Chaisemartin, Clément de and Haultfoeuille, Xavier d' (2015) Fuzzy differences-in-differences [pre-print]. Working Paper. Coventry: University of Warwick. Department of Economics. Warwick economics research papers series (WERPS) (1065). (Unpublished)
Preview |
PDF
WRAP_TWERP 1065 DeChaisemartin.pdf - Draft Version - Requires a PDF viewer. Download (928kB) | Preview |
Abstract
outcome divided by the DID of the treatment, or OLS and 2SLS regressions with time and group fixed effects estimating weighted averages of this ratio across groups. We start by showing that when the treatment also increases in the control group, this ratio estimates a causal effect only if treatment effects are homogenous in the two groups. Even when the distribution of treatment is stable, it requires that the effect of time be the same on all counterfactual outcomes. As this assumption is not always applicable, we propose two alternative estimators. The first estimator relies on a generalization of common trends assumptions to fuzzy designs, while the second extends the changes-in-changes estimator of Athey & Imbens (2006). When the distribution of treatment changes in the control group, treatment effects are partially identified. Finally, we prove that our estimators are asymptotically normal and use them to revisit applied papers using fuzzy designs.
| Item Type: | Working or Discussion Paper (Working Paper) |
|---|---|
| Subjects: | J Political Science > JC Political theory |
| Divisions: | Faculty of Social Sciences > Economics |
| Library of Congress Subject Headings (LCSH): | Economics -- Mathematical models, Fuzzy mathematics, Quantile regression |
| Series Name: | Warwick economics research papers series (WERPS) |
| Publisher: | University of Warwick. Department of Economics |
| Place of Publication: | Coventry |
| ISSN: | 0083-7350 |
| Official Date: | October 2015 |
| Dates: | Date Event October 2015 Available |
| Number: | 1065 |
| Number of Pages: | 65 |
| Institution: | University of Warwick |
| Status: | Not Peer Reviewed |
| Publication Status: | Unpublished |
| Access rights to Published version: | Restricted or Subscription Access |
| Related URLs: | |
| URI: | https://wrap.warwick.ac.uk/73105/ |
Request changes or add full text files to a record
Repository staff actions (login required)
 |
View Item |