New answers tagged

0 votes

Difference-in-difference robust to heterogeneous treatment effect - Gendron-Carrier et al. specification

My advice is to do a stacked diff-in-diff. For each treated unit, randomly assign a control unit. This forms a group, $g$. There will be several such groups. $$y_{igt} = \sum_{s}\beta_sT_{ig}d_{gs}+\...
user avatar
2 votes

How to define treatment & control groups properly?

It looks to me like your control group would be all families with 1 or 0 kids. This is not ideal as you mention. If you observe all households before and after the transfer, then you could do a diff-...
user avatar
0 votes

How to deal with building a linear model where I have sales data for 5 different chains and 117 weeks?

With 117 weeks of sales data, your variables will most likely be non-stationary and have some kind of trend or seasonality. A simple linear regression model won't give you reliable results in such a ...
user avatar
0 votes

What are the difference between industry fixed effects and industry*year fixed effects?

firms fixed effect - it is a firm specific dummy that will tell you what unique effect firm specific and time invariant unobservables are having on the regressand. industry fixed effect - as above but ...
user avatar
2 votes

What does E[XY]=0 mean?

I think this is a very fundamental confusion. $E[XY]$ means that the result of $X*Y$ should average together to be 0. Relevant operators are $E()$, which is average. Implications can be very far ...
user avatar
1 vote

How to estimate a subclass effect of fixed effect model?

This is a special case of Hausman and Taylor (1981). See Appendix A.1 Special Cases. Consider the model $y_{it} = \alpha + x_{it}\beta + z_i \gamma + \eta_i + e_{it}$, where $x_{it}$ contains ...
user avatar
  • 2,024
1 vote

Interpretation of regression output for different models

Questions: (4)(5)(6)How to interpret the two coefficients of each of the models? What do we compare here? (7) How to interpret the 3 coefficients of this model? What is the main comparison? Assuming ...
user avatar
  • 42.2k
0 votes
Accepted

Handling diff in diff with multiple treatments, but each treatment is applied once to differents groups

Based on OP's explanation in the question and comments, suppose that the movies treated and untreated are like ...
user avatar
  • 2,024
1 vote
Accepted

Can missing data cause endogeneity problem?

Welcome. So your question is: In the Hausman and Taylor (1981, HT hereafter) model without selectivity, FEM is usually specified as exogenous, but if selection involves, can we just specify FEM as ...
user avatar
  • 2,024
1 vote

The correct way for log wage and long difference of wage

It really comes down to the theory. You should think about the theoretical effect of ICT exposure on wage, and choose the outcome accordingly. My suggestion is motivated by practicality rather than ...
user avatar
1 vote

Representing the Results of Panel with Three Dimensions

Consider using graphs. Pick a benchmark country depending on your study and show its results in a table. Pick parameters that are most pertinent to your research. Then make graph of those point ...
user avatar
  • 721
3 votes
Accepted

Difference in differences with one post and two treatment variables

Let $x_{it}$ denote after rejection, $z_{it}$ denote after granted, $y_{it}$ the outcome, and $w_i$ is US origin (which should not change over time and doesn't have a $t$ subscript). The two-way fixed ...
user avatar
0 votes
Accepted

Are these regression equations consistently estimated, and which ones are over/under/exactly identified?

None of the structural equations could be estimated consistently by OLS because simultaneity results in bias. Showing this is a little arduous, so I will only give one example. Consider the first ...
user avatar

Top 50 recent answers are included