论文标题
强大的差异差异模型
Robust Difference-in-differences Models
论文作者
论文摘要
差异差异(DID)方法主要识别了所谓的平行趋势(PT)假设下对所处理(ATT)的平均治疗效果。证明PT假设合理的最常见和广泛使用的方法是治疗前检查。如果拒绝治疗期间治疗组和对照组的结果趋势的零假设被拒绝,则研究人员认为,PT和DIT结果较少。本文开发了一种强大的广义DID方法,该方法不仅利用了从预处理期间,而且还从多个数据源中获得的所有信息。我们的方法使用选择偏差的概念以不同的方式解释PT,这使我们能够通过定义可能包含多个预处理期或其他基线协变量的信息集来概括该标准的确实估计。我们的主要假设指出,在处理后期的选择偏差在于治疗期间所有选择偏见的凸面范围内。我们为此假设提供了足够的条件。基于我们构建的基线信息集,我们为ATT提供了一个确定的集合,该集合始终包含我们识别假设下的真实ATT,并且标准确实估计了。我们将建议的方法扩展到多个治疗期,确实设置了设置。我们提出了一种灵活而简单的方法来实施该方法。最后,我们通过一些数值和经验示例来说明我们的方法论。
The difference-in-differences (DID) method identifies the average treatment effects on the treated (ATT) under mainly the so-called parallel trends (PT) assumption. The most common and widely used approach to justify the PT assumption is the pre-treatment period examination. If a null hypothesis of the same trend in the outcome means for both treatment and control groups in the pre-treatment periods is rejected, researchers believe less in PT and the DID results. This paper develops a robust generalized DID method that utilizes all the information available not only from the pre-treatment periods but also from multiple data sources. Our approach interprets PT in a different way using a notion of selection bias, which enables us to generalize the standard DID estimand by defining an information set that may contain multiple pre-treatment periods or other baseline covariates. Our main assumption states that the selection bias in the post-treatment period lies within the convex hull of all selection biases in the pre-treatment periods. We provide a sufficient condition for this assumption to hold. Based on the baseline information set we construct, we provide an identified set for the ATT that always contains the true ATT under our identifying assumption, and also the standard DID estimand. We extend our proposed approach to multiple treatment periods DID settings. We propose a flexible and easy way to implement the method. Finally, we illustrate our methodology through some numerical and empirical examples.