代码如下:
gen event = year-first
replace event = -5 if event < -5
replace event = 5 if event > 5
tab event
forvalues i=5(-1)1{
gen pre`i'=(event==-`i')
}
gen current= (event==0)
forvalues i=1(1)5{
gen post`i'=(event==`i')
}
drop pre1
xtreg y pre* current post* i.year,fe r