其他
免费公开课：交叠DID偏误及Bacon分解+案例应用
35分钟视频学习TWFE偏误及Bacon分解+案例应用
内容简介
这个视频主要介绍多时点DID得到的平均处理效应是由分解出来的单时点dd处理效应的加权平均。
1、TWFE偏误 2、手工绘图展示2*2DID分组产生的DID系数加权平均 3、Bacon分解命令介绍 4、单边离婚法案对自杀率的案例
视频涉及主要命令拓展学习
reghdfe xtreg eventdd bacondecomp
参考文章：
Andrew Goodman-Bacon 《Difference-in-differences with variation in treatment timing》 Wolfers, Justin, 2006. Did unilateral divorce laws raise divorce rates? A reconciliation and new results. Amer. Econ. Rev. 96 (5), 1802–1820.
bacondecomp命令介绍：
bacondecomp varlist [if] [in] [weight] [, options]
where varlist is
outcome treatment_indicator [controls]
options Description
--------------------------------------------------------------------------------------------------------------
gropt(string) options to pass to graph command
stub(string) specify a prefix for variables to be created holding decomp results
ddetail option for more detailed decomposition (allowed without weights or controls)
other options options to pass to xtreg command
操作结果展示：
案例应用
老版本分解结果
分解图
数据结构查看
TWFE双向固定效应模型估计结果
新版本结果展示
老版本结果
. . bacondecomp asmrs post , ddetail
Calculating treatment times...
Calculating weights...
Estimating 2x2 diff-in-diff regressions...
Diff-in-diff estimate: -3.080
DD Comparison Weight Avg DD Est
-------------------------------------------------
Earlier T vs. Later C 0.111 -0.187
Later T vs. Earlier C 0.265 3.512
T vs. Never treated 0.240 -5.331
T vs. Already treated 0.384 -7.044
-------------------------------------------------
T = Treatment; C = Control
.
end of do-file
. dis 0.111 * -0.187+0.265*3.512+0.240 * -5.331+ 0.384 *-7.044
-3.074413
.
新版本结果
bacondecomp asmrs post , ddetail
Computing decomposition across 14 timing groups
including an always-treated group and a never-treated group
------------------------------------------------------------------------------
asmrs | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
post | -3.079926 1.111656 -2.77 0.006 -5.258732 -.9011193
------------------------------------------------------------------------------
Bacon Decomposition
/*
+---------------------------------------------------+
| | Beta TotalWeight |
|----------------------+----------------------------|
| Early_v_Late | 3.089867353 .0001259938 |
| Late_v_Early | -23.83420181 .0006803664 |
| Early_v_Late | .7286439538 .0008819564 |
| Late_v_Early | -8.258329391 .0045861736 |
| Early_v_Late | 2.404874802 .0005291738 |
| Late_v_Early | 22.15005112 .0022930868 |
| Early_v_Late | 1.676301956 .000566972 |
| Late_v_Early | -7.148348331 .00283486 |
| Early_v_Late | 4.613049507 .0004535776 |
| Late_v_Early | 26.58180046 .0018899067 |
| Early_v_Late | -7.006736755 .0009260543 |
| Late_v_Early | -5.394356728 .0033073366 |
| Early_v_Late | .6727053523 .0025198756 |
| Late_v_Early | -7.43382597 .012095402 |
| Early_v_Late | 3.899661064 .0022678879 |
| Late_v_Early | 27.04117584 .0090715515 |
| Early_v_Late | -7.521428585 .0061736949 |
| Late_v_Early | -6.398066521 .0211669536 |
| Early_v_Late | -3.244979858 .0015119253 |
| Late_v_Early | -3.630996227 .0045357758 |
| Early_v_Late | .1488796175 .0009449533 |
| Late_v_Early | -5.158778191 .0043467852 |
| Early_v_Late | -2.910137653 .0009071552 |
| Late_v_Early | 23.89071274 .0034774283 |
| Early_v_Late | -9.381551743 .0027781627 |
| Late_v_Early | -6.318483829 .009128249 |
| Early_v_Late | -8.437994003 .0009071552 |
| Late_v_Early | -6.468858719 .0026080712 |
| Early_v_Late | 4.291956902 .001700916 |
| Late_v_Early | 6.192469597 .0043467852 |
| Early_v_Late | 9.615415573 .0007559626 |
| Late_v_Early | .6682447195 .0033262358 |
| Early_v_Late | 5.732773304 .0007559626 |
| Late_v_Early | 29.61791611 .002771863 |
| Early_v_Late | 2.411342144 .002469478 |
| Late_v_Early | 4.052882671 .0077612166 |
| Early_v_Late | 5.130411148 .0009071552 |
| Late_v_Early | 4.886719704 .0024946767 |
| Early_v_Late | 8.392121315 .0022678879 |
| Late_v_Early | 10.78344917 .0055437261 |
| Early_v_Late | 3.15568161 .0003779813 |
| Late_v_Early | 3.873969555 .0008315589 |
| Early_v_Late | 3.482367754 .0004409782 |
| Late_v_Early | 4.239864349 .0018521086 |
| Early_v_Late | -7.72107935 .0004535776 |
| Late_v_Early | 28.58859062 .0015875215 |
| Early_v_Late | -8.404179573 .0015434237 |
| Late_v_Early | 3.740804911 .0046302713 |
| Early_v_Late | -9.093745232 .0006047701 |
| Late_v_Early | .6837824583 .0015875215 |
| Early_v_Late | 1.421976328 .001700916 |
| Late_v_Early | 11.66159821 .0039688039 |
| Early_v_Late | -16.38343239 .0003779813 |
| Late_v_Early | -6.338175297 .0007937608 |
| Early_v_Late | -14.61515999 .0001385932 |
| Late_v_Early | -7.964285851 .0002645869 |
| Early_v_Late | -3.567538977 .0015119253 |
| Late_v_Early | -13.05292702 .006047701 |
| Early_v_Late | -10.86773682 .0015875215 |
| Late_v_Early | 13.24829674 .0052917384 |
| Early_v_Late | -7.6874547 .0055563254 |
| Late_v_Early | -9.137350082 .0158752156 |
| Early_v_Late | -6.326669693 .0022678879 |
| Late_v_Early | -11.05425262 .0056697199 |
| Early_v_Late | 4.825609684 .0068036641 |
| Late_v_Early | .64386338 .0151192535 |
| Early_v_Late | 2.691236258 .001700916 |
| Late_v_Early | -4.655465126 .0034018321 |
| Early_v_Late | 1.836740971 .0008315589 |
| Late_v_Early | -6.611749649 .0015119253 |
| Early_v_Late | 20.30932999 .0002267888 |
| Late_v_Early | 7.368327141 .0003779813 |
| Early_v_Late | 3.358542204 .0006929658 |
| Late_v_Early | -4.764940262 .0023560837 |
| Early_v_Late | -9.930462837 .0007559626 |
| Late_v_Early | 19.64731598 .0021418943 |
| Early_v_Late | -2.845511436 .0027781627 |
| Late_v_Early | -.215427205 .0067469666 |
| Early_v_Late | -3.231632233 .0012095402 |
| Late_v_Early | -2.357027531 .0025702729 |
| Early_v_Late | 3.202227831 .0039688039 |
| Late_v_Early | 6.197752476 .0074966296 |
| Early_v_Late | -.0546139181 .0011339439 |
| Late_v_Early | .2491527498 .0019277048 |
| Early_v_Late | -4.581885338 .0006929658 |
| Late_v_Early | -6.757017612 .0010709471 |
| Early_v_Late | 23.70957756 .0003023851 |
| Late_v_Early | 21.65239143 .0004283788 |
| Early_v_Late | -5.129266739 .0007370636 |
| Late_v_Early | 2.485960007 .0009638524 |
| Early_v_Late | 9.392490387 .0009449533 |
| Late_v_Early | .7609612942 .0024568787 |
| Early_v_Late | -8.653765678 .0010583477 |
| Late_v_Early | 20.62852859 .0022930868 |
| Early_v_Late | 2.299735785 .0040129018 |
| Late_v_Early | 3.604630232 .0074525319 |
| Early_v_Late | 3.223866224 .0018143104 |
| Late_v_Early | 4.552188396 .0029482542 |
| Early_v_Late | 6.547305107 .006236692 |
| Late_v_Early | 10.9064064 .0090085548 |
| Early_v_Late | 5.205688 .0018899067 |
| Late_v_Early | 6.71902132 .0024568787 |
| Early_v_Late | -.8521057963 .0012473383 |
| Late_v_Early | -2.820950985 .0014741271 |
| Early_v_Late | 17.60421181 .0006047701 |
| Late_v_Early | 19.93760681 .0006551676 |
| Early_v_Late | -2.688749552 .001719815 |
| Late_v_Early | 9.5492239 .001719815 |
| Early_v_Late | -1.343767166 .0004031801 |
| Late_v_Early | 1.879976273 .0003275838 |
| Early_v_Late | -1.982551336 .0010079502 |
| Late_v_Early | 8.675222397 .0024190804 |
| Early_v_Late | -19.76277542 .0011339439 |
| Late_v_Early | 28.40373802 .0022678879 |
| Early_v_Late | -5.887892723 .0043215866 |
| Late_v_Early | 11.7344656 .0074084342 |
| Early_v_Late | -.348316431 .001965503 |
| Late_v_Early | 13.98102951 .0029482542 |
| Early_v_Late | 6.036512852 .0068036641 |
| Late_v_Early | 21.13029671 .0090715515 |
| Early_v_Late | 3.112169027 .0020788973 |
| Late_v_Early | 16.37677193 .0024946767 |
| Early_v_Late | .1411235332 .0013859315 |
| Late_v_Early | 9.925600052 .0015119253 |
| Early_v_Late | 16.27362823 .0006803664 |
| Late_v_Early | 29.59807777 .0006803664 |
| Early_v_Late | -1.641644478 .001965503 |
| Late_v_Early | 22.16219139 .0018143104 |
| Early_v_Late | -2.667479753 .0005039751 |
| Late_v_Early | 12.13856983 .0003779813 |
| Early_v_Late | 5.63313818 .0001259938 |
| Late_v_Early | 16.86439133 .0000755963 |
| Always_v_timing | -7.043688925 .3844322134 |
| Never_v_timing | -5.330906825 .2402701287 |
+---------------------------------------------------+