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Data and Code for: Two-way fixed effects estimators with heterogeneous treatment effects

Version
2
Resource Type
Dataset : administrative records data, survey data
Creator
  • de Chaisemartin, Clément (UC Santa Barbara)
  • D'Haultfoeuille, Xavier (CREST-ENSAE)
Publication Date
2020-08-26
Free Keywords
linear regressions; fixed effects; heterogeneous treatment effects; difference-in-differences
Description
  • Abstract

    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.
Temporal Coverage
  • 1868-01-01 / 1999-12-31
    Time Period: Wed Jan 01 00:00:00 EST 1868--Fri Dec 31 00:00:00 EST 1999 (1868-1928 in Section 5.B, 1980-1987 in Section 5.C, 1995-1999 in Section 2.2 of the appendix.)
Geographic Coverage
  • United States and Russia
Availability
Download
This study is freely available to the general public via web download.
Relations
  • Is version of
    DOI: 10.3886/E118363

Update Metadata: 2020-08-29 | Issue Number: 1 | Registration Date: 2020-08-29

de Chaisemartin, Clément; D'Haultfoeuille, Xavier (2020): Data and Code for: Two-way fixed effects estimators with heterogeneous treatment effects. Version: 2. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/E118363V2