安慰剂检验介绍、操作及举例.doc

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1、安慰剂检验介绍（Placebotest）安慰剂是一种附加实证检验的思路，并不存在一个具体的特定的操作方法。一般存在两种寻找安慰剂变量的方法。比如，在已有的实证检验中，发现自变量Xi会影响自变量Zi与因变量Yi之间存在相关关系。在其后的实证检验中，采用其他主体（国家，省份，公司）的Xj变量作为安慰剂变量，检验Xj是否影响Zi与Yi之间的相关关系。如果不存在类似于Xi的影响，即可排除Xi的安慰剂效应，使得结果更为稳健。另一种寻找安慰剂变量的方法。已知，Xi是虚拟变量，Xi=1，ift>T；Xi=0ift

2、DID）。在其后的实证检验中，将Xi`设定为Xi`=1，ift>T+n；Xi`=0ift

3、了。以下是详细的例题，安慰剂检验在最后。SurvivingGraduateEconometricswithR:Difference-in-DifferencesEstimation—2of 8Thefollowingreplicationexercisecloselyfollowsthehomeworkassignment#2inECNS562.Thedataforthisexercisecanbefound here.ThedataisabouttheexpansionoftheEarnedIncomeTaxCredit.Thisisalegislat

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

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

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

7、ctofthe1993EITCexpansiononemploymentofsinglewomen.7.Nowrunaregressiontoestimatetheconditionaldifference-in-differenceestimateoftheeffectoftheEITC.Useallwomenwithchildrenasthetreatmentgroup.8.Reestimatethismodelincludingdemographiccharacteristics.9.Addthestateunemploymentrateandal

8、lowitseffecttovarybythepresenceofchildre