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  • I got different result from xtreg and eventdd

    Hello,
    I have unbalanced panel data, the DV is shortage, and the Independent variable civica_status that takes 0 before the event and 1 after the event happened. Not all the observations got treated.
    I used the command
    Code:
    xi: xtreg shortage civica_status  i.date lead4 lead3 lead2 lead1 lag1-lag3, fe vce(cluster NDCid)
    and
    Code:
    eventdd shortage civica_status i.date, fe timevar(dif) ci(rcap) level(95) cluster(NDCid) accum lags(3) leads(4) graph_op(ytitle("Civica"))
    but I got different results from each of them! Shouldn't the result be the same?

    Thanks,

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