AI 中文总结
该研究指出纵向场景中应用常数处理效应模型存在负权重问题，以DIH起诉对美国药物过量死亡的影响为例，线性和逻辑回归模型均出现该问题，提示需谨慎使用此类模型。
AI 中文摘要
计量经济学领域近期研究表明，在存在交错处理和异质性处理效应的纵向场景中，应用常数处理效应模型可能存在问题。我们关注的问题是，估计的常数处理效应可能是不同处理时长的处理效应的加权平均值，且部分权重为负。当该问题出现时，估计的常数处理效应与估计的异质性处理效应可能会产生冲突结果。我们以媒体报道的毒品诱导凶杀（DIH）起诉对美国无意药物过量死亡的影响估计为例，说明负权重问题如何在实践中导致冲突结果。此外，尽管已有研究表明线性回归模型中可能出现负权重问题，我们证明逻辑回归模型中也可能出现该问题。采用线性链接时，我们估计得到常数处理效应风险比为0.977（95%置信区间：0.866，1.101），不同处理时长的平均风险比为0.728（范围：0.507-0.979）；采用逻辑链接时，我们估计得到常数处理效应风险比为1.064（95%置信区间：0.972，1.165），不同处理时长的平均风险比为0.739（范围：0.538-1.008）。在两种模型下，估计的常数处理效应的绝对值要么更小，要么符号与几乎所有估计的异质性处理效应不同，表明存在负权重问题。我们的结果表明，在纵向场景中应用常数处理效应模型时需要格外谨慎。
英文摘要
Recent works in econometrics have shown that there can be issues with applying a constant treatment effect model in longitudinal settings with staggered treatment and heterogeneous treatment effects. We focus on the issue that the estimated constant treatment effect may be a weighted average, with some negative weights, of treatment effects that are heterogeneous across treatment durations. When this issue arises, the estimated constant treatment effect and estimated heterogeneous treatment effects may result in conflicting results. Through the example of estimating the effect of drug-induced homicide (DIH) prosecutions reported by media on unintentional drug-overdose deaths in the United States, we illustrate how the negative weighting issue can lead to conflicting results in practice. Moreover, although research has shown that the negative weight issue may arise in linear regression models, we show this issue may also arise in logistic regression models. Using a linear link, we estimated a constant treatment effect risk ratio of 0.977 (95% CI:(0.866, 1.101)) and an average risk ratio of 0.728 (range: 0.507-0.979) over different treatment durations. Using a logistic link, we estimated a constant treatment risk ratio effect of 1.064 (95% CI: (0.972, 1.165)) and an average risk ratio of 0.739 (range: 0.538-1.008) over different treatment durations. Under both models, the estimated constant treatment effect is either smaller in magnitude or has a different sign than almost all estimated heterogeneous treatment effects, suggesting a negative weighting issue is present. Our results suggest additional care is needed when applying constant treatment effect models in longitudinal settings.
Comments53 pages, 13 tables, 15 figures, submitted to Statistics in Medicine
