关于ATE和FE估计相等性检验的大小失真

Q3 Mathematics

Journal of Econometric Methods Pub Date : 2018-07-31 DOI:10.1515/JEM-2018-0011

David H. Pacini

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引用次数: 0

摘要

摘要本文研究了基于平均治疗效应(ATE)和组固定效应(FE)估计量的标准化差值的零假设相等的已有渐近检验的数值性能。说明该试验存在尺寸畸变。这种扭曲对实证经济研究具有启示意义。它可能导致错误地确认对政策干预的异质反应的相关性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On the Size Distortion of a Test for Equality between the ATE and FE Estimands

Abstract This note investigates the numerical performance of an existing asymptotic test for the null hypothesis of equality between the average treatment effect (ATE) and the group fixed-effect (FE) estimands based on the standardized difference between ATE and FE estimators. It shows that this test has a size distortion. This distortion has implications to empirical economic research. It can lead to erroneously confirm the relevance of heterogeneous responses to policy interventions.

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来源期刊

Journal of Econometric Methods Economics, Econometrics and Finance-Economics and Econometrics

CiteScore

2.20

自引率

0.00%

发文量