单一处理集群的推断

Inference with a Single Treated Cluster

Review of Economic Studies · 2025
被引 3
人大 A+FT50ABS 4*

中文导读

针对只有单个集群接受处理的有限异质性集群研究设计,提出一种通用的标量参数推断方法,该方法在集群内观测数大而集群数固定时能控制检验大小并具有检验功效,计算简单且无需模拟或重抽样。

Abstract

Abstract I introduce a generic method for inference about a scalar parameter in research designs with a finite number of heterogeneous clusters where only a single cluster received treatment. This situation is commonplace in difference-in-differences estimation, but the test developed here applies more broadly. I show that the test controls size and has power under asymptotics where the number of observations within each cluster is large but the number of clusters is fixed. The test combines weighted, approximately Gaussian parameter estimates with a rearrangement procedure to obtain its critical values. The weights needed for most empirically relevant situations are tabulated in the paper. Calculation of the critical values is computationally simple and does not require simulation or resampling. The rearrangement test is highly robust to situations where some clusters are much more variable than others. Examples and an empirical application are provided.

单处理集群异质性集群有限集群推断重排检验