Sup-t bands are not calculated if a coefficient was omitted in the regression

JMSLab / xtevent

Stata package -xtevent-

MIT License

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Open Constantino-Carreto-Romero opened 4 months ago

Constantino-Carreto-Romero commented 4 months ago

When running the following example

use example31.dta, clear
xtevent y eta , panelvar(i) timevar(t) policyvar(z) window(-9 8) reghdfe
xteventplot, ytitle(coefficient)

we get the following error message. The error seems to happen in the supt code. It might be related to https://github.com/JMSLab/xtevent/pull/172/files