Synthetic controls with staggered adoption
Synthetic controls with staggered adoption
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DOI：
10.1111/rssb.12448
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发表时间：
2021-12-07
影响因子：
5.8
通讯作者：
Rothstein, Jesse
中科院分区：
文献类型：
--
作者：
Ben-Michael, Eli;Feller, Avi;Rothstein, Jesse
不同单位在不同时间交错采用政策，为观察因果推理创造了有希望的机会。然而，估计仍然具有挑战性，常见的回归方法可能会产生误导性的结果。一个有前途的替代方法是综合控制方法（SCM），它找到了一个加权平均的控制单元，密切平衡处理单元的预处理结果。在本文中，我们推广SCM，最初设计研究一个单一的处理单元，交错采用设置。我们首先限制了平均效应的误差，并表明它取决于每个处理单元的不平衡和处理单元平均值的不平衡。然后，我们提出了“部分汇集”SCM的权重，以尽量减少这些措施的加权组合，方法只侧重于平衡两个组件之一，可能会导致偏见。我们扩展这种方法，将单位级截距的变化和辅助协变量。我们通过广泛的模拟评估所提出的方法的性能，并将我们的结果应用到教师集体谈判是否会导致更高的学校支出的问题，发现影响最小。我们在augsynth R包中实现了所提出的方法。
Staggered adoption of policies by different units at different times creates promising opportunities for observational causal inference. Estimation remains challenging, however, and common regression methods can give misleading results. A promising alternative is the synthetic control method (SCM), which finds a weighted average of control units that closely balances the treated unit's pre-treatment outcomes. In this paper, we generalize SCM, originally designed to study a single treated unit, to the staggered adoption setting. We first bound the error for the average effect and show that it depends on both the imbalance for each treated unit separately and the imbalance for the average of the treated units. We then propose 'partially pooled' SCM weights to minimize a weighted combination of these measures; approaches that focus only on balancing one of the two components can lead to bias. We extend this approach to incorporate unit-level intercept shifts and auxiliary covariates. We assess the performance of the proposed method via extensive simulations and apply our results to the question of whether teacher collective bargaining leads to higher school spending, finding minimal impacts. We implement the proposed method in the augsynth R package.