各位大神,我想做政策和时间冲击下DID模型的安慰剂检验,我的代码如下:
forvalue i=1/1000{
sysuse auto, clear
g obs_id=_n
gen random_digit= runiform()
sort random-digit
g random-id=_n
preserve
keep random_id interaction
rename interaction random_interaction
rename random_id id
label var id
save random_interaction, replace
restore
drop random_digit random_id interaction
rename obs_id id
label var id
save rawdata, replace
use rawdata,clear
merge 1:1 id using random_interaction, nogen
xtreg combinationnum random_interaction unemploymentrate gdpgrowthrate inflationrate population distcap comlang contig resourcerent wto gdppercapita
g _b_random_interaction= _b[random_interaction]
g _se_random_interaction= _se[random_interaction]
keep _b_random_interaction _se_random_interaction
duplicates drop _b_random_interaction, force
save placebo`i', replace
}
use placebo`i', clear
forvalue i=2/1000{
append using placebo`i'
}
gen tvalue= _b_random_interaction/ _se_random_interaction
kdensity tvalue, xtitle("t值") ytitle("分布") saving(placebo_test)
forvalue i=1/1000{
erase placebo`i'.dta
}
然后stata出现variable digit not found
r(111);
file placebo.dta not found
r(601);
错误,这是我从别人那参考的代码,求大神指点哪里写错了?
我的因变量是combinationnum, 自变量是bri post interaction交互项,剩下的都是控制变量,固定时间效应。