| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w25904 |
| 来源ID | Working Paper 25904 |
| Two-way Fixed Effects Estimators with Heterogeneous Treatment Effects | |
| Clément de Chaisemartin; Xavier D'; Haultfoeuille | |
| 发表日期 | 2019-06-03 |
| 出版年 | 2019 |
| 语种 | 英语 |
| 摘要 | Linear regressions with period and group fixed effects are widely used to estimate treatment effects. We show that they identify 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 estimand may for instance be negative while all the ATEs are positive. In two articles that have used those regressions, half of the weights are negative. We propose another estimator that solves this issue. In one of the articles we revisit, it is of a different sign than the linear regression estimator. |
| 主题 | Econometrics ; Estimation Methods |
| URL | https://www.nber.org/papers/w25904 |
| 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/583578 |
| 推荐引用方式 GB/T 7714 | Clément de Chaisemartin,Xavier D',Haultfoeuille. Two-way Fixed Effects Estimators with Heterogeneous Treatment Effects. 2019. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w25904.pdf（633KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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