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DID的使用指南,原理
2022-07-01 08:15:00 【小蜗笔记】
DID首先要满足平行趋势检验,如果不满足,使用三重DID检验。
为啥要检验呢?
上图:
如果不检验,意味着前期的发展特征是具有差异的,两个个体玩不到一块去,还怎么搞对比差异?
D1是政策后,D2是政策前。
视频截图来自于:
https://www.bilibili.com/video/BV1Ut4y1z7YE?share_source=copy_web
哈哈哈哈哈哈,如何做DID平行趋势检验呢?
是这样的
放链接:
https://www.jianshu.com/p/fb88cdfdf9f7
链接一大堆,其实挺简单的,就是拿着年份的虚拟变量做回归,如果政策发生之前的年虚拟变量不显著,政策发生之后的年份虚拟变量显著,这就意味着,符合平行趋势检验。
了解了这一基本原理。python就能跑喽
截图链接:
https://www.jianshu.com/p/fb88cdfdf9f7
原文说:
当然还有图示法。暂且不再介绍。
接下来看看看 DID如何做,很简单啊。
DID如何做
https://www.bilibili.com/video/BV1Ho4y1d7za?share_source=copy_web
上述链接很清晰,但是不要看着麻烦,其实其实,无论多时点还是did变量,只要把当地政策虚拟变量设置为1就可以了。

图片来源:
https://www.bilibili.com/video/BV1Ho4y1d7za?share_source=copy_web
然后分析DID的作用就可以了
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