英文标题：
《Two-way Fixed Effects Regressions with Several Treatments》
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作者：
Cl\\\'ement de Chaisemartin and Xavier D\'Haultfoeuille
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最新提交年份：
2021
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英文摘要：
We study regressions with period and group fixed effects and several treatment variables. Under a parallel trends assumption, the coefficient on each treatment identifies the sum of two terms. The first term is a weighted sum of the effect of that treatment in each group and period, with weights that may be negative and sum to one. The second term is a sum of the effects of the other treatments, with weights summing to zero. Accordingly, coefficients in those regressions are not robust to heterogeneous effects, and may be contaminated by the effect of other treatments. We propose alternative estimators that are robust to heterogeneous effects, and that do not suffer from the contamination problem.
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中文摘要：
我们研究了具有周期和组固定效应以及几个治疗变量的回归。在平行趋势假设下，每个处理的系数表示两项的总和。第一项是各组和各期治疗效果的加权总和，权重可能为负值，总和为1。第二项是其他治疗效果的总和，权重总和为零。因此，这些回归中的系数对异质性效应并不稳健，可能会受到其他处理效果的影响。我们提出了对异质效应具有鲁棒性且不受污染问题影响的替代估计器。
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分类信息：

一级分类：Economics 经济学
二级分类：Econometrics 计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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