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***************************************************************
// Filename: test_sun_shapiro_cutbins.do
// Author: eddie yu
// Date: 2023-10-16
// Task: Sun and Shapiro Test
//
***************************************************************
clear all
snapshot erase _all
est clear
cd "$output/Work2024"
use "$data/Replication Data/figure6_data_A.dta", clear
* Create Decile bins of PR Exposure
local idx = 1
gen bin_pr_link = `idx' if pr_link_i == 0
foreach j in 0.5 1 1.5 2 2.5 3 3.5 4 {
di `j'
local idx = `idx' + 1
replace bin_pr_link = `idx' if pr_link_i > `j' - 0.5 & pr_link_i <= `j'
summ pr_link_i if bin_pr_link == `idx'
}
replace bin_pr_link = `idx' + 1 if pr_link_i > 4
tab bin_pr_link, summ(pr_link_i) // 40% of sample has PR exposure = 0
* create sample of regression to run DiD w/ TWFE
forval v = 2/10 {
gen reg_sample`v' = 0
replace reg_sample`v' = 1 if bin_pr_link == `v' | bin_pr_link == 1
tab bin_pr_link if reg_sample`v' == 1 // check if we have totally unaffected & each group
}
// Graphs
xi i.year|pr_link_i , noomit
drop _IyeaXp*1995
xi bin_pr_link, noomit
forval i = 2/10 {
preserve
// local i = 2
keep if reg_sample`i'==1
tab bin_pr_link
di `avg_pr_link'
eststo emp_`i': reghdfe emp_growth _IyeaX* [aw=wgt], a(i.pid i.year#i.industr) cl(fips_state indust ) nocons
lincom _IyeaXpr__2012
estadd local beta_pr = string(r(estimate), "%8.3fc")
estadd local se_pr = "(" + string(r(se), "%8.3fc") + ")"
estadd local p_pr = "[" + string(r(p), "%8.3fc") + "]"
estadd local ci_pr = "[" + string(r(lb), "%8.3fc") + "," + string(r(ub), "%8.3fc") + "]"
estadd local lb_pr = string(r(lb), "%8.3fc")
estadd local ub_pr = string(r(ub), "%8.3fc")
summ pr_link_i if pr_link_i > 0, d
estadd local avg_pr_link = string(r(mean), "%8.3fc")
estadd local beta_pr_scaled = string( _b[_IyeaXpr__2012] / r(mean), "%8.3fc")
estadd local iqr_adj_pr_link = string(r(mean)/(r(p75)-r(p25)), "%8.3fc")
estadd local beta_pr_scaled_iqr = string( _b[_IyeaXpr__2012] / (r(mean)/(r(p75)-r(p25))), "%8.3fc")
// est save ster/emp_reg_`i', replace
restore
}
esttab emp_* using sun_shapiro_pr_cutbins_longdiff.tex, drop(*) stats(beta_pr se_pr p_pr ci_pr avg_pr_link beta_pr_scaled iqr_adj_pr_link beta_pr_scaled_iqr N, ///
labels("Long Diff Estimate" "s.e." "p-val" "95\% CI" ///
"Mean PR Exposure" "Estimate / Mean PR Exposure" "Mean PR Exposure (IQR adjusted)" "Estimate / IQR adjusted PR Exposure")) ///
mtitles("Bin2" "Bin3" "Bin4" "Bin5" "Bin6" "Bin7" "Bin8" "Bin9" "Bin10") ///
nostar nonotes nonum nogap replace label nocons collabels(none) varwidth(40)