staggered
Table of contents
Notes
- Based on: Roth and Sant’Anna 2023
- Program version (if available): version 0.7.1 24Sep2024
- Last checked: Nov 2024
Installation
ssc install staggered, replace
Take a look at the help file:
help staggered
Test the command
Please make sure that you generate the data using the script given here
Let’s try the basic staggered command:
staggered Y, i(id) t(t) g(gvar) estimand(eventstudy) eventTime(-10/10)
and we get this output:
(warning: e(V) is a diagonal matrix of SEs, not a full vcov matrix)
Staggered Treatment Effect Estimate Number of obs = 1,800
------------------------------------------------------------------------------
| Adjusted
| Coefficient std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
gvar -10 | 9.304067 .4996601 18.62 0.000 8.324751 10.28338
-9 | 9.787764 .6209413 15.76 0.000 8.570741 11.00479
-8 | 10.01082 .5978471 16.74 0.000 8.839057 11.18257
-7 | 9.569863 .5851203 16.36 0.000 8.423048 10.71668
-6 | 9.87556 .6564452 15.04 0.000 8.588951 11.16217
-5 | 10.13594 .5682056 17.84 0.000 9.022282 11.24961
-4 | 8.770024 .4246769 20.65 0.000 7.937672 9.602375
-3 | 8.64266 .3522466 24.54 0.000 7.952269 9.333051
-2 | 9.083506 .3091394 29.38 0.000 8.477604 9.689408
-1 | 9.249542 .3714874 24.90 0.000 8.52144 9.977644
0 | -.0439985 .2793774 -0.16 0.875 -.5915681 .5035711
1 | 7.357605 1.382526 5.32 0.000 4.647904 10.06731
2 | 13.78912 1.325263 10.40 0.000 11.19165 16.38658
3 | 19.75595 1.33892 14.76 0.000 17.13171 22.38018
4 | 25.76031 1.372833 18.76 0.000 23.0696 28.45101
5 | 32.51529 1.378378 23.59 0.000 29.81371 35.21686
6 | 39.04744 1.445284 27.02 0.000 36.21473 41.88014
7 | 44.62738 1.330505 33.54 0.000 42.01964 47.23512
8 | 50.92396 1.321695 38.53 0.000 48.33349 53.51444
9 | 57.47601 1.415283 40.61 0.000 54.70211 60.24991
10 | 63.62182 1.306207 48.71 0.000 61.0617 66.18193
------------------------------------------------------------------------------
Graph is generated following the process described here:
tempname CI b
mata st_matrix("`CI'", st_matrix("r(table)")[5::6, .])
mata st_matrix("`b'", st_matrix("e(b)"))
coefplot matrix(`b'), ci(`CI') vertical yline(0)
