We also propose different aggregation schemes that can be used to highlight treatment effect heterogeneity across different dimensions as well as to summarize the overall effect of participating in the treatment
∙ POLS/TWFE makes inference easy. 19 ∙ Estimated in Stata 18: xthdidregress twfe (y) (w), group(id) estat aggregation, dynamic graph estat aggregation ∙ For computing proper standard errors, extending to nonlinear models, useful to introduce Wit explicitly. Useful for emphasizing...
However, relative to the CS or SA approaches, the stacked regression estimator provides less flexibility for aggregation and may be inconsistent for the sample-average ATT. 4.3. Simulation: Alternative estimators Figure 6 compares the three alternative estimators under Simulations 1–6 (examined in ...
(the variance-covariance matrix), and #' cohorts (the relative times corresponding to beta, sigma) sunab_beta_vcv <- function(sunab_fixest){ ## The following code block extracts the weights on individual coefs used in # the fixest aggregation ## sunab_agg <- sunab_fixest$model_matrix...
Number of groups and treatment time Time variable: month Control: procedure = 0 Treatment: procedure = 1 Control Treatment Group hospital 28 18 Time Minimum Maximum 14 14 Difference-in-differences regression Data type: Repeated cross-sectional Aggregation: Standard Number of obs = 322 No. of ...
Snow needed to find a situation where uncontaminated water had been distributed to a large number of people as if by random chance, and then calculate the difference between those those who did and did not drink contaminated water. Furthermore, the contaminated water would need to be allocated ...
Units from the treated population (Di = 1) receive a treatment of interest between period t = 1 and t = 2, whereas units from the untreated (a.k.a. comparison or control) population (Di = 0) remain untreated in both time periods. The econometrician observes an outcome Yi,t and ...
and then the difference between these two differences is our treatment effect, hence the name DID An important assumption here is that the trends are the same in both groups prior to the intervention, and that the trends would be the same in both groups had the intervention not taken place ...
To use bias-corrected standard errors with the Bell and McCaffrey (2002) degrees-of-freedom adjustment, we can add the vce(hc2) option. . didregress (satis) (procedure), group(hospital) time(month) vce(hc2) To use the aggregation method proposed by Donald and Lang (2007), we can ad...
As emphasized by Meddahi and Renault (1996, 2004), this class of models has the advantage of being closed under temporal (and in the multivariate setting cross sectional) aggregation. To appreciate this result, suppose that the true underlying continuous-time volatility is determined by the CEV ...