Event study: leads and lags, 90 and 95% intervals
regress on y • N = 4,000 • 95% CI (t)
Export:
95% CI90% CI (inner)Null (0)Reference period (= 0)Hollow marker: p > 0.1
| Coef. | Std. Err. | t | P>|t| | 95% CI Lower | 95% CI Upper |
|---|
| t=1 | (base) | | | | | |
| id=1 | (base) | | | | | |
| t-5 | -0.1887 | 0.1493 | -1.26 | 0.206 | -0.4815 | 0.1041 |
| t-4 | -0.0226 | 0.1493 | -0.15 | 0.880 | -0.3154 | 0.2702 |
| t-3 | 0.2175 | 0.1493 | 1.46 | 0.145 | -0.0753 | 0.5103 |
| t-2 | -0.0639 | 0.1493 | -0.43 | 0.669 | -0.3568 | 0.2289 |
| t0 | -0.2863 | 0.1493 | -1.92 | 0.055* | -0.5791 | 0.0065 |
| t+1 | 0.0466 | 0.1493 | 0.31 | 0.755 | -0.2462 | 0.3395 |
| t+2 | 0.2640 | 0.1493 | 1.77 | 0.077* | -0.0288 | 0.5568 |
| t+3 | 0.5206 | 0.1493 | 3.49 | <0.001*** | 0.2277 | 0.8134 |
| t+4 | 0.6868 | 0.1493 | 4.60 | <0.001*** | 0.3940 | 0.9796 |
| t+5 | 0.8087 | 0.1493 | 5.42 | <0.001*** | 0.5159 | 1.1015 |
Export:Layout:
Model: regress
N = 4000
Dep. var: y
CI: 95% (t-distribution)
p-value: * p<0.10 ** p<0.05 *** p<0.01
Made with sparkta v3.6.0 for Stata • Thu Oct 01 21:16:47 EDT 2026