综合控制、合成DID最新书单、命令包汇总
综合控制、合成DID最新书单、命令包汇总
1、合成控制法命令集合
1.1、命令:synth
一文读懂合成控制法 (Synthetic Control Method)操作及Stata应用
下载安装方法为:ssc install synth, replace
推荐文章:
Abadie, A., Diamond, A., and J. Hainmueller. 2014. Comparative Politics and the Synthetic Control Method. American Journal of Political Science (Forthcoming 2014).
Abadie, A., Diamond, A., and J. Hainmueller. 2010. Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of California's Tobacco Control Program. Journal of the American Statistical Association 105(490): 493-505.
Abadie, A. and Gardeazabal, J. 2003. Economic Costs of Conflict: A Case Study of the Basque Country. American Economic Review 93(1): 113-132.
Vanderbei, R.J. 1999. LOQO: An interior point code for quadratic programming. Optimization Methods and Software 11: 451-484.
1.2、synth_runner
下载安装方法为:ssc install syntn_runner, replace
推荐阅读:
Cavallo, E., S. Galiani, I. Noy, and J. Pantano. 2013. Catastrophic natural disasters and economic growth. Review of Economics and Statistics 95: 1549-1561. Quistorff, B. and S. Galiani. 2017. The synth_runner package: Utilities to automate synthetic control estimation using synth. Stata Journal 17: 834-849.
1.3、npsynth
合成控制法(Nonparametric Synthetic Control Method,npsynth)及stata操作(一)
下载安装方法为:ssc install npsyntn, replace
参考文献
Cerulli, G. 2015. Econometric Evaluation of Socio-Economic Programs: Theory and Applications, Springer. Cerulli, G., 2019. A flexible Synthetic Control Method for modeling policy evaluation, Economics Letters, 182, 40-44.
1.4、allsynth
synth与synth_runner命令之后合成控制法最新推荐:allsynth操作与应用
下载安装方法为:ssc install allsyntn, replace
Author:Justin C. Wiltshire, jcwiltshire@ucdavis.edu,University of California, Davis
Acknowledgement: In addition to directly utilizing the synth package, the code for allsynth draws unapologetically on Jens Hainmueller's code from the original synth package. This is an explicit acknowledgement of that fac
参考文献
Abadie, A. and G.W. Imbens, 2011. Bias-Corrected Matching Estimators for Average Treatment Effects. Journal of Business & Economic Statistics, 29(1): 1-11. Abadie, A., and J. L'Hour, 2019. A Penalized Synthetic Control Estimator for Disaggregated Data. Working paper. Abadie, A., Diamond, A., and J. Hainmueller, 2010. Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of California's Tobacco Control Program. Journal of the American Statistical Association, 105(490): 493-505. Abadie, A., Diamond, A. and J. Hainmueller, 2015. Comparative politics and the synthetic control method. American Journal of Political Science, 59(2): 495-510. Ben-Michael, E., Feller, A. and J. Rothstein, 2021. The Augmented Synthetic Control Method. Journal of the American Statistical Association, Forthcoming. Wiltshire, J.C., 2021. Walmart Supercenters and Monopsony Power: How a Large, Low-Wage Employer Impacts Local Labor Markets. Working paper.
1.5、fect
下载安装方法为:
cap ado uninstall fect net install fect, from(https://raw.githubusercontent.com/xuyiqing/fect_stata/master/) replace
主页:https://yiqingxu.org/packages/fect/stata/fect_md.html
Authors: Licheng Liu (MIT); Ye Wang (NYU); Yiqing Xu(Stanford); Ziyi Liu(PKU)
Package: fect
Main Reference: A Practical Guide to Counterfactual Estimators for Causal Inference with Time-Series Cross-Sectional Data
1.6、synth2
2、因果推断书籍+代码
Causal Inference: The Mixtape代码链接 https://gitee.com/econometric/causal--inference--the--mixtape
Causal Inference: What If代码链接 https://gitee.com/econometric/causal_inference_python_code
Mostly Harmless Replication代码链接 https://gitee.com/econometric/mostly-harmless-replication
《基本有用的计量经济学》(MUSE)代码链接 https://gitee.com/econometric/causalinference
Martin Huber (2021). Causal analysis: Impact evaluation and causal machine learning with applications in R.
Matheus Facure Alves(2021). Causal Inference for The Brave and True
Gábor Békés and Gábor Kézdi(2021). Data Analysis for Business, Economics, and Policy
3、Blog+演讲+文章
3.1 、合成控制法概述及实用建议
Victoria L. Prince (2019). Synthetic Controls: brief overview with practical recommendations
Masa Asami, Causal Inference Using Synthetic Difference in Differences with Python
(Slide) David Hirshberg “Synthetic difference in differences” (2020), Emory QTM, Stanford Univ.
(Slide) Susan Athey “Synthetic Differences in Differences”(2020), Stanford Univ.
Synthetic Difference in Differences, Guido Imbens, Stanford (joint with D. Arkhangelsky, S. Athey, D. Hirshberg, and S. Wager)
3.2、文章资源
Abadie, Alberto, and Javier Gardeazabal. 2003. The Economic Costs of Conflict: A Case Study of the Basque Country. American Economic Review, 93 (1): 113-132.
Abadie, A., Diamond, A. and Hainmueller, J., 2010. Synthetic control methods for comparative case studies: Estimating the effect of California’s tobacco control program. Journal of the American statistical Association, 105(490), pp.4
Abadie, A., Diamond, A. and Hainmueller, J., 2015. Comparative politics and the synthetic control method. American Journal of Political Science, 59(2), pp.495-510.
Abadie, A., & L’Hour, J. (2021). A penalized synthetic control estimator for disaggregated data. Journal of the American Statistical Association, 116(536), 1817-1834.
Abadie, A. (2021). Using synthetic controls: Feasibility, data requirements, and methodological aspects. Journal of Economic Literature, 59(2), 391-425.
Vanderbei, R.J. 1999. LOQO: An interior point code for quadratic programming. Optimization Methods and Software 11: 451-484.
Cavallo, E., S. Galiani, I. Noy, and J. Pantano. 2013. Catastrophic natural disasters and economic growth. Review of Economics and Statistics 95: 1549-1561.
Quistorff, B. and S. Galiani. 2017. The synth_runner package: Utilities to automate synthetic control estimation using synth. Stata Journal 17: 834-849.
Cerulli, G. 2015. Econometric Evaluation of Socio-Economic Programs: Theory and Applications, Springer.
Cerulli, G., 2019. A flexible Synthetic Control Method for modeling policy evaluation, Economics Letters, 182, 40-44.
Ben-Michael, E., Feller, A. and J. Rothstein, 2021. The Augmented Synthetic Control Method. Journal of the American Statistical Association, Forthcoming.
Wiltshire, J.C., 2021. Walmart Supercenters and Monopsony Power: How a Large, Low-Wage Employer Impacts Local Labor Markets. Working paper.
Main Reference: A Practical Guide to Counterfactual Estimators for Causal Inference with Time-Series Cross-Sectional Data