安慰剂检验介绍、操作及举例

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,iftT；Xi=0iftT+n；Xi=0iftT+n，其中n根据实际情况取值，可正可负。检验Xi是否影响Zi与Yi之间的相

2、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。举例：以美国市场某种政策冲击识别策略的因果关系考察，在最后部分选取英国同期的因变量，检验是否有类似的特征，就是安慰剂检验。以中国2007年所得税改革作为减税的政策冲击以验证减税对企业创新的影响。亦可以通过把虚拟的政策实施时间往前往后推几年，作为虚拟的政策时点，如果检验发现没有类似的因果，文章的主要结论就更加可信了。以下是详细的例题，安慰剂检验在最后。SurvivingGraduateEconometricswithR:Difference-in-DifferencesEstimation2of8Thefollowi

3、ngreplicationexercisecloselyfollowsthehomeworkassignment#2inECNS562.Thedataforthisexercisecanbefoundhere.ThedataisabouttheexpansionoftheEarnedIncomeTaxCredit.Thisisalegislationaimedatprovidingataxbreakforlowincomeindividuals.Forsomebackgroundonthesubject,seeEissa,Nada,andJeffreyB.Liebman.1996.LaborS

4、upplyResponsestotheEarnedIncomeTaxCredit.QuarterlyJournalofEconomics.111(2):605-637.Thehomeworkquestions(abbreviated):Describeandsummarizedata.Calculatethesamplemeansofallvariablesfor(a)singlewomenwithnochildren,(b)singlewomenwith1child,and(c)singlewomenwith2+children.Createanewvariablewithearningsc

5、onditionalonworking(missingfornon-employed)andcalculatethemeansofthisbygroupaswell.Constructavariableforthe“treatment”calledANYKIDSandavariableforaftertheexpansion(calledPOST93shouldbe1for1994andlater).Createagraphwhichplotsmeanannualemploymentratesbyyear(1991-1996)forsinglewomenwithchildren(treatme

6、nt)andwithoutchildren(control).Calculatetheunconditionaldifference-in-differenceestimatesoftheeffectofthe1993EITCexpansiononemploymentofsinglewomen.Nowrunaregressiontoestimatetheconditionaldifference-in-differenceestimateoftheeffectoftheEITC.Useallwomenwithchildrenasthetreatmentgroup.Reestimatethism

7、odelincludingdemographiccharacteristics.Addthestateunemploymentrateandallowitseffecttovarybythepresenceofchildren.Allowthetreatmenteffecttovarybythosewith1or2+children.Estimatea“placebo”treatmentmodel.Takedatafromonlythepre-reformperiod.Usethesametreatmentandcontrolgroups.Introduceaplacebopolicythat

8、beginsin1992(so1992and1993bothhavethisfakepolicy).Areview:LoadingyourdataRecallthecodeforimportingyourdata:STATA:/*Lastmodified1/11/2011*/*Thefollowingblockofcommandsgoatthestartofnearlyalldofiles*/*Bracketcommentswith/*/orjustuseanasteriskatlinebeginningclear/*Clearsmemory*/setmem50m/*Adjustthisfor

9、yourparticulardataset*/cdC:DATAEcon562homework/*Changethisforyourfilestructure*/logusing,replace/*Logfilerecordsallcommands&results*/display$S_DATE$S_TIMEsetmoreoffinsheetusing,clearR:#KevinGoulding#ECNS562-Assignment2#Loadtheforeignpackagerequire(foreign)#Importdatafromwebsite#update:firstdownloadt

10、hefilefromthislink:10#Thenimportfromyourharddrive:11eitc=(C:/link/to/my/download/folder/)12NotethatanycommentscanbeembeddedintoRcode,simplybyputtinga#totheleftofyourcom13fromyourharddrive:1415eitc=(C:DATACoursesEcon562homework)DescribeandsummarizeyourdataRecallfrompart1ofthisseries,thefollowingcodet

11、odescribeandsummarizeyourdata:STATA:dessumR:InR,eachcolumnofyourdataisassignedaclasswhichwilldeterminehowyourdataistreatedinvariousfunctions.ToseewhatclassRhasinterpretedforallyourvariables,runthefollowingcode:sapply(eitc,class)summary(eitc)source()sumstats(eitc)TooutputthesummarystatisticstabletoLa

12、TeX,usethefollowingcode:require(xtable)#xtablepackagehelpscreateLaTeXcodefromR.xtable(sumstats(eitc)Note:Youwillneedtore-runthecodeforsumstats()whichyoucanfindinanearlierpost.CalculateConditionalSampleMeansSTATA:summarizeifchildren=0summarizeifchildren=1summarizeifchildren=1summarizeifchildren=1&yea

13、r=1994meanworkifpost93=0&anykids=1R:#Thefollowingcodeutilizesthesumstatsfunction(youwillneedtore-runthiscode)TOC o 1-5 h zsumstats(eitceitc$children=0,)sumstats(eitceitc$children=1,)sumstats(eitceitc$children=1,)sumstats(eitceitc$children=1&eitc$year=1994,)#Alternately,youcanusethebuilt-insummaryfun

14、ctionsummary(eitceitc$children=0,)summary(eitceitc$children=1,)summary(eitceitc$children=1,)summary(eitceitc$children=1&eitc$year=1994,)#Anotherexample:Summarizevariableworkforwomenwithonechildfrom1993onwards.summary(subset(eitc,year=1993&children=1,select=work)Thecodeaboveincludesallsummarystatisti

15、cs一butsayyouareonlyinterestedinthemean.Youcouldthenbemorespecificinyourcoding,likethis:mean(eitceitc$children=0,work)mean(eitceitc$children=1,work)mean(eitceitc$children=1,work)Tryoutanyoftheotherheadingswithinthesummaryoutput,theyshouldalsowork:min()forminimumvalue,max()formaximumvalue,stdev()forst

16、andarddeviation,andothers.CreateaNewVariableTocreateanewvariablecalled“”equaltoearningsconditionalonworking(if“work”=1),“NA”otherwise(“work”=0)一usethefollowingcode:STATA:gencearn=earnifwork=1R:121234567z=names(eitc)X=lapply(X,function(x)replace(x,x=0,NA)eitc=cbind(eitc,X)eitc$=NULLnames(eitc)=zConst

17、ructaTreatmentVariableConstructavariableforthetreatmentcalled“anykids”=1fortreatedindividual(hasatleastonechild);andavariableforaftertheexpansioncalled“post93”=1for1994andlater.STATA:genanykids=(children=1)genpost93=(year=1994)R:1eitc$post93=(eitc$year=1994)2eitc$anykids=(eitc$children0)CreateaplotC

18、reateagraphwhichplotsmeanannualemploymentratesbyyear(1991-1996)forsinglewomenwithchildren(treatment)andwithoutchildren(control).STATA:preservecollapsework,by(yearanykids)genwork0=workifanykids=0labelvarwork0Singlewomen,nochildrengenwork1=workifanykids=1labelvarwork1Singlewomen,childrentwoway(linewor

19、k0year,sort)(linework1year,sort),ytitle(LaborForceParticipationRates)graphsaveGraphhomework,replaceR:#Takeaveragevalueofworkbyyear,conditionalonanykidsminfo=aggregate(eitc$work,list(eitc$year,eitc$anykids=1),mean)#renamecolumnheadings(variables)names(minfo)=c(YR,Treatment,LFPR)#Attachanewcolumnwithl

20、abelsminfo$Group1:6=Singlewomen,nochildrenminfo$Group7:12=Singlewomen,childrenminforequire(ggplot2)#packageforcreatingniceplotsqplot(YR,LFPR,data=minfo,geom=c(point,line),colour=Group,xlab=Year,ylab=LaborForceParticipationRate)+-_/-tffI备l=2)genpostXone=post93*onekidgenpostXtwo=post93*twokidR:#Thesta

21、teunemploymentrateinteractedwithnumberofchildreneitc$=eitc$urate*eitc$anykids#Creatinganewtreatmentterm:#First,wellcreateanewdummyvariabletodistinguishbetweenonechildand2+.eitc$manykids=(eitc$children=2)#Next,wellcreateanewvariablebyinteractingthenewdummy#variablewiththeoriginalinteractionterm.eitc$tr2=eitc$*eitc$manykidsEstimateaPlaceboMod