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Mathematical re-expression, often nonlinear, of data values. Data are often transformed either to meet the assumptions of a statistical model or to make the results of an analysis more interpretable.
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Comparing many event studies
I am studying the impact of an event on around 100 timeseries $i$ with weekly observations $t$.
$y_{i,t} = \beta_{1}\text{post-event} + \beta_{2} \text{week number} + \beta_{3} \text{(post-event X wee …