首次接触双重差分,利用stata软件跑出来的结果是这样的:
DIFFERENCE IN DIFFERENCES ESTIMATION
-Including time-invariant covariates-
--------------------- ------------ BASE LINE --------- ----------- FOLLOW UP ---------- --------------
Outcome Variable(s) | Control | treated | Diff(BL) | Control | treated | Diff(FU) | DIFF-IN-DIFF
---------------------+---------+-----------+----------+---------+-----------+----------+--------------
lper | -5.937 | -5.362 | 0.576 | -5.937 | -5.362 | 0.576 | 0.000
Std. Error | 2.233 | 2.157 | 0.149 | 2.233 | 2.157 | 0.149 | .
P>|t| | 0.008 | 0.014 | 0.000 | 0.008 | 0.014 | 0.000 | .
-------------------------------------------------------------------------------------------------
平均处理效应为 0.576 ,说明事件发生后Y是显著提高了对吗?
但是用普通面板固定效应回归结果:
Random-effects GLS regression Number of obs = 559
Group variable: prov Number of groups = 47
R-sq: within = 0.0621 Obs per group: min = 11
between = 0.0037 avg = 11.9
overall = 0.0049 max = 12
Wald chi2(5) = 15.24
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0094
(Std. Err. adjusted for 47 clusters in prov)
-------------------------------------------------------------------------------
| Robust
lper | Coef. Std. Err. z P>|z| [95% Conf. Interval]
--------------+----------------------------------------------------------------
t | .1200465 .0554698 2.16 0.030 .0113277 .2287654
twheat | -.2245029 .1088458 -2.06 0.039 -.4378368 -.011169
wheat | -.1117993 .299732 -0.37 0.709 -.6992632 .4756646
lfarmearnings | -.0750534 .1522562 -0.49 0.622 -.3734701 .2233632
lpermachinery | .1181777 .1739125 0.68 0.497 -.2226846 .45904
_cons | .0723345 1.016489 0.07 0.943 -1.919947 2.064616
--------------+----------------------------------------------------------------
sigma_u | 1.1999658
sigma_e | .24129311
rho | .96113691 (fraction of variance due to u_i)
-------------------------------------------------------------------------------
交互项twheat却为负,那不是说明政策出台后,Y比之前还小了?且其他估计方法的值均为负,请教高手,这什么原因导致的呢?是不是说明我的数据有问题还是?有些不太明白,请指点,谢谢!