2021-11-04

Using the excellent eventstudyinteract this morning and needed to pipe the results to esttab rather than coefplot. A quick Google lead to this which seemed more hassle than it should be.

Here’s a quick hack to tack on the end of the example from help eventstudyinteract.

After you estimate:

eventstudyinteract ln_wage g_* g0-g18, ///
  cohort(first_union) ///
  control_cohort(never_union) ///
  covariates(south) ///
  absorb(i.idcode i.year) ///
  vce(cluster idcode)
esttab

Here esttab doesn’t give you are after, because the estimates of g_* g0-g18 you’re interested in are stored in e(b_iw) and e(V_iw) but esttab looks in e(b) and e(V). Ben Jann’s erepost (ssc install erepost) makes it simple to put to put the results where esttab can find them:

matrix b_iw = e(b_iw)
matrix V_iw = e(V_iw)
erepost b = b_iw V = V_iw // ssc install erepost
esttab

Now esttab gives you what you’re after.

Some things to keep in mind:

1. All the other ereturn output is left undisturbed so you can use it as you normally would.
2. erepost has overwritten the original estimates so it’s probably worth setting them aside using estimates store in case you’re interested in the controls etc.
3. Plots are often better than tables, especially for this sort of thing.