USING PANEL-DATA TO ESTIMATE THE EFFECTS OF EVENTS
USING PANEL-DATA TO ESTIMATE THE EFFECTS OF EVENTS
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DOI：
10.1177/0049124194023002002
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发表时间：
1994-11-01
影响因子：
6.3
通讯作者：
ALLISON, PD
中科院分区：
文献类型：
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作者：
ALLISON, PD
尽管事件历史分析为研究事件的原因提供了一套高度发达的方法，但对于研究事件后果的最佳方法却几乎没有达成共识。本文发展了一些使用多波面板数据来估计自然发生事件或计划干预的影响的方法。它通过综合有关中断时间序列的文献，对汇集的时间序列、横截面数据进行计量经济学处理来做到这一点。重点是固定效应模型和估计器，因为它们有能力控制个体之间的所有稳定差异，无论这些差异是否与测量变量相关。与早期对该问题的处理不同，该模型允许随时间变化的协变量和可能发生在不同个体的不同时间段的事件。对于连续因变量，基本估计量很容易用标准OLS回归程序得到。对于二分类结果，可以用条件似然法估计logit模型。
Although event history analysis provides a highly developed body of methods for studying the causes of events, there is little consensus on the best ways for studying the consequences of events. This article develops some methods for using multiwave panel data to estimate the effects of either naturally occurring events or planned interventions. It does this by synthesizing the literature on interrupted time series with econometric treatments of pooled time-series, cross-section data. The emphasis is on fixed-effects models and estimators because of their capacity to control for all stable differences across individuals, whether or not those differences are correlated with measured variables. In contrast to earlier treatments of the problem, the models allow for time-varying covariates and for events that can occur at different time periods for different individuals. For continuous dependent variables, the basic estimators are easily obtained with standard OLS regression programs. For dichotomous outcomes, logit models can be estimated by the method of conditional likelihood.