安慰劑檢驗(yàn)介紹、操作及舉例

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1、安慰劑檢驗(yàn)介紹（Placebotest）安慰劑是一種附加實(shí)證檢驗(yàn)的思路，并不存在一個(gè)具體的特定的操作方法。一般存在兩種尋找安慰劑變量的方法。比如，在已有的實(shí)證檢驗(yàn)中，發(fā)現(xiàn)自變量Xi會(huì)影響自變量Zi與因變量Yi之間存在相關(guān)關(guān)系。在其后的實(shí)證檢驗(yàn)中，采用其他主體（國(guó)家，省份，公司）的Xj變量作為安慰劑變量，檢驗(yàn)Xj是否影響Zi與Yi之間的相關(guān)關(guān)系。如果不存在類似于Xi的影響，即可排除Xi的安慰劑效應(yīng)，使得結(jié)果更為穩(wěn)健。另一種尋找安慰劑變量的方法。已知，Xi是虛擬變量，Xi=1，ift>T；Xi=0ift

2、）。在其后的實(shí)證檢驗(yàn)中，將Xi`設(shè)定為Xi`=1，ift>T+n；Xi`=0ift

3、細(xì)的例題，安慰劑檢驗(yàn)在最后。SurvivingGraduateEconometricswithR:Difference-in-DifferencesEstimation—2of?8Thefollowingreplicationexercisecloselyfollowsthehomeworkassignment#2inECNS562.Thedataforthisexercisecanbefound?here.ThedataisabouttheexpansionoftheEarnedIncomeTaxCredit.Thisisalegislationaimeda

4、tprovidingataxbreakforlowincomeindividuals.?Forsomebackgroundonthesubject,seeEissa,Nada,andJeffreyB.Liebman.1996.LaborSupplyResponsestotheEarnedIncomeTaxCredit.QuarterlyJournalofEconomics.?111(2):605-637.Thehomeworkquestions(abbreviated):1.Describeandsummarizedata.2.Calculatethesamp

5、lemeansofallvariablesfor(a)singlewomenwithnochildren,(b)singlewomenwith1child,and(c)singlewomenwith2+children.3.Createanewvariablewithearningsconditionalonworking(missingfornon-employed)andcalculatethemeansofthisbygroupaswell.4.Constructavariableforthe“treatment”calledANYKIDSandavar

6、iableforaftertheexpansion(calledPOST93—shouldbe1for1994andlater).5.Createagraphwhichplotsmeanannualemploymentratesbyyear(1991-1996)forsinglewomenwithchildren(treatment)andwithoutchildren(control).6.Calculatetheunconditionaldifference-in-differenceestimatesoftheeffectofthe1993EITCexp

7、ansiononemploymentofsinglewomen.7.Nowrunaregressiontoestimatetheconditionaldifference-in-differenceestimateoftheeffectoftheEITC.Useallwomenwithchildrenasthetreatmentgroup.8.Reestimatethismodelincludingdemographiccharacteristics.9.Addthestateunemploymentrateandallowitseffecttovarybyt

8、hepresenceofchildre