估计Diff-in-Diff就是估计这种改变的treatment effect。 可以用简单的线性回归来做。定义两个变量一个代表两个时间点的差值——对于每个观察i都计算前后结果的差值。treatment就是一个布尔变量,1表示属于实行了改变的区域,0表示没有实行改变。 Outcome2 - Outcome1 ~ treatment 拟合出来treatment的参数就是我们要计算...
diff-in-diff方法简介
之前在用python写一个项目，发现一个很恶心的bug，就是同由一个类生成的两个实例之间的数据竟然会相互...
Card, David & Krueger, Alan B, 1994. “Minimum Wages and Employment: A Case Study of the Fast-Food Industry in New Jersey and Pennsylvania,” [American Economic Review, American Economic Association, vol. 84(4), pages 772-793, September....
strategyinappliedworktoday •Attemptstomimicrandomassignment withtreatmentand“comparison”sample •Applicationoftwo-wayfixedeffectsmodel 2 Problemsetup •Cross-sectionalandtimeseriesdata •Onegroupis„treated‟withintervention •Havepre-postdataforgroupreceiving ...
diff-in-diff方法简介.pdf,Difference in difference models • Maybe the most popular identification strategy in applied work today • Attempts to mimic random assignment with treatment and “comparison” sample • Application of two-way fixed effects
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