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  • Event Study - estimation_window missing values generated

    Hi all
    I'm having one problems with event study analysis and I really hope you can help me with this issue
    I'm conducting an event study and the values are missing in the estimation window. So when I enter the code :
    by company_id: gen estimation_window=1 if dif<-30 & dif>=-60 only missing values are generated this is the sample of my data analysis:


    The sample of the analysis is attached with this post
    Attached Files
    Last edited by Babikir Bechir; 15 Feb 2022, 16:46.

  • #2
    Please post your example data and code using dataex.

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    • #3
      Dear Jared,
      Thank you so much for paying attention to my analysis.
      the dataset code displayed by Stata is the following: . by group_id: gen estimation_window=1 if dif<-30 & dif>=-60
      variable estimation_window already defined
      r(110);

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