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哪种政策有效,以及在何处有效?双重差分法中州层面处理效应的估计与推断

Which Policy Works, and Where? Estimation and Inference for State-Level Treatment Effects in Difference-in-Differences

Nichole Austin, Sunny R. Karim, Erin Strumpf, Matthew D. Webb

arXiv 2609.01467首次发表:更新:

发表机构

Dalhousie University; Carleton University; McGill University(达尔豪斯大学; 卡尔顿大学; 麦吉尔大学)

机构由 AI 辅助整理,请以论文原文为准。

AI 中文总结

该研究针对双重差分法,区分不同维度的亚组处理效应,提出UN-DID和DID-INT估计量,通过CPS模拟分析其推断特性,强调估计目标与方法需匹配政策场景。

AI 中文摘要

具有共同目标和实施日期的政策,可能在细节或背景上存在差异。我们将处理组的平均处理效应(ATT)与按实施队列、辖区、时期或政策类型定义的亚组ATT区分开来。UN-DID和DID-INT是两种构造辖区-时间效应的双重差分(DiD)估计量,它们在与聚合匹配的平行趋势条件下估计这些ATT。在当前人口调查(CPS)的安慰剂法律模拟中,随机化推断的规模通常合适,不过部分辖区特定检验较为保守;刀切法可能对亚组ATT无定义,当有定义时,若处理辖区或对比辖区数量较少,它会过度拒绝原假设。估计目标和推断方法应与政策问题及实施场景相匹配。

英文摘要

Policies with a common objective and implementation date may differ in details or context. We distinguish the aggregate average treatment effect on the treated (ATT) from sub-aggregate ATTs defined by implementation cohort, jurisdiction, period, or policy type. UN-DID and DID-INT, two DiD estimators that construct jurisdiction-by-time effects, estimate these ATTs under parallel-trends conditions matched to the aggregation. In CPS placebo-law simulations, randomization inference is generally well-sized, though some jurisdiction-specific tests are conservative. The jackknife can be undefined for sub-aggregate ATTs; when defined, it over-rejects with few treated or comparison jurisdictions. Estimands and inference methods should match the policy question and implementation setting.

论文原文

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