Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects

被引：1595
|
作者：
De Chaisemartin, Clement [1 ]
D'Haultfoeuille, Xavier [2 ]
机构：
[1] Univ Calif Santa Barbara, Santa Barbara, CA 93106 USA
[2] CREST ENSAE, Palaiseau, France
来源：
AMERICAN ECONOMIC REVIEW | 2020年 / 110卷 / 09期
关键词：
UNIONS; WAGES;
D O I：
10.1257/aer.20181169
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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.
引用
收藏
页码：2964 / 2996
页数：33
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