arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2003.12008stat.ME
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超越经典的差异中的差异模型:一项比较统计方法的模拟研究,用于估计州一级政策的有效性

Moving beyond the classic difference-in-differences model: A simulation study comparing statistical methods for estimating effectiveness of state-level policies

Beth Ann Griffin, Megan S. Schuler, Elizabeth A. Stuart, Stephen Patrick, Elizabeth McNeer, Rosanna Smart, David Powell, Bradley D. Stein, Terry Schell, Rosalie L. Pacula

摘要:

州一级的政策评估通常采用差异中的差异(DID)的研究设计,但在这个框架内,统计模型规格显着不同的研究。受应用的州一级阿片类药物政策评估的启发,本模拟研究比较了在一系列模拟条件下传统上用于DID的双向固定效应模型的多种变化的统计性能。虽然大多数线性模型导致最小偏倚,但经典线性双因素固定效应和线性GEE模型的非线性模型和群体加权版本产生相当大的偏倚(60 - 160%)。此外,当检查粗死亡率时,线性AR模型和当检查原始死亡计数时,负二项模型的均方根误差最小。在频率论假设检验的背景下,许多模型产生了很高的第一类错误率和非常低的正确拒绝原假设的比率(< 10%),引起了对政策有效性虚假结论的担忧。当考虑跨模型的性能时,线性自回归模型在方向偏差、根均方误差、第一类错误和正确拒绝率方面是最佳的。这些发现突出了通常用于DID设计的传统统计模型的显著局限性,这些设计广泛用于阿片类药物政策研究和更广泛的国家政策评估。

英文摘要:

State-level policy evaluations commonly employ a difference-in-differences (DID) study design; yet within this framework, statistical model specification varies notably across studies. Motivated by applied state-level opioid policy evaluations, this simulation study compares statistical performance of multiple variations of two-way fixed effect models traditionally used for DID under a range of simulation conditions. While most linear models resulted in minimal bias, non-linear models and population-weighted versions of classic linear two-way fixed effect and linear GEE models yielded considerable bias (60 to 160%). Further, root mean square error is minimized by linear AR models when examining crude mortality rates and by negative binomial models when examining raw death counts. In the context of frequentist hypothesis testing, many models yielded high Type I error rates and very low rates of correctly rejecting the null hypothesis (< 10%), raising concerns of spurious conclusions about policy effectiveness. When considering performance across models, the linear autoregressive models were optimal in terms of directional bias, root mean squared error, Type I error, and correct rejection rates. These findings highlight notable limitations of traditional statistical models commonly used for DID designs, designs widely used in opioid policy studies and in state policy evaluations more broadly.

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