Open emmiobara opened 10 months ago
Hi @emmiobara, will you post here or email me a screenshot of the estimated ATT(g,t)'s that you are getting.
Thanks, Brant
Hi @bcallaway11 ,
I've sent you a screenshot of the output via email.
Emmi
Hi to both of you,
were you able to sort out this issue? I'm experiencing the same issue and would like to be able to get the actual p-values for pre-trends...
Thanks a lot in advance!
Best, Anne
Hi Anne,
I was not able to figure out this issue. Unfortunate, but I'm weirdly glad to see that this isn't just an issue with our data.
Best, Emmi
Hello,
I wanted to follow-up on this issue as well. My team is working on a program evaluation that involves staggered treatment timing and we've seen some results where the P-value for pre-test of parallel trends assumption = 0. Does that mean that there's an error going on somewhere/we should not trust the regression output or is it just a very small p-value?
I'm happy to provide additional information if that would be helpful, thanks!
Best, Leigh
Hello everyone, I'm glad other people are following up on this as well. I would still be happy to hear back about this because I could not fix the issue myself. Best, Anne
Hello,
We're using the did package and the output of the p-value of the Wald statistic for pre-testing the parallel trends assumption = 0 in many of our analyses. However, the dynamic aggregation of the ATTs does not show any of the event times pre-zero as statistically significant. The summary of the group-time ATEs also do not show any of the pre-treatment periods as statistically significant. In addition, all of our plots show the confidence intervals of the pre-zero periods crossing 0. We have checked the coding of the group and time variables and they seem to fit the required data structure.
Any ideas as to why the p-value for the pre-test of parallel trends is 0?
Thanks!