*************************************************************** // Filename: test_sun_shapiro_longdiff.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 * pre/post for Long Difference gen PR = (pr_link_i > 0) capture: drop pre post gen pre = (year<1995) gen post = (year>1995) foreach var in pre post { gen PR_`var' = (`var'==1)*PR } summ pr_link_i if base_emp > 0, d scalar iqr = r(p75)-r(p25) * Create Decile bins of PR Exposure xtile bin_pr_link = pr_link_i, nq(10) * create bin1, bin2, ..., bin10 where bin1 is totally unaffected group * Check if bin1's PR exposure = 0 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 = 3/10 { 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 } forval i = 3/10 { preserve // local i = 3 keep if reg_sample`i'==1 tab bin_pr_link di `avg_pr_link' eststo emp_`i': reghdfe emp_growth PR_pre PR_post [aw=wgt], a(i.pid i.year#i.industr ) cl(fips_state indust ) nocons lincom PR_post 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[PR_post] / r(mean), "%8.3fc") estadd local iqr_adj_pr_link = string(r(mean)/iqr, "%8.3fc") estadd local beta_pr_scaled_iqr = string( _b[PR_post] / r(mean)/iqr, "%8.3fc") // est save ster/emp_reg_long_`i', replace restore } esttab emp_* using sun_shapiro_pr_bin_pooled.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("Pooled 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("Bin3" "Bin4" "Bin5" "Bin6" "Bin7" "Bin8" "Bin9" "Bin10") /// nostar nonotes nonum nogap replace label nocons collabels(none) varwidth(40)