破碎或固定的效果?

Q3 Mathematics
C. Gibbons, Juan Carlos Suárez Serrato, Michael B. Urbancic
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引用次数: 105

摘要

我们复制了8篇有影响力的论文,提供了经验证据,证明在异质性治疗效应存在的情况下,固定效应OLS (FE)通常不是平均治疗效应(ATE)的一致估计。我们提出了两种可选的估计方法,可以在群体特异性异质性的存在下恢复ATE。我们记录了异质性治疗效果是常见的,ATE通常在统计和经济上与FE估计不同。在我们的所有重复实验中,除了一个之外,都存在统计学上显著的治疗效果异质性,并且在六个重复实验中,ate在经济上或统计学上与FE估计不同。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Broken or Fixed Effects?
Abstract We replicate eight influential papers to provide empirical evidence that, in the presence of heterogeneous treatment effects, OLS with fixed effects (FE) is generally not a consistent estimator of the average treatment effect (ATE). We propose two alternative estimators that recover the ATE in the presence of group-specific heterogeneity. We document that heterogeneous treatment effects are common and the ATE is often statistically and economically different from the FE estimate. In all but one of our replications, there is statistically significant treatment effect heterogeneity and, in six, the ATEs are either economically or statistically different from the FE estimates.
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来源期刊
Journal of Econometric Methods
Journal of Econometric Methods Economics, Econometrics and Finance-Economics and Econometrics
CiteScore
2.20
自引率
0.00%
发文量
7
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