论文标题
跨阶段治疗效应的差异差异估计值
Difference-in-Differences Estimators of Intertemporal Treatment Effects
论文作者
论文摘要
我们使用面板数据研究治疗效应估计。治疗可能是非二元，非吸收的，结果可能会受到治疗滞后的影响。我们做出并行趋势的假设，并提出事件研究估计量，即以$ \ ell $ agiess的身份暴露于弱更高的治疗剂量的效果。我们还提出了归一化估计量，该估计值是当前处理及其滞后效应的加权平均值。我们还分析了常用的双向固定效应回归。与我们的估计量不同，它们可能在存在异质治疗效果的情况下会偏向。这些回归的局部预测版本即使具有同质效应也有偏见。
We study treatment-effect estimation using panel data. The treatment may be non-binary, non-absorbing, and the outcome may be affected by treatment lags. We make a parallel-trends assumption, and propose event-study estimators of the effect of being exposed to a weakly higher treatment dose for $\ell$ periods. We also propose normalized estimators, that estimate a weighted average of the effects of the current treatment and its lags. We also analyze commonly-used two-way-fixed-effects regressions. Unlike our estimators, they can be biased in the presence of heterogeneous treatment effects. A local-projection version of those regressions is biased even with homogeneous effects.
