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On the Use of Two-Way Fixed Effects Models for Policy Evaluation During Pandemics

Germain Gauthier

arXiv 21 Jun 2021 · Econometrics · 7 citations (OpenAlex)

arXiv:2106.10949 · PDF · DOI · OpenAlex · Extracted main text

Abstract

In the context of the Covid-19 pandemic, multiple studies rely on two-way fixed effects (FE) models to assess the impact of mitigation policies on health outcomes. Building on the SIRD model of disease transmission, I show that FE models tend to be misspecified for three reasons. First, despite misleading common trends in the pre-treatment period, the parallel trends assumption generally does not hold. Second, heterogeneity in infection rates and infected populations across regions cannot be accounted for by region-specific fixed effects, nor by conditioning on observable time-varying confounders. Third, epidemiological theory predicts heterogeneous treatment effects across regions and over time. Via simulations, I find that the bias resulting from model misspecification can be substantial, in magnitude and sometimes in sign. Overall, my results caution against the use of FE models for mitigation policy evaluation.

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Most heavily cited references

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.

ReferenceIntensityMentionsSectionsMain text
1Callaway, B. and Li, T (2021) Policy evaluation during a pandemic0.51121100%
2Hsiang, S., Allen, D., Annan-Phan, S., Bell, K., Bolliger, I., Chong… (2020) The effect of large-scale anti-contagion policies on the covid-19 pandemic0.51121100%
3de Chaisemartin, C. and D'Haultfœuille, X (2020) Two-way fixed effects estimators with heterogeneous treatment effects0.40511100%
4Mitze, T., Kosfeld, R., Rode, J., and Wälde, K (2020) Face masks considerably reduce covid-19 cases in germany0.40511100%
5Allcott, H., Boxell, L., Conway, J., Ferguson, B., Gentzkow, M., and… (2020) Economic and health impacts of social distancing policies during the coronavirus pandemic0.40511100%
6Allen, L. J (2008) An introduction to stochastic epidemic models0.40511100%
7Ash, E., Galletta, S., Hangartner, D., Margalit, Y., and Pinna, M (2020) The effect of fox news on health behavior during covid-190.40511100%
8Athey, S. and Imbens, G. W (2018) Design-based analysis in difference-in-differences settings with staggered adoption0.40511100%
9Borusyak, K. and Jaravel, X (2017) Revisiting event study designs0.40511100%
10Bursztyn, L., Rao, A., Roth, C., and Yanagizawa-Drott, D (2020) Misinformation during a pandemic0.40511100%

Showing the top 10 of 30 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Evaluating Policies Early in a Pandemic: Bounding Policy Effects with Nonrandomly Missing Data0.40511
2Policy Evaluation during a Pandemic0.40511