> 天鹰(中南财大——博士研究生)
E-mail: yanbinglh@163.com
双重差分模型的平行趋势假定如何检验? ——coefplot命令来告诉你(二)
上周五我们说到通过模拟数据来进一步介绍双重差分估计和平行性假定的检验。经过前三步我们已经看到结果显示双重差分模型满足平行趋势假定。今天,我们接着这个话题,介绍用图形来反映平行趋势假定。
首先,安装外部命令:
ssc install coefplot
当我们help coefplot后可以看到其众多的功能,接下来我们介绍输出图形的模式。
1、默认输出模式
coefplot Dynamic, keep(Before2 Before1 Current After1 After2 After3_) vertical recast(connect) yline(0)
保留关键变量: keep(Before2 Before1 Current After1 After2 After3_)
转置: vertical
系数连线,观察动态效果: recast(connect)
增加直线y=0: yline(0)
(说明:以下操作在Stata中运行时,存现错误)
2、优化模式
(1)plot region
coefplot Dynamic, keep(Before2 Before1 Current After1 After2 After3_) vertical ///
recast(connect) lcolor(red*0.45) lpattern(-) ///
ciopts(lcolor(edkblue*0.8)) ///
mlcolor(gs6) mfcolor(white) msize(*1.2) msymbol(h) ///
yline(0,lcolor(edkblue*0.6) lwidth(*1.0))
(2)axise
coefplot Dynamic, keep(Before2 Before1 Current After1 After2 After3_) vertical ///
recast(connect) lcolor(red*0.45) lpattern(-) ///
ciopts(lcolor(edkblue*0.8)) ///
mlcolor(gs6) mfcolor(white) msize(*1.2) msymbol(h) ///
yline(0,lcolor(edkblue*0.6) lwidth(*1.0)) ///
xlabel(,labsize(*0.75) labcolor(purple) tposition(crossing) tlcolor(gs10)) ///
ylabel(,nogrid tposition(crossing) tlcolor(gs10)) ///
(3)graphregion & plotregion & title & notes
coefplot Dynamic, keep(Before2 Before1 Current After1 After2 After3_) vertical ///
recast(connect) lcolor(red*0.45) lpattern(-) ///
ciopts(lcolor(edkblue*0.8)) ///
mlcolor(gs6) mfcolor(white) msize(*1.2) msymbol(h) ///
yline(0,lcolor(edkblue*0.6) lwidth(*1.0)) ///
xlabel(,labsize(*0.75) labcolor(purple) tposition(crossing) tlcolor(gs10)) ///
ylabel(,nogrid tposition(crossing) tlcolor(gs10)) ///graphregion(color(gs16)) ///
plotr(lcolor(edkblue) lpattern(1) lwidth(*1.5)) ///
title("Fig.1 The Dynamic Effect of the Policy") ///
note(" " " Notes: Vertical bands represent +(-)1.96 times the standard error of each point estimate", size(*0.8))
至此,我们使用coefplot命令进行双重差分模型的平行趋势假定检验就介绍完啦。小编觉着可是收获多多,不知道各位读者有没有get新技能呢~别忘了在文后给我们打赏和转发推文哟~感谢您的支持!