Estimation and Inference of Average Treatment Effect in Percentage Points under Heterogeneity

 0 Người đánh giá. Xếp hạng trung bình 0

Tác giả: Ying Zeng

Ngôn ngữ: eng

Ký hiệu phân loại: 338.76252609 Business enterprises

Thông tin xuất bản: 2024

Mô tả vật lý:

Bộ sưu tập: Metadata

ID: 203731

In semi-log regression models with heterogeneous treatment effects, the average treatment effect (ATE) in log points and its exponential transformation minus one underestimate the ATE in percentage points. I propose new estimation and inference methods for the ATE in percentage points, with inference utilizing the Fenton-Wilkinson approximation. These methods are particularly relevant for staggered difference-in-differences designs, where treatment effects often vary across groups and periods. I prove the methods' large-sample properties and demonstrate their finite-sample performance through simulations, revealing substantial discrepancies between conventional and proposed measures. Two empirical applications further underscore the practical importance of these methods.
Tạo bộ sưu tập với mã QR

THƯ VIỆN - TRƯỜNG ĐẠI HỌC CÔNG NGHỆ TP.HCM

ĐT: (028) 36225755 | Email: tt.thuvien@hutech.edu.vn

Copyright @2024 THƯ VIỆN HUTECH