One way of treating heterogeneous impact of staggered laws is to use did_multiplegt method developed by Clément de Chaisemartin.

When running the code suggested, I have the result as below, I do not understand how to read the result because there is no p-value or -t-value, so on and so forth

The code is

did_multiplegt Y TYPE2 yr pt, robust_dynamic dynamic(5) placebo(5) breps(100) cluster(TYPE2) controls($independentvars)

The result is

enter image description here


I've email Xavier D'Haultfoeuille about this.

This was his reply.

It works, I've used the code myself.

Stata code (after having run did_multiplegt):

ereturn list
scalar t_stat = e(effect_0)/e(se_effect_0)
scalar p_val = 2*normal(-abs(t_stat))

di t_stat, p_val

You can improve the code with loops.


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