求教:哪位大牛能帮我讲讲Diff-in-Diff controlling for covariates和Propensity Score Matching diff-in-diff的区别啊?
二者在Stata里的命令如下:
Diff-in-Diff with covariates.
diff fte, t(treated) p(t) cov(bk kfc roys)
diff fte, t(treated) p(t) cov(bk kfc roys) report
diff fte, t(treated) p(t) cov(bk kfc roys) report bs
Kernel Propensity Score Matching Diff-in-Diff.
diff fte, t(treated) p(t) cov(bk kfc roys) kernel id(id)
diff fte, t(treated) p(t) cov(bk kfc roys) kernel id(id) support
diff fte, t(treated) p(t) report kernel id(id) ktype(gaussian) pscore(_ps)
diff fte, t(treated) p(t) bs kernel id(id) bw(0.006) pscore(_ps)
Stata里的说明:
cov(varlist) Specifies the pre-treatment covariates of the model. When option kernel is selected these variables are used to
generate the propensity score.
kernel Performs the Kernel-based Propensity Score Matching diff-in-diff. This option generates _weights that contains the weights derived from the kernel density function, _ps when the Propensity Score is not specified in
pscore(varname). This option requires the id(varname) of each individual.
我之前没有接触过这些方法,看Stata里的东西也不是很理解,但是做论文导师让用,非常发愁,谢谢各位了,希望能有好心人帮忙解惑!谢谢了。。。


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