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arXiv 2102.09948stat.APstat.ME
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使用多个预处理期改进差异中差异和交错采用设计

Using Multiple Pre-treatment Periods to Improve Difference-in-Differences and Staggered Adoption Design

Naoki Egami, Soichiro Yamauchi

摘要:

虽然最初开发的差异中差异(DID)设计有一个治疗前和一个治疗后阶段,但通常可以获得额外治疗前阶段的数据。在什么条件下,研究人员如何改进具有如此多个预处理期的DID设计?我们首先使用潜在的结果来阐明多个预处理期的三个好处:(1)评估平行趋势假设,(2)提高估计准确性,(3)允许更灵活的平行趋势假设。然后,我们提出了一个新的估计,双DID,它结合了所有的好处,通过广义矩法,并包含作为特殊情况的双向固定效应回归。我们表明,双DID需要一个较弱的假设结果的趋势,是更有效的比现有的DID估计。我们还将双DID推广到交错采用设计,即不同的单位可以在不同的时间段接受治疗。我们说明了所提出的方法与两个实证的应用,涵盖了基本的DID和交错采用设计。我们提供了一个开源的R包来实现所提出的方法。

英文摘要:

While a difference-in-differences (DID) design was originally developed with one pre- and one post-treatment period, data from additional pre-treatment periods are often available. How can researchers improve the DID design with such multiple pre-treatment periods under what conditions? We first use potential outcomes to clarify three benefits of multiple pre-treatment periods: (1) assessing the parallel trends assumption, (2) improving estimation accuracy, and (3) allowing for a more flexible parallel trends assumption. We then propose a new estimator, double DID, which combines all the benefits through the generalized method of moments and contains the two-way fixed effects regression as a special case. We show that the double DID requires a weaker assumption about outcome trends and is more efficient than existing DID estimators. We also generalize the double DID to the staggered adoption design where different units can receive the treatment in different time periods. We illustrate the proposed method with two empirical applications, covering both the basic DID and staggered adoption designs. We offer an open-source R package that implements the proposed methodologies.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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