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PR for #165: prepare release xtevent 3.0.0 (#168)
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* #165 xtevent main branch on 26-Oct-2023

* Incorporates Stata Journal submission as citation

@Constantino-Carreto-Romero @jorpppp fyi

* #165 updated name of normalization label option

* #165 edits to xtevent help file

* #165 add v.3.0.0 description to README

* #165 add issue links

* Update README.md

Updates citation for #165

* #165 Update version statements in ado files

* #165 simplify v3.0.0 description

* #165 update latest version statement

* #165 Update acknowledgments

* #165 Update release.txt

There are no updates for install.txt

* #165 Update version dependencies

* #165 delete issue folder

This folder contains the package sent to the Stata Journal

* #165 change installation order in dependency list

* #165 install the github version of ivreghdfe

* #165 update release date

* #165 update release date in ado files and help files

* #165 add to readme note about option's updated name

* #165 update realease.txt for version 3.0.0

* #165 update xtevent.pkg for version 3.0.0

* #165 specify in README new option name

---------

Co-authored-by: jmshapir <[email protected]>
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15 changes: 12 additions & 3 deletions README.md
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Expand Up @@ -7,12 +7,19 @@
`xtevent` is a Stata package to estimate linear panel event-study models. It includes three commands: `xtevent` for estimation; `xteventplot` to create event-study plots and; `xteventtest` for post-estimation hypotheses testing.


- Last version: 2.2.0 (15mar2023)
- Last version: 3.0.0 (23feb2024)
- Current SSC version: 2.2.0 (15mar2023)
-----------

### Updates

* **Version 3.0.0 (jan2024)**:
- Increase default replications for sup-t confidence intervals: [#153](https://github.com/JMSLab/xtevent/issues/153)
- Change the name of the option to omit the label for the value of the dependent variable from `nominus1label` to `nonormlabel`: [#152](https://github.com/JMSLab/xtevent/issues/152)
- Fixed bugs present in version 2.2.0: [#155](https://github.com/JMSLab/xtevent/issues/155), [#159](https://github.com/JMSLab/xtevent/issues/159), [#166](https://github.com/JMSLab/xtevent/issues/166)
- Clarifications in the documentation: [#152](https://github.com/JMSLab/xtevent/issues/152), [#161](https://github.com/JMSLab/xtevent/issues/161), [#163](https://github.com/JMSLab/xtevent/issues/163)
- See [here](https://github.com/JMSLab/xtevent/releases/tag/v3.0.0) for the complete update list.

* **Version 2.2.0 (15mar2023)**:
- Add `cohort` and `control_cohort` to obtain estimates using [Sun and Abraham's (2021)](https://www.sciencedirect.com/science/article/pii/S030440762030378X) method.
- Add `repeatedcs`option and `get_unit_time_effects`command to estimate event-studies in repeated cross-section settings.
Expand Down Expand Up @@ -217,5 +224,7 @@ Our YouTube channel, [Linear Panel Event-Study Design](https://www.youtube.com/w

### Citation

Simon Freyaldenhoven, Christian Hansen, Jorge Pérez Pérez, and Jesse M. Shapiro. "Visualization, Identification, and Estimation in the Panel Event-Study Design." [NBER Working Paper No. 29170](https://www.nber.org/papers/w29170),
August 2021.
Simon Freyaldenhoven, Christian Hansen, Jorge Pérez Pérez, and Jesse M. Shapiro. "Visualization, Identification, and Estimation in the Linear Panel Event-Study Design." [NBER Working Paper No. 29170](https://www.nber.org/papers/w29170),
August 2021; forthcoming in _Advances in Economics and Econometrics: Twelfth World Congress_.

Simon Freyaldenhoven, Christian Hansen, Jorge Pérez Pérez, Jesse M. Shapiro, and Constantino Carreto. "Estimation and Visualization in the Linear Panel Event-Study Design." [Article to accompany Stata package](https://scholar.harvard.edu/sites/scholar.harvard.edu/files/shapiro/files/xtevent.pdf), October 2023.
15 changes: 9 additions & 6 deletions dependency.do
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@@ -1,6 +1,9 @@
cap ssc install reghdfe // v04.1.10
cap ssc install ftools // v2.37.0
cap ssc install ivreghdfe // v04.1.10
cap ssc install ivreg2 // v04.1.11
cap ssc install ranktest // v02.0.04
cap ssc install avar // v01.0.07
cap ssc install ftools // v2.49.1
cap ssc install reghdfe // v6.12.3
cap ssc install ivreg2 // v4.1.11
* For ivreghdfe, trying to install the github version
cap net install ivreghdfe, from(https://raw.githubusercontent.com/sergiocorreia/ivreghdfe/master/src/)
* if installation failed, install the ssc version
if _rc cap ssc install ivreghdfe // v1.0.0
cap ssc install ranktest // v2.0.04
cap ssc install avar // v1.0.07
24 changes: 12 additions & 12 deletions test/test.do
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Expand Up @@ -32,29 +32,29 @@ xtevent y eta, policyvar(z) panelvar(z) window(5)
xtevent y eta, policyvar(z) timevar(z) window(5)
*/

* Testing noci, nosupt, nozeroline, nominus1label
* Testing noci, nosupt, nozeroline, nonormlabel
xtevent y eta, policyvar(z) timevar(t) window(5)
xteventplot, noci
xteventplot, nosupt
xteventplot, nozeroline
xteventplot, nominus1label
xteventplot, nonormlabel

* Test combinations
xteventplot, noci nozeroline
xteventplot, noci nominus1label
xteventplot, noci nonormlabel
xteventplot, nosupt nozeroline
xteventplot, nosupt nominus1label
xteventplot, nosupt nonormlabel

* A common axis plot with labels
gen y2 = y + 5
xtevent y eta, policyvar(z) timevar(t) window(5)
loc lab : di %-9.2f `=e(y1)'
loc lab=strtrim("`lab'")
xteventplot, nominus1label ylab(-3 0 `"0 (`lab')"' 3) name(g1) /* " */
xteventplot, nonormlabel ylab(-3 0 `"0 (`lab')"' 3) name(g1) /* " */
xtevent y2 eta, policyvar(z) timevar(t) window(5)
loc lab : di %-9.2f `=e(y1)'
loc lab=strtrim("`lab'")
xteventplot, nominus1label ylab(-3 0 `"0 (`lab')"' 3) name(g2) /* " */
xteventplot, nonormlabel ylab(-3 0 `"0 (`lab')"' 3) name(g2) /* " */
graph combine g1 g2
drop y2

Expand Down Expand Up @@ -285,12 +285,12 @@ xtevent y eta, policyvar(z) panelvar(z) window(5)
xtevent y eta, policyvar(z) timevar(z) window(5)
*/

* Testing noci, nosupt, nozeroline, nominus1label
* Testing noci, nosupt, nozeroline, nonormlabel
xtevent y , policyvar(z) timevar(t) window(5)
xteventplot, noci
xteventplot, nosupt
xteventplot, nozeroline
xteventplot, nominus1label
xteventplot, nonormlabel

* Test if/in
xtevent y if i<100, panelvar(i) timevar(t) policyvar(z) window(5) plot
Expand Down Expand Up @@ -424,12 +424,12 @@ xtevent y , policyvar(z) panelvar(z) window(5) proxy(x)
xtevent y , policyvar(z) timevar(z) window(5) proxy(x)
*/

* Testing noci, nosupt, nozeroline, nominus1label
* Testing noci, nosupt, nozeroline, nonormlabel
xtevent y , policyvar(z) timevar(t) window(5) proxy(x)
xteventplot, nosupt
xteventplot, noci
xteventplot, nozeroline
xteventplot, nominus1label
xteventplot, nonormlabel

* Test if/in
xtevent y if i<100, panelvar(i) timevar(t) policyvar(z) window(5) proxy(x) plot
Expand Down Expand Up @@ -486,11 +486,11 @@ xtevent y eta, policyvar(z) panelvar(z) window(5) trend(-3 5)
xtevent y eta, policyvar(z) timevar(z) window(5) trend(-3 5)
*/

* Testing noci, nosupt, nozeroline, nominus1label
* Testing noci, nosupt, nozeroline, nonormlabel
xteventplot, noci
xteventplot, nosupt
xteventplot, nozeroline
xteventplot, nominus1label
xteventplot, nonormlabel

* Must fail
* xtevent y eta if i<100, panelvar(i) timevar(t) policyvar(z) window(5) trend(-8 5)
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4 changes: 2 additions & 2 deletions xtevent.pkg
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Expand Up @@ -10,7 +10,7 @@ d Support:
d https://github.com/JMSLab/xtevent/issues
d Jorge Pérez Pérez ([email protected])
d
d Distribution-Date: 20220812
d Distribution-Date: 20240223
d License: MIT
d

Expand All @@ -27,4 +27,4 @@ f ./xtevent/xtevent.sthlp
f ./xtevent/xteventplot.ado
f ./xtevent/xteventplot.sthlp
f ./xtevent/xteventtest.ado
f ./xtevent/xteventtest.sthlp
f ./xtevent/xteventtest.sthlp
2 changes: 1 addition & 1 deletion xtevent/get_unit_time_effects.ado
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@@ -1,4 +1,4 @@
*! get_unit_time_effects.ado 2.2.0 March 15 2023
*! get_unit_time_effects.ado 3.0.0 February 23, 2024

version 11.2

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2 changes: 1 addition & 1 deletion xtevent/get_unit_time_effects.sthlp
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@@ -1,6 +1,6 @@

{smcl}
{* *! version 2.2.0 Mar 15 2023}{...}
{* *! version 3.0.0 Feb 23 2024}{...}
{cmd:help get_unit_time_effects}
{hline}

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12 changes: 5 additions & 7 deletions xtevent/release.txt
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@@ -1,4 +1,4 @@
xtevent 2.2.2 - Mar 15, 2023
xtevent 3.0.0 - February 23 2024


Authors:
Expand All @@ -18,10 +18,8 @@ Simon Freyaldenhoven, Christian Hansen, Jorge Pérez Pérez, and Jesse M. Shapir


Changelog:
- Add cohort and control_cohort to obtain estimates using Sun and Abraham's (2021) method.
- Add repeatedcsoption and get_unit_time_effectscommand to estimate event-studies in repeated cross-section settings.
- Add noestimate option to savek() to generate event-time dummies without estimating the regression model.
- Enable clustered and robust standard erros for IV estimation without reghdfe.
- Fixed bugs present in version 2.1.1.
- Increase default replications for sup-t confidence intervals.
- Change the name of the option to omit the label for the value of the dependent variable from -nominus1label- to -nonormlabel-.
- Fixed bugs present in version 2.2.0.

For more information, see https://github.com/JMSLab/xtevent/releases/tag/v2.2.0.
For more information, see https://github.com/JMSLab/xtevent/releases/tag/v3.0.0.
2 changes: 1 addition & 1 deletion xtevent/xtevent.ado
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@@ -1,4 +1,4 @@
*! xtevent.ado 2.2.0 Mar 15 2023
*! xtevent.ado 3.0.0 February 23, 2024

version 11.2

Expand Down
8 changes: 4 additions & 4 deletions xtevent/xtevent.sthlp
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@@ -1,6 +1,6 @@

{smcl}
{* *! version 2.2.0 Mar 15 2023}{...}
{* *! version 3.0.0 Feb 23 2024}{...}
{cmd:help xtevent}
{hline}

Expand Down Expand Up @@ -75,7 +75,7 @@ See {help xteventtest} for hypothesis testing after estimation and {help xtevent
{pstd}
{cmd: xtevent} estimates the effect of a policy variable of interest on a dependent variable using a panel event-study
design. Additional control variables can be included in {it:varlist}. The command allows for estimation when a pre-trend
is present usingthe instrumental variables estimator of Freyaldenhoven et al. (2019). It also allows estimation in
is present using the instrumental variables estimator of Freyaldenhoven et al. (2019). It also allows estimation in
settings with heterogeneous effects by cohort using the Interaction Weighted Estimator of Sun and Abraham (2021).{p_end}


Expand Down Expand Up @@ -424,6 +424,6 @@ and Estimation in the Linear Panel Event-study Design". Working paper.

{title:Acknowledgements}
{pstd}We are grateful to Veli Andirin, Mauricio Cáceres, Richard Calvo, Constantino Carreto, Kathryn Dawson-Townsend, Theresa Doppstadt,
Ángel Espinoza, Miguel Fajardo-Steinhauser Samuele Giambra, Ray Huang, Chandra Kant Dhakal, Panagiotis Konstantinou, Per Lidbom,
Ángel Espinoza, Miguel Fajardo-Steinhauser, Samuele Giambra, Ray Huang, Chandra Kant Dhakal, Panagiotis Konstantinou, Per Lidbom,
Isabel Z. Martínez, Diego Mayorga, Eric Melse, Stefano Molina, Asjad Naqvi, Anna Pasnau, Nathan Schor, Emily Wang, Matthias Weigand,
and Wenli Xu for contributions to development and for testing earlier versions of this command.
Wenli Xu, Santiago Hermo, René Nieto, and Ryan Kobler for contributions to development and for testing earlier versions of this command.
2 changes: 1 addition & 1 deletion xtevent/xteventplot.ado
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@@ -1,4 +1,4 @@
* xteventplot.ado 2.2.0 Mar 15 2023
*! xteventplot.ado 3.0.0 February 23, 2024

version 11.2

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2 changes: 1 addition & 1 deletion xtevent/xteventplot.sthlp
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@@ -1,5 +1,5 @@
{smcl}
{* *! version 2.2.0 Mar 15 2023}{...}
{* *! version 3.0.0 Feb 23 2024}{...}
{cmd:help xteventplot}
{hline}

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2 changes: 1 addition & 1 deletion xtevent/xteventtest.ado
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@@ -1,4 +1,4 @@
*! xteventtest.ado 2.2.0 Mar 15 2023
*! xteventtest.ado 3.0.0 February 23, 2024

version 11.2

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2 changes: 1 addition & 1 deletion xtevent/xteventtest.sthlp
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@@ -1,5 +1,5 @@
{smcl}
{* *! version 2.2.0 Mar 15 2023}{...}
{* *! version 3.0.0 Feb 23 2024}{...}
{cmd:help xteventtest}
{hline}

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