差异-in-差异方法及应用案例分析.pdfVIP

Differences-in-

Differences

November10,2009

ErickGong

ThankstoNullMiguel

Agenda

⚫ClassScheduling

⚫Diff-in-Diff(MathGraphs)

⚫CaseStudy

⚫STATAHelp

ClassScheduling

⚫Nov10:Diff-in-Diff

⚫Nov17:PowerCalculationsGuestSpeaker

⚫Nov24:Classpoll:Whowillbehere?

⚫Dec1:ReviewPresentations

ClassPoll:Whowillbepresentingtheir

researchproposals?

TheBigPicture

⚫Whatisthisclassreallyabout,anyway?

TheBigPicture

⚫Whatisthisclassreallyabout,anyway?

⚫Causality

TheBigPicture

⚫Whatisthisclassreallyabout,anyway?

⚫Causality

⚫Whatisourbiggestproblem?

TheBigPicture

⚫Whatisthisclassreallyabout,anyway?

⚫Causality

⚫Whatisourbiggestproblem?

⚫Omittedvariablebias

OmittedVariableBias

⚫Theactualcauseisunobserved

⚫e.g.higherwagesforeducatedactuallycausedby

motivation,notschooling

⚫Happenswhenpeoplegettochoosetheirown

levelofthe“treatment”(broadlyconstrued)

⚫Selectionbias

⚫Non-randomprogramcement

⚫Becauseofsomeoneelse’schoice,“control”isn’ta

goodcounterfactualfortreated

MathReview

(blackboard)

MathReview

forthoseofyoulookingattheseslideslater,here’swhatwejustwrotedown:

(1)Yi=a+bTi+cXi+ei

(2)E(Yi|Ti=1)–E(Yi|Ti=0)

[a+b+cE(Xi|Ti=1)+E(ei|Ti=1)]

–[a+0+cE(Xi|Ti=0)+E(ei|Ti=0)]

=b+c[E(Xi|Ti=1)–E(Xi|Ti=0)]

Trueeffect“Omittedvariable/selectionbias”term

Whatifwehaddatafrom

beforetheprogram?

Whatifweestimatedthisequationusingdatafrombeforetheprogram?

(1)Yi=a+bTi+cXi+ei

Specifically,whatwouldourestimateofbbe?

Whatifwehaddatafrom

before