Difference-in-differences with variation in treatment timing
Difference-in-differences with variation in treatment timing
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DOI：
10.1016/j.jeconom.2021.03.014
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发表时间：
2021-10-20
影响因子：
6.3
通讯作者：
Goodman-Bacon, Andrew
中科院分区：
文献类型：
--
作者：
Goodman-Bacon, Andrew
典型的差异中的差异（DD）估计包含两个时间段，“前”和“后”，和两个组，“治疗”和“控制”。然而，大多数DD应用程序利用在不同时间接受治疗的单元组之间的变化。本文证明了双向固定效应估计等于数据中所有可能的两组/两阶段DD估计的加权平均。双向固定效应DD估计值的因果解释需要平行趋势假设和随时间恒定的治疗效应。我展示了如何分解两个规范之间的差异，并提供了一个新的分析模型，包括随时间变化的控制。由爱思唯尔公司出版
The canonical difference-in-differences (DD) estimator contains two time periods, "pre" and "post", and two groups, "treatment" and "control". Most DD applications, however, exploit variation across groups of units that receive treatment at different times. This paper shows that the two-way fixed effects estimator equals a weighted average of all possible two-group/two-period DD estimators in the data. A causal interpretation of twoway fixed effects DD estimates requires both a parallel trends assumption and treatment effects that are constant over time. I show how to decompose the difference between two specifications, and provide a new analysis of models that include time-varying controls. Published by Elsevier B.V.