这篇文献中,用时间趋势作为技术的代理变量。
我想借鉴这种方法,那么在面板数据回归中这一代理变量(t这个变量)该如何设置,是直接用year,还是用i.year?
- xtreg y x1 x2 t , fe
在多期(渐进)DID(双重差分)平行趋势检验中xtreg时,这个技术的代理变量(时间趋势)又该如何设置?也就是代码第62行那个xtreg,需要将这个代理变量(t)放进去吗?如果要放进去,是直接用year,还是用i.year?
- //平行趋势检验
- gen current = ((prvID=="110000" & year>2016) | ///
- (prvID=="120000" & year>2016) | ///
- (prvID=="130000" & year>2015) | ///
- (prvID=="140000" & year>2016) | ///
- (prvID=="150000" & year>2016) | ///
- (prvID=="210000" & year>2016) | ///
- (prvID=="220000" & year>2017) | ///
- (prvID=="230000" & year>2016) | ///
- (prvID=="310000" & year>2016) | ///
- (prvID=="320000" & year>2016) | ///
- (prvID=="330000" & year>2017) | ///
- (prvID=="340000" & year>2016) | ///
- (prvID=="350000" & year>2016) | ///
- (prvID=="360000" & year>2016) | ///
- (prvID=="370000" & year>2017) | ///
- (prvID=="410000" & year>2016) | ///
- (prvID=="420000" & year>2016) | ///
- (prvID=="430000" & year>2016) | ///
- (prvID=="440000" & year>2016) | ///
- (prvID=="450000" & year>2016) | ///
- (prvID=="460000" & year>2017) | ///
- (prvID=="500000" & year>2016) | ///
- (prvID=="510000" & year>2017) | ///
- (prvID=="520000" & year>2016) | ///
- (prvID=="530000" & year>2016) | ///
- (prvID=="540000" & year>2017) | ///
- (prvID=="610000" & year>2016) | ///
- (prvID=="620000" & year>2016) | ///
- (prvID=="630000" & year>2017) | ///
- (prvID=="640000" & year>2016) | ///
- (prvID=="650000" & year>2017))
-
- gen Pre6 = f6.current
- gen Pre5 = f5.current
- gen Pre4 = f4.current
- gen Pre3 = f3.current
- gen Pre2 = f2.current
- gen Pre1 = f.current
- gen Post1 = l.current
- gen Post2 = l2.current
- gen Post3 = l3.current
- gen Post4 = l4.current
- gen Post5 = l5.current
- gen Post6 = l6.current
- gen Post7 = l7.current
- replace Pre1 = 0 if Pre1 == .
- replace Pre2 = 0 if Pre2 == .
- replace Pre3 = 0 if Pre3 == .
- replace Pre4 = 0 if Pre4 == .
- replace Pre5 = 0 if Pre5 == .
- replace Pre6 = 0 if Pre6 == .
- replace Post1 = 0 if Post1 == .
- replace Post2 = 0 if Post2 == .
- replace Post3 = 0 if Post3 == .
- replace Post4 = 0 if Post4 == .
- replace Post5 = 0 if Post5 == .
- replace Post6 = 0 if Post6 == .
- replace Post7 = 0 if Post7 == .
- xtreg pGDP Pre5 Pre4 Pre3 Pre2 Pre1 current Post1 Post2 Post3 Post4 Post5 ///
- $S prv_GDP_index year, fe
- coefplot, keep(Pre5 Pre4 Pre3 Pre2 Pre1 current Post1 Post2 Post3 Post4 Post5) ///
- vertical addplot(line @b @at) yline(0) levels(95) ///
- ciopts(recast(rcap)) scheme(s1mono)


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