Dif-in-dif estimators of multiplicative treatment effects

DOI10.1515/JEM-2016-0011zbMATH Open1420.62482OpenAlexW3124529313MaRDI QIDQ2312969FDOQ2312969

Authors: Yanyan Li 

Publication date: 18 July 2019

Published in: Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL: http://repository.essex.ac.uk/22021/1/%5BJournal%20of%20Econometric%20Methods%5D%20Dif-in-Dif%20Estimators%20of%20Multiplicative%20Treatment%20Effects.pdf

Recommendations

• Two-way fixed effects and differences-in-differences estimators with several treatments
• Estimating a multiplicative treatment effect under biased allocation
• Nonlinear difference-in-difference treatment effect estimation: a distributional analysis
• R-estimators and confidence regions for treatment effects in multi- response experiments
• Inference on difference-in-differences average treatment effects: a fixed-\(b\) approach
• Estimating a Treatment Effect from Multidimensional Longitudinal Data
• Estimation and Inference for the Causal Effect of Receiving Treatment on a Multinomial Outcome
• Estimating a multivariate treatment effect under a biased allocation rule

zbMATH Keywords

difference-in-differenceslog-linearisationPoisson pseudo maximum likelihood

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to economics (62P20)

Cites Work

• Multivariate fractional regression estimation of econometric share models
• Mostly harmless econometrics. An empiricist's companion.
• How Much Should We Trust Differences-In-Differences Estimates?
• Identification and Inference in Nonlinear Difference-in-Differences Models
• Title not available (Why is that?)
• Some Alternatives to the Box-Cox Regression Model
• The treatment effect, the cross difference, and the interaction term in nonlinear ``difference-in-differences models
• On the existence of the maximum likelihood estimates in Poisson regression
• A semiparametric derivative estimator in log transformation models

Cited In (4)

• The treatment effect, the cross difference, and the interaction term in nonlinear ``difference-in-differences models
• Alternative diff-in-diffs estimators with several pretreatment periods
• Two-way fixed effects and differences-in-differences estimators with several treatments
• Interaction terms in Poisson and log linear regression models

Uses Software

• Stata

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