Extract the vcov for the event study figure?

[jyl19]

Hi fect team,

I was wondering if it was possible to extract the variance-covariance matrix from the event study estimates generated when you run plot.fect()? I can get the ATT and SEs from $est.att, but I couldn't find where the vcov was. I'm trying to integrate HonestDiD (Rambachan and Roth 2023) with fect for a project, and that's a necessary component to generate those estimates.

Thanks!

All the best, Josh

[xuyiqing]

Dear Josh,

It's a good idea. We though about doing it, too.

Ziyi,

I think we do have it, right?

Yiqing

On Wed, Jul 12, 2023 at 2:50 PM jyl19 @.***> wrote:

Hi fect team,

I was wondering if it was possible to extract the variance-covariance matrix from the event study estimates generated when you run plot.fect()? I can get the ATT and SEs from $est.att, but I couldn't find where the vcov was. I'm trying to integrate HonestDiD (Rambachan and Roth 2023) with fect for a project, and that's a necessary component to generate those estimates.

Thanks!

All the best, Josh

— Reply to this email directly, view it on GitHub https://github.com/xuyiqing/fect/issues/31, or unsubscribe https://github.com/notifications/unsubscribe-auth/AB2PKGHCVBCKLOLWID6ZJETXP4LYTANCNFSM6AAAAAA2ICJ4FE . You are receiving this because you are subscribed to this thread.Message ID: @.***>

-- Yiqing Xu

Assistant Professor Department of Political Science Stanford University https://yiqingxu.org/

[xuyiqing]

Actually we did that in plot.fect(), I can report vcov in the program.

From: Yiqing Xu @.> Sent: Thursday, July 13, 2023 6:08 AM To: xuyiqing/fect @.>; Ziyi Liu @.> Cc: xuyiqing/fect @.>; Subscribed @.***> Subject: Re: [xuyiqing/fect] Extract the vcov for the event study figure? (Issue #31)

Dear Josh,

It's a good idea. We though about doing it, too.

Ziyi,

I think we do have it, right?

Yiqing

On Wed, Jul 12, 2023 at 2:50 PM jyl19 @. @.> > wrote:

Hi fect team,

I was wondering if it was possible to extract the variance-covariance matrix from the event study estimates generated when you run plot.fect()? I can get the ATT and SEs from $est.att, but I couldn't find where the vcov was. I'm trying to integrate HonestDiD (Rambachan and Roth 2023) with fect for a project, and that's a necessary component to generate those estimates.

Thanks!

All the best, Josh

— Reply to this email directly, view it on GitHub https://github.com/xuyiqing/fect/issues/31 , or unsubscribe https://github.com/notifications/unsubscribe-auth/AB2PKGHCVBCKLOLWID6ZJETXP4LYTANCNFSM6AAAAAA2ICJ4FE . You are receiving this because you are subscribed to this thread. https://github.com/notifications/beacon/AB2PKGESPALKOYQPGNNXQF3XP4LYTA5CNFSM6AAAAAA2ICJ4FGWGG33NNVSW45C7OR4XAZNFJFZXG5LFVJRW63LNMVXHIX3JMTHGWZLNYU.gif Message ID: @. @.> >

--

Yiqing Xu

Assistant Professor

Department of Political Science

Stanford University

https://yiqingxu.org/

[xuyiqing]

I think that maybe a good idea. Thank you, Ziyi!

On Wed, Jul 12, 2023 at 4:44 PM @.***> wrote:

Actually we did that in plot.fect(), I can report vcov in the program.

From: Yiqing Xu @.> Sent: Thursday, July 13, 2023 6:08 AM To: xuyiqing/fect < @.>; Ziyi Liu @.> Cc: xuyiqing/fect @.>; Subscribed < @.**> Subject:* Re: [xuyiqing/fect] Extract the vcov for the event study figure? (Issue #31)

Dear Josh,

It's a good idea. We though about doing it, too.

Ziyi,

I think we do have it, right?

Yiqing

On Wed, Jul 12, 2023 at 2:50 PM jyl19 @.***> wrote:

Hi fect team,

I was wondering if it was possible to extract the variance-covariance matrix from the event study estimates generated when you run plot.fect()? I can get the ATT and SEs from $est.att, but I couldn't find where the vcov was. I'm trying to integrate HonestDiD (Rambachan and Roth 2023) with fect for a project, and that's a necessary component to generate those estimates.

Thanks!

All the best, Josh

— Reply to this email directly, view it on GitHub https://github.com/xuyiqing/fect/issues/31, or unsubscribe https://github.com/notifications/unsubscribe-auth/AB2PKGHCVBCKLOLWID6ZJETXP4LYTANCNFSM6AAAAAA2ICJ4FE . You are receiving this because you are subscribed to this thread.Message ID: @.***>

--

Yiqing Xu

Assistant Professor

Department of Political Science

Stanford University

https://yiqingxu.org/

-- Yiqing Xu

Assistant Professor Department of Political Science Stanford University https://yiqingxu.org/

[jyl19]

Hi Yiqing,

That is good to hear that this is already enabled. What commands do you run to you extract the vcov?

Thanks!

Best, Josh