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stata psm-did

超超跃跃  · 简书  ·  · 2021-03-30 22:44

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DID方法

gen time = (year >= 77) & !missing(year)

gen treated = (idcode >2000)&!missing(idcode)

gen did = time*treated

reg ln_w did time treated $xlist  //OLS回归,也可以用diff命令

* diff outcome_var [if] [in] [weight] ,[ options]

*diff fte, t(treated) p(t) cov(bk kfc roys)

xtreg ln_w did time treated $xlist i.year, fe  //固定效应模型

PSM-DID方法

** PSM的部分

set seed 0001

gen tmp = runiform()

sort tmp

psmatch2 treated $xlist, out(ln_w) logit ate neighbor(1) common caliper(.05) ties //通过近邻匹配,这里可以要outcome,也可以不要它

pstest $xlist, both graph  //检验协变量在处理组与控制组之间是否平衡

gen common=_support

drop if common == 0  //去掉不满足共同区域假定的观测值

psgraph

** DID的部分,根据上面匹配好的数据 treated

reg ln_w did time treated $xlist

xtreg ln_w did time treated $xlist i.year, fe

**命令teffects psmatch 和psmatch2也可以实现倾向得分匹配,但是后者报告的标准误估计是错误的

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