Clément de Chaisemartin, Xavier D'Haultfœuille
arXiv 21 Mar 2018 · Econometrics · publishedAmerican Economic Review (2020) · 4,664 citations (OpenAlex)
arXiv:1803.08807 · PDF · DOI · OpenAlex · Extracted main text
Linear regressions with period and group fixed effects are widely used to estimate treatment effects. We show that they estimate weighted sums of the average treatment effects (ATE) in each group and period, with weights that may be negative. Due to the negative weights, the linear regression coefficient may for instance be negative while all the ATEs are positive. We propose another estimator that solves this issue. In the two applications we revisit, it is significantly different from the linear regression estimator.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Gentzkow, Shapiro \ Sinkinson (2011) `The effect of newspaper entry and exit on electoral politics', American Economic Review 101(7), 2980–3018 | 0.693 | 8 | 1 | 100% |
| 2 | Vella \ Verbeek (1998) `Whose wages do unions raise? a dynamic model of unionism and wage rate determination for young men', Journal of Applied Econome… | 0.693 | 6 | 1 | 100% |
| 3 | Borusyak \ Jaravel (2017) Revisiting event study designs | 0.693 | 5 | 1 | 100% |
| 4 | de Chaisemartin \ D'Haultfuille (2018) `Fuzzy differences-in-differences', The Review of Economic Studies 85(2), 999–1028 | 0.644 | 4 | 1 | 100% |
| 5 | Goodman-Bacon (2018) Difference-in-differences with variation in treatment timing | 0.585 | 3 | 1 | 100% |
| 6 | Imai \ Kim (2018) `On the use of two-way fixed effects regression models for causal inference with panel data' | 0.585 | 3 | 1 | 100% |
| 7 | Abraham \ Sun (2018) Estimating dynamic treatment effects in event studies with heterogeneous treatment effects | 0.511 | 2 | 1 | 100% |
| 8 | Athey \ Imbens (2018) Design-based analysis in difference-in-differences settings with staggered adoption, Technical report, National Bureau of Econom… | 0.511 | 2 | 1 | 100% |
| 9 | Callaway \ Sant'Anna (2018) Difference-in-differences with multiple time periods and an application on the minimum wage and employment | 0.511 | 2 | 1 | 100% |
| 10 | Freeman (1984) `Longitudinal analyses of the effects of trade unions', Journal of labor Economics 2(1), 1–26 | 0.511 | 2 | 1 | 100% |
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