Hi, I did the Callaway and Sant'Anna (2021) example on page 1294 of Users Guide2.
Then, on page 1296 of the Users Guide, the coefficient of TREATED is -0.036549, but my estimate is 5.776771 (see eq01).
However, as is, if I do the CS Group-Time Effects on page 1296, I get the results on page 1297 (see spool_eq01).
Is it because my procedure is wrong that the TREATED coefficient is not -0.036549? Or is it an error in EViews13?
A bug in the DID?
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A bug in the DID?
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: A bug in the DID?
Bug in EViews for that initial estimate - thanks for reporting, we'll issue a fix asap.
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: A bug in the DID?
Thank you for releasing the Patch !
I estimate using Nov 7 2023 build ver, the coefficient of TREATED is now -0.036549, as written on page 1296 of the Users Guide2.
I estimate using Nov 7 2023 build ver, the coefficient of TREATED is now -0.036549, as written on page 1296 of the Users Guide2.
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13323
- Joined: Tue Sep 16, 2008 5:38 pm
Re: A bug in the DID?
Great. You can verify that is the correct number by estimating a two-way fixed effects Least Squares model with a constant and Treated as the regressor.
Command:
Command:
Code: Select all
equation eq_test.ls(cx=f, per=f) lemp c treated
show eq_test
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