Claude/respond to request 011 c uf um nex zjf ft ayo gb s3k#3
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Claude/respond to request 011 c uf um nex zjf ft ayo gb s3k#3
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The baseline row was missing the relative_time column, causing is_baseline to be NA instead of TRUE. This resulted in the baseline point being dropped from plots when plot_es() filters out rows with NA values. Added relative_time = as.integer(baseline) to the baseline_row tibble creation in the classic method section, ensuring that: - The baseline row has the correct relative_time value - The is_baseline flag is properly set to TRUE for the baseline row - plot_es() correctly displays the baseline point and doesn't connect non-adjacent points
Changed the classic event study specification to use proper interaction
terms (treat × relative_time) instead of treating the treatment variable
as time-varying. This resolves collinearity issues with fixed effects.
Key changes:
1. Calculate relative_time (k_vec) for all observations, not just treated ones
2. Add treatment group indicator (..treat) to model data
3. Use fixest::i() function to create proper interaction terms:
i(..f, ..treat, ref = baseline)
4. Update term name extraction to handle i() output format
5. Modify .compute_metadata() to use treatment indicator for counting
This ensures that:
- Event dummies are created as treat × 1{relative_time = k}
- The specification avoids collinearity with individual and time fixed effects
- Control group observations are properly included in the regression
- The model correctly implements two-way fixed effects event study design
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