34 51 | 135.3724 .8458505 160.04 0.000 133.6425 137.1024
34 52 | 144.1195 .6766671 212.98 0.000 142.7355 145.5034
34 53 | 153.3328 .6415532 239.00 0.000 152.0206 154.6449
34 54 | 161.0404 .967519 166.45 0.000 159.0616 163.0192
34 55 | 167.9846 .5783119 290.47 0.000 166.8018 169.1674
34 56 | 176.7701 .7232683 244.40 0.000 175.2909 178.2494
34 57 | 183.4555 .7302667 251.22 0.000 181.9619 184.9491
34 58 | 191.69 .8340476 229.83 0.000 189.9842 193.3958
34 59 | 199.3705 .7703989 258.79 0.000 197.7949 200.9461
34 60 | 209.0268 .701827 297.83 0.000 207.5914 210.4622
38 1 | .1980695 .8332238 0.24 0.814 -1.506065 1.902204
38 2 | 1.389078 .694432 2.00 0.055 -.0311952 2.809351
38 3 | .8225521 1.064493 0.77 0.446 -1.354582 2.999686
38 4 | .3303802 .9893116 0.33 0.741 -1.692989 2.35375
38 5 | 1.860513 .7238855 2.57 0.016 .3800011 3.341025
38 6 | .6402664 .9410725 0.68 0.502 -1.284443 2.564976
38 7 | .3295006 .9689973 0.34 0.736 -1.652321 2.311323
38 8 | 1.430265 1.253611 1.14 0.263 -1.133658 3.994188
38 9 | 1.121374 .6931487 1.62 0.117 -.2962743 2.539022
38 10 | 1.10138 .7775916 1.42 0.167 -.4889735 2.691733
38 11 | .7289306 .847053 0.86 0.397 -1.003487 2.461349
38 12 | .7949319 1.045817 0.76 0.453 -1.344004 2.933867
38 13 | .9984467 .8034704 1.24 0.224 -.6448348 2.641728
38 14 | 1.092385 1.201457 0.91 0.371 -1.364871 3.549641
38 15 | .8150265 .9843695 0.83 0.414 -1.198235 2.828288
38 16 | .2694749 .9406443 0.29 0.777 -1.654359 2.193309
38 17 | .6602715 .8203898 0.80 0.427 -1.017614 2.338157
38 18 | .7467923 1.00421 0.74 0.463 -1.307049 2.800633
38 19 | .5906498 .7757851 0.76 0.453 -.9960089 2.177309
38 20 | 1.501938 1.153704 1.30 0.203 -.8576511 3.861528
38 21 | .2481922 .6695574 0.37 0.714 -1.121206 1.617591
38 22 | 1.027386 1.378549 0.75 0.462 -1.792063 3.846836
38 23 | .3292194 1.091727 0.30 0.765 -1.903614 2.562053
38 24 | .3917309 .8864397 0.44 0.662 -1.421242 2.204704
38 25 | 1.123613 .9371649 1.20 0.240 -.7931043 3.040331
38 26 | .4793385 1.015735 0.47 0.641 -1.598073 2.55675
38 27 | .6277442 1.042748 0.60 0.552 -1.504914 2.760403
38 28 | .4618905 1.343537 0.34 0.733 -2.28595 3.209731
38 29 | .5700059 1.001925 0.57 0.574 -1.47916 2.619172
38 30 | 1.080171 1.097145 0.98 0.333 -1.163743 3.324086
38 31 | 1.260862 1.347515 0.94 0.357 -1.495116 4.016841
38 32 | .4418991 .9904473 0.45 0.659 -1.583793 2.467591
38 33 | .6086885 .6851476 0.89 0.382 -.7925957 2.009973
38 34 | .8327706 .9090774 0.92 0.367 -1.026502 2.692043
38 35 | .7034865 .7618674 0.92 0.363 -.8547074 2.26168
38 36 | -.0444634 .939261 -0.05 0.963 -1.965468 1.876541
38 38 | 1.749949 1.346698 1.30 0.204 -1.004359 4.504256
38 39 | 7.982207 .4647076 17.18 0.000 7.031773 8.932641
38 40 | 15.22876 .7292635 20.88 0.000 13.73725 16.72028
38 41 | 23.17419 .387864 59.75 0.000 22.38092 23.96746
38 42 | 28.87223 .776956 37.16 0.000 27.28318 30.46129
38 43 | 36.07388 .9577002 37.67 0.000 34.11517 38.0326
38 44 | 44.17505 .589846 74.89 0.000 42.96868 45.38142
38 45 | 48.68309 .6382008 76.28 0.000 47.37782 49.98836
38 46 | 58.34112 .6988847 83.48 0.000 56.91174 59.7705
38 47 | 63.77801 1.128832 56.50 0.000 61.46929 66.08673
38 48 | 69.5395 .5538935 125.55 0.000 68.40666 70.67234
38 49 | 78.6052 .5743126 136.87 0.000 77.4306 79.7798
38 50 | 84.62975 1.34846 62.76 0.000 81.87184 87.38766
38 51 | 91.79648 1.015067 90.43 0.000 89.72044 93.87253
38 52 | 98.04466 .6942201 141.23 0.000 96.62483 99.4645
38 53 | 105.3685 .978578 107.68 0.000 103.3671 107.3699
38 54 | 113.5673 .7828097 145.08 0.000 111.9663 115.1684
38 55 | 119.5251 .7288354 163.99 0.000 118.0345 121.0157
38 56 | 128.4844 .7133521 180.11 0.000 127.0255 129.9434
38 57 | 133.5414 1.195422 111.71 0.000 131.0965 135.9864
38 58 | 140.8594 .5693356 247.41 0.000 139.695 142.0238
38 59 | 147.3925 1.484878 99.26 0.000 144.3556 150.4294
38 60 | 155.3342 .6967574 222.94 0.000 153.9091 156.7592
56 1 | -.4353981 .7411865 -0.59 0.561 -1.951295 1.080498
56 2 | .3670635 1.075711 0.34 0.735 -1.833013 2.56714
56 3 | -.5740659 .5549477 -1.03 0.309 -1.709061 .5609296
56 4 | .0657318 .5711765 0.12 0.909 -1.102455 1.233919
56 5 | -.2063065 .7599222 -0.27 0.788 -1.760522 1.347909
56 6 | -1.156447 .3122062 -3.70 0.001 -1.79498 -.5179134
56 7 | -.0590544 .7666954 -0.08 0.939 -1.627123 1.509014
56 8 | -.3128089 .743813 -0.42 0.677 -1.834077 1.208459
56 9 | -.5297326 1.077463 -0.49 0.627 -2.733392 1.673927
56 10 | -.1432933 .5311437 -0.27 0.789 -1.229604 .9430176
56 11 | -1.302809 .9750776 -1.34 0.192 -3.297066 .6914491
56 12 | .4711243 .7455523 0.63 0.532 -1.053701 1.99595
56 13 | .5507069 .8185869 0.67 0.506 -1.123491 2.224905
56 14 | -.3152135 1.014359 -0.31 0.758 -2.389811 1.759384
56 15 | -.2235736 .5398104 -0.41 0.682 -1.32761 .8804625
56 16 | -.7248558 1.007424 -0.72 0.478 -2.78527 1.335558
56 17 | -.5387131 .9568228 -0.56 0.578 -2.495636 1.418209
56 18 | -.8113278 1.236346 -0.66 0.517 -3.33994 1.717284
56 19 | -.0350274 .8192965 -0.04 0.966 -1.710677 1.640622
56 20 | -.8547687 .7720638 -1.11 0.277 -2.433816 .724279
56 21 | -.4301751 .6548095 -0.66 0.516 -1.769411 .9090607
56 22 | -.2154227 1.320477 -0.16 0.872 -2.9161 2.485255
56 23 | .3451484 .6690629 0.52 0.610 -1.023239 1.713536
56 24 | .2999823 .9116895 0.33 0.744 -1.564632 2.164597
56 25 | -.6042455 .8285364 -0.73 0.472 -2.298793 1.090302
56 26 | -.1246988 .7317092 -0.17 0.866 -1.621212 1.371815
56 27 | -.2141897 .9421371 -0.23 0.822 -2.141076 1.712697
56 28 | -1.082466 .796373 -1.36 0.185 -2.711232 .5462995
56 29 | -.8267392 .7472875 -1.11 0.278 -2.355114 .7016354
56 30 | -.9380752 .9213267 -1.02 0.317 -2.8224 .9462494
56 31 | .2856325 .5281834 0.54 0.593 -.7946238 1.365889
56 32 | .0019116 1.113219 0.00 0.999 -2.274877 2.2787
56 33 | -.8626138 .7028219 -1.23 0.230 -2.300046 .5748183
56 34 | -1.585048 .9191884 -1.72 0.095 -3.464999 .2949031
56 35 | -.7557605 .7938962 -0.95 0.349 -2.37946 .8679395
56 36 | -.7342411 1.021214 -0.72 0.478 -2.822858 1.354376
56 37 | -.8727512 .5854661 -1.49 0.147 -2.070164 .3246615
56 38 | .4173959 1.24478 0.34 0.740 -2.128465 2.963257
56 39 | -2.108347 .7925318 -2.66 0.013 -3.729256 -.4874372
56 40 | -.584115 .912076 -0.64 0.527 -2.44952 1.28129
56 41 | .8573027 .6342315 1.35 0.187 -.4398463 2.154452
56 42 | -.0729094 .7679368 -0.09 0.925 -1.643517 1.497698
56 43 | -.5668641 1.024606 -0.55 0.584 -2.662418 1.52869
56 44 | -.770396 .9535331 -0.81 0.426 -2.72059 1.179798
56 45 | -1.346242 .8024432 -1.68 0.104 -2.987423 .2949387
56 46 | .4296977 .9418005 0.46 0.652 -1.496501 2.355896
56 47 | -.8615277 .7908704 -1.09 0.285 -2.479039 .7559838
56 48 | -1.330157 .9825658 -1.35 0.186 -3.33973 .6794157
56 49 | -1.344657 1.225782 -1.10 0.282 -3.851662 1.162348
56 50 | -1.55924 .9140308 -1.71 0.099 -3.428643 .3101628
56 51 | -.6348989 .7432368 -0.85 0.400 -2.154989 .8851911
56 52 | -.4315613 1.2208 -0.35 0.726 -2.928377 2.065255
56 53 | -.0581789 .9713858 -0.06 0.953 -2.044886 1.928528
56 54 | -.0270778 .872869 -0.03 0.975 -1.812295 1.75814
56 56 | -.1821628 1.075073 -0.17 0.867 -2.380934 2.016609
56 57 | 7.908278 .8946205 8.84 0.000 6.078574 9.737983
56 58 | 17.82876 .804218 22.17 0.000 16.18395 19.47357
56 59 | 25.96505 .8421089 30.83 0.000 24.24275 27.68736
56 60 | 35.58904 1.318965 26.98 0.000 32.89146 38.28663
|
_cons | 46.05389 .2379501 193.54 0.000 45.56723 46.54056
---------------------------------------------------------------------------------
Absorbed degrees of freedom:
-----------------------------------------------------+
Absorbed FE | Categories - Redundant = Num. Coefs |
-------------+---------------------------------------|
id | 30 30 0 *|
t | 60 1 59 |
-----------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation
The command also post estimation options including a built in graph option:
estat event, estore(jw)
jwdid_plot
which gives us:
