上市公司专精特新资质认定DID变量

///更多stata学习资料尽在丘知数据分析会员之家，网址：www.qqrdata.com 
//导入原始数据
use 原始数据,clear
label variable 丘知数据分析会员之家 "www.qqrdata.com"

//剔除B股
drop if substr(证券代码, 1, 3)=="200" |  substr(证券代码, 1, 3)=="900" 

////生成DID变量
bysort stkcd (year): gen policy_start = year if 专精特新认定虚拟变量 == 1
bysort stkcd: egen first_policy = min(policy_start)
gen Treat = !missing(first_policy)
sort 证券代码 year
gen Post =.
gen did = 0
sum year, meanonly
local min_year = r(min)
local max_year = r(max)
forvalues y = `min_year'/`max_year' {
levelsof stkcd if 专精特新认定虚拟变量 == 1 & year == `y', local(ids_`y')
  foreach i in `ids_`y'' {
      replace did = 1 if stkcd == `i' & inrange(year, `y', `y' + 3)
   }
}
replace Post=did/Treat
replace Post =1 if Post ==. & year >=2013 & Treat ==0
replace Post =0 if Post ==.

///更多stata学习资料尽在丘知数据分析会员之家，网址：www.qqrdata.com 
//整理结果