双重差分法|DID|PSM|平行趋势检验|安慰剂检验|Stata代码_psmdid代码

作者：我家自动化 | 2024-04-05 23:12:29

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psmdid代码

双重差分与稳健性检验原理

$y_{it}=\alpha + \gamma D_t + \beta x_{it} + u_i + \epsilon_{it} （1）$
$D_t=\left\{$

\begin{aligned} 1, & i f & t = 2 \\ 0, & i f & t = 0 \end{aligned}

$\begin{aligned} 1,& if& & t = 2&\\ 0,& if& & t = 0& \end{aligned}$ \right.

D_{t} = {1, 0, i f i f t = 2 t = 0

$x_{it}=\left\{$

\begin{aligned} 1, & i f & i \in T r e a t & a n d & t = 2 \\ 0, & i f & e l s e \end{aligned}

$\begin{aligned} 1, &if& & i∈Treat&& and&& t = 2&\\ 0, &if&& else&\\ \end{aligned}$ \right.

x_{i t} = {1, 0, i f i f i \in T r e a t e l s e a n d t = 2

t = 1时
控制组
$y_{control,t=1}=\alpha + \gamma D_{t=1} + \beta x_{control,t=1} + u_{control} + \epsilon_{control,t=1} \\ = \alpha + u_{control} + \epsilon_{control,t=1}$
处理组
$y_{treat,t=1}=\alpha + \gamma D_{t=1} + \beta x_{treat,t=1} + u_{treat} + \epsilon_{treat,t=1}\\ = \alpha + u_{treat} + \epsilon_{treat,t=1}$
t = 2时
控制组

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