论文标题

差异差异的负相关策略

A Negative Correlation Strategy for Bracketing in Difference-in-Differences

论文作者

Ye, Ting, Keele, Luke, Hasegawa, Raiden, Small, Dylan S.

论文摘要

差异差异方法(DID)被广泛用于研究观察性研究中政策干预措施的因果关系。在比较后和控制单元之前和之后,由于在平行趋势假设下,经过不变的未衡量混杂因子而导致的偏见。但是,如果在没有治疗的情况下,如果处理和控制单位的结果的进化情况有所不同,即如果违反了平行趋势假设,则DIT的估计值将会有偏差。我们提出了一种通用识别策略,该策略利用了两组对照单元,其相对于处理过的单位的结果表现为负相关,并对已治疗的平均治疗效应进行了部分鉴定。已确定的集合是涉及最低和最大运算符的联合边界形式,这使得规范的引导程序通常不一致而幼稚的方法过于保守。通过利用引导分布的定向不一致,我们开发了一种新颖的引导方法,以构建确定的集合集合的统一集和参数的统一有效的置信区间,并建立了该方法的理论属性。我们开发简单的伪造测试和灵敏度分析。我们将提议的括号策略应用于研究最低工资法是否影响就业水平。

The method of difference-in-differences (DID) is widely used to study the causal effect of policy interventions in observational studies. DID employs a before and after comparison of the treated and control units to remove bias due to time-invariant unmeasured confounders under the parallel trends assumption. Estimates from DID, however, will be biased if the outcomes for the treated and control units evolve differently in the absence of treatment, namely if the parallel trends assumption is violated. We propose a general identification strategy that leverages two groups of control units whose outcomes relative to the treated units exhibit a negative correlation, and achieves partial identification of the average treatment effect for the treated. The identified set is of a union bounds form that involves the minimum and maximum operators, which makes the canonical bootstrap generally inconsistent and naive methods overly conservative. By utilizing the directional inconsistency of the bootstrap distribution, we develop a novel bootstrap method to construct uniformly valid confidence intervals for the identified set and parameter of interest when the identified set is of a union bounds form, and we establish the method's theoretical properties. We develop a simple falsification test and sensitivity analysis. We apply the proposed strategy for bracketing to study whether minimum wage laws affect employment levels.

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