Generating an Event Study Graph with treatment heterogeneity

[Pablo Baldor]

Hello,

I have panel data on firms from time 1 to 48, with an outcome variable Y and a continuous treatment variable Treatment. Treatment occurs at t = 24.

I want to create an event study graph differentiating by firm size (small, medium, large) while avoiding the need to run three separate regressions. The following model includes all the coefficients that need to be plotted:

Code:

reghdfe Y ib24.event_time##i.firmsize##c.treatment, absorb(CCC event_time) cluster(firmcode) nocons

How can I use coefplot to ensure that the three coefficients corresponding to a particular event time are plotted together?

Thank you very much.

[Andrew Musau]

Can you create a reproducible example? See FAQ Advice #12 on how to do that. Note that coefplot is from SSC.