摘要翻译：
具有周期和群体固定效应的线性回归被广泛用于估计治疗效果。我们表明，他们估计每组和每段时间的平均治疗效果(ATE)的加权和，权重可能是负值。由于负的权重，线性回归系数可能是负的，而所有的ATE都是正的。我们提出了另一个估计量来解决这个问题。在我们重新讨论的两个应用中，它与线性回归估计有显著的不同。
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英文标题：
《Two-way fixed effects estimators with heterogeneous treatment effects》
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作者：
Cl\'ement de Chaisemartin, Xavier D'Haultf{\oe}uille
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最新提交年份：
2020
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分类信息：

一级分类：Economics        经济学
二级分类：Econometrics        计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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英文摘要：
  Linear regressions with period and group fixed effects are widely used to estimate treatment effects. We show that they estimate weighted sums of the average treatment effects (ATE) in each group and period, with weights that may be negative. Due to the negative weights, the linear regression coefficient may for instance be negative while all the ATEs are positive. We propose another estimator that solves this issue. In the two applications we revisit, it is significantly different from the linear regression estimator.
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PDF链接：
https://arxiv.org/pdf/1803.08807