估计员
数学
统计
变化(天文学)
差异中的差异
计量经济学
治疗效果
固定效应模型
平均处理效果
面板数据
医学
天体物理学
物理
传统医学
标识
DOI:10.1016/j.jeconom.2021.03.014
摘要
The canonical difference-in-differences (DD) estimator contains two time periods, ”pre” and ”post”, and two groups, ”treatment” and ”control”. Most DD applications, however, exploit variation across groups of units that receive treatment at different times. This paper shows that the two-way fixed effects estimator equals a weighted average of all possible two-group/two-period DD estimators in the data. A causal interpretation of two-way fixed effects DD estimates requires both a parallel trends assumption and treatment effects that are constant over time. I show how to decompose the difference between two specifications, and provide a new analysis of models that include time-varying controls.
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