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

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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 <#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 <#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: ***@***.*** ***@***.***> >

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

[xuyiqing]

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

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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 <#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