DiD Event Study Code in Python Interactions in the Wrong Order

[sbecon]

The diff-in-diff event study code in Python generate the interactions in the wrong order INX_0, INX_1, INX_10, INX_11, INX_12, ... instead of INX_0, INX_1, INX_2, ... INX_11, ...

The resulting figure also has evidence of this

I think the best place to reorder these variables in the df is right before running the regression, but I have been getting tripped up with the factors.union line.

[NickCH-K]

Hmm, shoot! Could you do a PR for this?

[sbecon]

I haven't figured out how to fix it, Nick! Any ideas?

[pmx-chen]

should be
res = res.reindex(range(res.index.min(), res.index.max()+1)).fillna(0) when reindex the results.

Btw, the 'time_to_treat' has reverse sign: I suppose that '_nfd' is the treatment year, it shoudl be

    df['year'].sub(df['_nfd'])
        # missing values for _nfd implies no treatment
        .fillna(0)
        # so we don't have decimals in our factor names
        .astype('int'))```

[pmx-chen]