摘要翻译:
本文研究了面板数据下平均治疗效果的估计和推断。我们关注的是单位,例如个人、公司或国家,在特定时间点采取利益政策或待遇,然后在此后的任何时候都暴露在这种待遇之下的环境。我们从设计的角度出发,在给定分配过程的假设的情况下,研究估计量和过程的性质。我们证明了在随机指定采用日期的情况下,标准差中差估计是特定加权平均因果效应的无偏估计。我们刻画了这种估计的优点,并证明了标准方差估计是保守的。
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英文标题:
《Design-based Analysis in Difference-In-Differences Settings with
Staggered Adoption》
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作者:
Susan Athey and Guido Imbens
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最新提交年份:
2018
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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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一级分类:Computer Science 计算机科学
二级分类:Machine Learning
机器学习
分类描述:Papers on all aspects of machine learning research (supervised, unsupervised, reinforcement learning, bandit problems, and so on) including also robustness, explanation, fairness, and methodology. cs.LG is also an appropriate primary category for applications of machine learning methods.
关于机器学习研究的所有方面的论文(有监督的,无监督的,强化学习,强盗问题,等等),包括健壮性,解释性,公平性和方法论。对于机器学习方法的应用,CS.LG也是一个合适的主要类别。
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一级分类:Mathematics 数学
二级分类:Statistics Theory 统计理论
分类描述:Applied, computational and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments, case studies
应用统计、计算统计和理论统计:例如统计推断、回归、时间序列、多元分析、
数据分析、马尔可夫链蒙特卡罗、实验设计、案例研究
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一级分类:Statistics 统计学
二级分类:Statistics Theory 统计理论
分类描述:stat.TH is an alias for math.ST. Asymptotics, Bayesian Inference, Decision Theory, Estimation, Foundations, Inference, Testing.
Stat.Th是Math.St的别名。渐近,贝叶斯推论,决策理论,估计,基础,推论,检验。
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英文摘要:
In this paper we study estimation of and inference for average treatment effects in a setting with panel data. We focus on the setting where units, e.g., individuals, firms, or states, adopt the policy or treatment of interest at a particular point in time, and then remain exposed to this treatment at all times afterwards. We take a design perspective where we investigate the properties of estimators and procedures given assumptions on the assignment process. We show that under random assignment of the adoption date the standard Difference-In-Differences estimator is is an unbiased estimator of a particular weighted average causal effect. We characterize the proeperties of this estimand, and show that the standard variance estimator is conservative.
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PDF链接:
https://arxiv.org/pdf/1808.05293