gen period = date -2020
forvalues i=8(-1)1{
gen pre_`i'=(period == -`i'& du==1)
}
drop pre_1
gen current = (period ==0 & du==1)
forvalues j=1(1)7{
gen time_`j'=(period ==`j'& du==1)
}
xtreg roea did time du pre_* current time_* i.date,fe
coefplot ,keep(pre_* current time_*) vertical recast(connect) yline (0) xline (7,lp(dash))
运行后,显示(.: no coefficients found, all dropped, or none kept)
(nothing to plot)
是什么原因?采用的是季度数据


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