Comments (2)
@DiegoCiccia a question for did_multiplegt
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Dear all,
I am Diego from Clément de Chaisemartin's RA Team.
Thanks for your interest in did_multiplegt!
From the second error line, it seems that the command was not able to compute all the effects and/or placebos requested.
From the first error line, it seems that the command failed to estimate the fifth dynamic effect.
In did_multiplegt, when there is no group with an n-th period after the first switch, the command halts and gives the error above. We changed this feature in did_multiplegt_dyn, whereby the program estimates all the effects that can be estimated, while leaving a message about the effects that could not be estimated.
Here's an example:
clear
set obs 36
gen group = mod(_n-1, 6) + 1
bys group: gen time = _n
sort group time
gen D = time >= group + 1 & group > 2
gen Y = uniform() * (D + 1)
In this DGP, group 3 has the highest amount of post-switch periods (3). If we try to estimate more effects than that, did_multiplegt gives the same error as the one reported in the original post:
did_multiplegt Y group time D, robust_dynamic dynamic(4) breps(10)
Notice that the effects that could have been computed (Effect_0 to Effect_2 in did_multiplegt notation) are still retrievable from ereturn, even though the table is not displayed.
Instead, in did_multiplegt_dyn the estimation routine does not halt, even though a message is displayed in the console:
did_multiplegt_dyn Y group time D, effects(4)
To this end, it should be enough to install did_multiplegt_dyn and run your model with it.
If there are any further issues, please refer to the did_multiplegt_dyn GitHub page and/or contact us via email.
Best,
Diego
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