双重差分估计中事前趋势等价性的检验

Testing for Equivalence of Pre-Trends in Difference-in-Differences Estimation

Journal of Business & Economic Statistics · 2024
被引 17 · 同刊同年前 2%
人大 AABS 4

中文导读

针对双重差分法中平行趋势假设的检验,提出等价性检验方法,帮助研究者找到支持平行趋势的证据,提高处理效应估计的可信度。

Abstract

The plausibility of the “parallel trends assumption” in Difference-in-Differences estimation is usually assessed by a test of the null hypothesis that the difference between the average outcomes of both groups is constant over time before the treatment. However, failure to reject the null hypothesis does not imply the absence of differences in time trends between both groups. We provide equivalence tests that allow researchers to find evidence in favor of the parallel trends assumption and thus increase the credibility of their treatment effect estimates. While we motivate our tests in the standard two-way fixed effects model, we discuss simple extensions to settings in which treatment adoption is staggered over time.

平行趋势检验双重差分法等价检验处理效应估计