Arbeitspapier
Fuzzy differences-in- differences
In many applications of the differences-in-differences (DID) method, the treatment increases more in the treatment group, but some units are also treated in the control group. In such fuzzy designs, a popular estimator of treatment effects is the DID of the outcome divided by the DID of the treatment, or OLS and 2SLS regressions with time and group fixed effects estimating weighted averages of this ratio across groups. We start by showing that when the treatment also increases in the control group, this ratio estimates a causal effect only if treatment effects are homogenous in the two groups. Even when the distribution of treatment is stable, it requires that treatment effects be constant over time. As this assumption is not always applicable, we propose two alternative estimators. The first estimator relies on a generalization of common trends assumptions to fuzzy designs, while the second extends the changes-in-changes estimator of Athey & Imbens (2006). When the distribution of treatment changes in the control group, treatment effects are partially identified. Finally, we prove that our estimators are asymptotically normal and use them to revisit applied papers using fuzzy designs.
- Sprache
-
Englisch
- Erschienen in
-
Series: cemmap working paper ; No. CWP69/15
- Klassifikation
-
Wirtschaft
Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
- Thema
-
differences-in-differences
changes-in-changes
quantile treatment effects
partial identification
returns to education
- Ereignis
-
Geistige Schöpfung
- (wer)
-
de Chaisemartin, Clément
D'Haultfoeuille, Xavier
- Ereignis
-
Veröffentlichung
- (wer)
-
Centre for Microdata Methods and Practice (cemmap)
- (wo)
-
London
- (wann)
-
2015
- DOI
-
doi:10.1920/wp.cem.2015.6915
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:41 MEZ
Datenpartner
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- de Chaisemartin, Clément
- D'Haultfoeuille, Xavier
- Centre for Microdata Methods and Practice (cemmap)
Entstanden
- 2015
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