In an email on Jan 22, 2024, a user asked if it was possible to add to the event-study plot the p-value from the test for a linear pre-trend (linpretrend) instead of the p-values from the tests overidentifying restriction. One way to do this would be to take the p-value from the test and add it to the plot with the note option. However, currently xteventtest doesn't save the p-value from the linpretrend option.
In an email on Jan 22, 2024, a user asked if it was possible to add to the event-study plot the p-value from the test for a linear pre-trend (
linpretrend) instead of the p-values from the tests overidentifying restriction. One way to do this would be to take the p-value from the test and add it to the plot with thenoteoption. However, currentlyxteventtestdoesn't save the p-value from thelinpretrendoption.