请问各位大佬用过HCW方法吗?我加入协变量之后不出政策后(2017年)结果了,难道是因为政策时间太短(2017-2019),但不加协变量可以显示政策结果。不知道哪里出了问题,求助各位,多谢!
(1)未加协变量的命令:
rcm lntotra ,trunit(17) trperiod(2017) postperiod(2017/2019) me(lasso) cr(cv) fold(10)
stata结果:
Prediction results in the post-treatment periods using post-lasso OLS:
Time Actual Outcome Predicted Outcome Treatment Effect
2017 7.9982 8.0906 -0.0924
2018 8.2388 8.1355 0.1033
2019 8.3390 8.2191 0.1199
Mean 8.1920 8.1484 0.0436
(2)加了协变量后的命令:
rcm lntotra open lnfdi indus,trunit(17) trperiod(2017) postperiod(2017/2019) me(lasso) cr(cv) fold(10)
stata结果:
Prediction results in the post-treatment periods using post-lasso OLS:
Time Actual Outcome Predicted Outcome Treatment Effect
2017 7.9982 . .
2018 8.2388 . .
2019 8.3390 . .
Mean . . .