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来源类型 | Working Paper |
规范类型 | 报告 |
DOI | 10.3386/w20342 |
来源ID | Working Paper 20342 |
Broken or Fixed Effects? | |
Charles E. Gibbons; Juan Carlos Suárez Serrato; Michael B. Urbancic | |
发表日期 | 2014-07-24 |
出版年 | 2014 |
语种 | 英语 |
摘要 | We replicate eight influential papers to provide empirical evidence that, in the presence of heterogeneous treatment effects, OLS with fixed effects (FE) is generally not a consistent estimator of the average treatment effect (ATE). We propose two alternative estimators that recover the ATE in the presence of group-specific heterogeneity. We document that heterogeneous treatment effects are common and the ATE is often statistically and economically different from the FE estimate. In all but one of our replications, there is statistically significant treatment effect heterogeneity and, in six, the ATEs are either economically or statistically different from the FE estimates. |
主题 | Econometrics ; Estimation Methods |
URL | https://www.nber.org/papers/w20342 |
来源智库 | National Bureau of Economic Research (United States) |
引用统计 | |
资源类型 | 智库出版物 |
条目标识符 | http://119.78.100.153/handle/2XGU8XDN/578015 |
推荐引用方式 GB/T 7714 | Charles E. Gibbons,Juan Carlos Suárez Serrato,Michael B. Urbancic. Broken or Fixed Effects?. 2014. |
条目包含的文件 | 条目无相关文件。 |
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