编者按:本文主要摘译自下文,特此致谢! Source:de Chaisemartin C, D'Haultfœuille X. Two-Way Fixed Effects and Differences-in-Differences with Heterogeneous Treatment Effects: A Survey[J]. Available at SSRN, 2021. -PDF-
他们还提出了估计量来估计更高层面的处理效应,以尚未处理组替代从未处理组作为控制组的估计量 (在缺乏从未处理组的情况下很有用),以及基于条件平行趋势假设——即要求不同组别的相同的时间不变变量服从一样的变化趋势。他们的一系列估计量可以通过 Stata 命令 csdid 实现。
Sun 和 Abraham (2020) 估计量:他们的估计量与前者类似,但与前者相比,还可以使用晚处理组作为控制组。在操作上,他们允许用简单的线性回归进行估计,而 Callaway 和 Sant'Anna (2020) 则使用自助法。在 Stata 中,可使用 eventstudyinteract 命令。
Abadie, A. (2005), Semiparametric difference-in-differences estimators, Review of Economic Studies 72(1), 1–19. -PDF-
Athey, S. and Imbens, G. W. (2021), Design-based analysis in difference-in-differences settings with staggered adoption, Journal of Econometrics forthcoming. -PDF-
Bilinski, A. and Hatfield, L. A. (2018), Nothing to see here? non-inferiority approaches to parallel trends and other model assumptions. arXiv preprint arXiv:1805.03273. -PDF-
Borusyak, K. and Jaravel, X. (2017), Revisiting event study designs. Working Paper. -PDF-
Callaway, B., Goodman-Bacon, A. and Sant’Anna, P. H. (2021), Difference-in-differences with a continuous treatment. arXiv preprint arXiv:2107.02637. -PDF-
Callaway, B. and Sant’Anna, P. H. (2020),Difference-in-differences with multiple time periods, Journal of Econometrics forthcoming. -PDF-
de Chaisemartin, C. and D’Haultfoeuille, X. (2018), Fuzzy differences-in-differences, The Review of Economic Studies 85(2), 999–1028. -PDF-
de Chaisemartin, C. and D’Haultfoeuille, X. (2020a), Difference-in-differences estimators of intertemporal
treatment effects. arXiv preprint arXiv:2007.04267. -PDF-
de Chaisemartin, C. and D’Haultfoeuille, X. (2020b), Two-way fixed effects estimators with heterogeneous treatment effects, American Economic Review 110(9), 2964–2996. -PDF-
de Chaisemartin, C. and D’Haultfoeuille, X. (2020c), Two-way fixed effects regressions with several treatments. arXiv preprint arXiv:2012.10077.20 -PDF-
Wooldridge, J. (2021), Two-way fixed effects, the two-way mundlak regression, and differencein-differences estimators, Available at SSRN 3906345 . -PDF-
6. 相关推文
Note:产生如下推文列表的 Stata 命令为: lianxh did, m
安装最新版 lianxh 命令: ssc install lianxh, replace