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学习笔记DDD(其六)

学习笔记DDD(其六)

作者: 天鹰_2019 | 来源:发表于2020-05-12 17:05 被阅读0次

天鹰(中南财大——博士研究生)
E-mail: yanbinglh@163.com

三重差分Stata操作(注意:此处仅仅作为三重差分的操作演示)
  • 【没有协变量】的三重差分法

diff fte, t(treated) p(t) ddd(bk)

diff fte, t(treated) p(t) ddd(bk) robust

RIPLE DIFFERENCE (DDD) ESTIMATION RESULTS
Notation of DDD:
 Control (A)     treated = 0 and bk = 1
 Control (B)     treated = 0 and bk = 0
 Treated (A)     treated = 1 and bk = 1
 Treated (B)     treated = 1 and bk = 0

Number of observations in the DDD: 801
             Before      After    
 Control (A):34          35          69
 Control (B):44          42          86
 Treated (A):133         132         265
 Treated (B):193         188         381
             404         397
--------------------------------------------------------
Outcome var.   | fte     | S. Err. |   |t|   |  P>|t|
----------------+---------+---------+---------+---------
Before          |         |         |         | 
 Control (A)  | 25.654  |         |         | 
 Control (B)  | 15.540  |         |         | 
 Treated (A)  | 18.547  |         |         | 
 Treated (B)  | 16.044  |         |         | 
 Diff (T-C)   | -7.612  | 2.728   | 2.79    | 0.005***
After           |         |         |         | 
 Control (A)  | 22.193  |         |         | 
 Control (B)  | 13.667  |         |         | 
 Treated (A)  | 19.913  |         |         | 
 Treated (B)  | 15.930  |         |         | 
 Diff (T-C)   | -4.543  | 1.812   | 2.51    | 0.012**
              |         |         |         | 
DDD             | 3.069   | 3.275   | 0.94    | 0.349
--------------------------------------------------------
R-square:    0.09
* Means and Standard Errors are estimated by linear regression
**Robust Std. Errors
**Inference: *** p<0.01; ** p<0.05; * p<0.1


esti stor DDD1

  • 【有协变量】的三重差分法

diff fte, t(treated) p(t) ddd(bk) cov(roys wendys)

diff fte, t(treated) p(t) ddd(bk) cov(roys wendys) robust


TRIPLE DIFFERENCE (DDD) ESTIMATION RESULTS
Notation of DDD:
  Control (A)     treated = 0 and bk = 1
  Control (B)     treated = 0 and bk = 0
  Treated (A)     treated = 1 and bk = 1
  Treated (B)     treated = 1 and bk = 0

Number of observations in the DDD: 801
              Before      After    
  Control (A):34          35          69
  Control (B):44          42          86
  Treated (A):133         132         265
  Treated (B):193         188         381
              404         397
--------------------------------------------------------
Outcome var.   | fte     | S. Err. |   |t|   |  P>|t|
----------------+---------+---------+---------+---------
Before          |         |         |         | 
  Control (A)  | 25.654  |         |         | 
  Control (B)  | 9.063   |         |         | 
  Treated (A)  | 18.547  |         |         | 
  Treated (B)  | 10.367  |         |         | 
  Diff (T-C)   | -8.411  | 2.612   | 3.22    | 0.001***
After           |         |         |         | 
  Control (A)  | 22.193  |         |         | 
  Control (B)  | 7.334   |         |         | 
  Treated (A)  | 19.913  |         |         | 
  Treated (B)  | 10.331  |         |         | 
  Diff (T-C)   | -5.276  | 1.759   | 3.00    | 0.003***
               |         |         |         | 
DDD             | 3.135   | 3.145   | 1.00    | 0.319
--------------------------------------------------------
R-square:    0.21
* Means and Standard Errors are estimated by linear regression
**Robust Std. Errors
**Inference: *** p<0.01; ** p<0.05; * p<0.1

esti stor DDDCOV1

diff fte, t(treated) p(t) ddd(bk) cov(roys wendys) ///
robust report

report报告协变量的估计值

对于协变量添加到回归模型中的问题,如果协变量显著,同时有助于提升R^2,则可以考虑添加。
  • 用【OLS】估计【有协变量】的【三重差分】估计量
 reg fte bk treated c.bk#c.treated t c.t#c.bk c.t#c.treated 
           c.t#c.bk#c.treated  roys wendys, robust
      
Linear regression                               Number of obs     =        801
                                                F(9, 791)         =      40.66
                                                Prob > F          =     0.0000
                                                R-squared         =     0.2115
                                                Root MSE          =     8.0571

------------------------------------------------------------------------------------
                   |               Robust
               fte |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------------+----------------------------------------------------------------
                bk |   16.59097   2.477767     6.70   0.000     11.72719    21.45475
           treated |   1.303991   1.077859     1.21   0.227    -.8118111    3.419793
                   |
    c.bk#c.treated |   -8.41141   2.611581    -3.22   0.001    -13.53786   -3.284962
                   |
                 t |  -1.729012   1.267552    -1.36   0.173    -4.217176    .7591522
                   |
          c.t#c.bk |  -1.732542   2.877795    -0.60   0.547    -7.381562    3.916477
                   |
     c.t#c.treated |   1.692315   1.513675     1.12   0.264    -1.278979     4.66361
                   |
c.t#c.bk#c.treated |   3.135126   3.144552     1.00   0.319    -3.037528    9.307779
                   |
              roys |   8.377883    .756411    11.08   0.000     6.893072    9.862693
            wendys |   9.502303   .9042629    10.51   0.000     7.727264    11.27734
             _cons |   9.063442   .9598355     9.44   0.000     7.179316    10.94757
------------------------------------------------------------------------------------

esti stor DDDCOVOLS1

esttab DDDCOV1 DDDCOVOLS1 using testldddcovols1.doc, ar2(%8.4f) se(%8.4f)   nogap brackets aic bic  mtitles replace    

-----------------------------------------
                     (1)             (2)   
                 DDDCOV1      DDDCOVOLS1   
--------------------------------------------
t                  -1.729          -1.729   
                [1.2676]        [1.2676]   
treated             1.304           1.304   
                [1.0779]        [1.0779]   
bk                  16.59***        16.59***
                [2.4778]        [2.4778]   
__000002           -8.411**                 
                [2.6116]                   
__000003            1.692                   
                [1.5137]                   
__000004           -1.733                   
                [2.8778]                   
_diff               3.135                   
                [3.1446]                   
roys                8.378***        8.378***
                [0.7564]        [0.7564]   
wendys              9.502***        9.502***
                [0.9043]        [0.9043]   
c.bk#c.tre~d                       -8.411** 
                                [2.6116]   
c.t#c.bk                           -1.733   
                                [2.8778]   
c.t#c.trea~d                        1.692   
                                [1.5137]   
c.t#c.bk#c~d                        3.135   
                                [3.1446]   
_cons               9.063***        9.063***
                [0.9598]        [0.9598]   
--------------------------------------------
N                     801             801   
adj. R-sq          0.2026          0.2026   
AIC                5625.7          5625.7   
BIC                5672.6          5672.6   
--------------------------------------------
Standard errors in brackets
* p<0.05, ** p<0.01, *** p<0.001

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