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csdid2 - Copy/README.md

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+# csdid2
+New Version of CSDID. All in Mata
+
+Hi, this is a new version of csdid that is now fully integrated into Mata. 
+Thus is faster a more veratile that before!
+
+You can see for yourself how it works:
+
+```stata
+* loads data from a repository
+ssc install frause
+frause mpdta, clear
+* This will generate everything, but show nothing! unless you request it.
+* this can be done using the options agg(attgt) or agg(group) etc
+. csdid2 lemp, ivar(countyreal) tvar(year) gvar(first)
+Always Treated units have been excluded
+----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 
+............
+* However after that is done, you can just use estat to produce outcomes you want
+
+. estat event
+------------------------------------------------------------------------------
+             | Coefficient  Std. err.      z    P>|z|     [95% conf. interval]
+-------------+----------------------------------------------------------------
+     Pre_avg |   .0018283    .007657     0.24   0.811    -.0131791    .0168357
+    Post_avg |  -.0772398    .019965    -3.87   0.000    -.1163705   -.0381092
+         tm3 |   .0305067   .0150336     2.03   0.042     .0010414    .0599719
+         tm2 |  -.0005631   .0132916    -0.04   0.966    -.0266142    .0254881
+         tm1 |  -.0244587   .0142364    -1.72   0.086    -.0523616    .0034441
+         tp0 |  -.0199318   .0118264    -1.69   0.092    -.0431111    .0032474
+         tp1 |  -.0509574   .0168935    -3.02   0.003     -.084068   -.0178468
+         tp2 |  -.1372587   .0364357    -3.77   0.000    -.2086713   -.0658461
+         tp3 |  -.1008114   .0343592    -2.93   0.003    -.1681542   -.0334685
+------------------------------------------------------------------------------
+* This produces Asymptotic Standard errors by default. But you can also reqyest bootstrap (no saverif anymore)
+
+. estat event, wboot
+---------------------------------------------------------------------
+            | Coefficient  Std. err.      t      [95% conf. interval]
+------------+--------------------------------------------------------
+    Pre_avg |   .0018283   .0076744     0.24    -.0172037    .0208603
+   Post_avg |  -.0772398    .020526    -3.76    -.1281428   -.0263368
+        tm3 |   .0305067   .0156614     1.95    -.0083324    .0693458
+        tm2 |  -.0005631    .013331    -0.04    -.0336231    .0324969
+        tm1 |  -.0244587   .0147201    -1.66    -.0609636    .0120462
+        tp0 |  -.0199318   .0116118    -1.72    -.0487284    .0088648
+        tp1 |  -.0509574   .0162214    -3.14    -.0911853   -.0107294
+        tp2 |  -.1372587   .0367764    -3.73    -.2284616   -.0460559
+        tp3 |  -.1008114   .0358325    -2.81    -.1896734   -.0119493
+---------------------------------------------------------------------
+WildBootstrap Standard errors
+with 999 Repetitions
+
+** But the fun doesnt end there. You can also plot!
+. estat event, wboot plot
+[Plot not included but you can check it out]
+```
+
+Now the biggest difference (if you notice) is that all the IF information is kept in memory using Mata. 
+So, if you do something else, you may want to clean the created objects:
+
+```
+csdid2 , clear
+```
+
+Or, probably better, save the object in disk, so you can come back to the analysis If needed. 
+
+```
+csdid2 save_ex1, save 
+clear all
+csdid2 save_ex1, load
+```
+
+Of course, the only caveat you may have to use csdid2 to do the deed, instead of estat 
+
+```
+csdid2 event, estat
+```
+
+Couple of notes. When using very large samples (many groups/periods/observations) you will need a lot of memory to keep it all in memory.
+In general, you should plan to have atleast:
+
+(nobs x (# periods) x ( # groups) x 16 /1024^3) GB 
+of memory to store all the info needed. Which will stay in memory until you use `csdid2, clear`.
+
+For most applications that would be fine, but I recall some people using 10gb datasets, which may find problems.
+
+Last note!
+
+you need to copy all files in this repository on your ado/personal folder. And start from a new Stata session for it to work.
+Fernando
+
+
+

csdid2 - Copy/compiler.do

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+cd "C:\Users\Fernando\Documents\GitHub\stpackages\csdid2"
+clear all
+
+run drdid.mata
+run csdid.mata
+run csdid_stats.mata
+mata:mata mlib create lcsdid , replace
+mata:mata mlib add    lcsdid *() , complete 
+