空间双重差分代码(SDID),空间双重差分是传统双重差分的升级,考虑了空间相关性

上传者: 61675495 | 上传时间: 2022-04-08 11:03:29 | 文件大小: 42.98MB | 文件类型: ZIP
传统的双重差分(DID)作为政策效应评估方法中的一大利器,受到越来越多人的青睐, 但是,在传统的DID中,一个经典的假设是个体处理效应稳定性假设(Stable Unit Treatment Value Assumption,SUTVA)。SUTVA最重要的一点是“处理组个体不会影响控制组个体”。换言之,在SUTVA框架下,总体中的任何个体并不会受到其他个体接受处理与否的影响。这个要求有点太高了,随着地区间的交流越来越密切,政策的实施效果难免会有扩散效应,因此,这个假设在考虑到空间相关性时被打破了,当不同空间单元之间存在相关性即存在空间溢出效应时,SUTVA不再成立(Kolak&Anselin,2019)。并且事实上,SUTVA在大多数情况下可能都不成立,而现有的DID类实证文章很少会考虑到这一点,并且Ferman(2020)指出忽略空间相关性将导致标准误被低估,从而夸大系数的显著性。于是空间双重差分SDID应运而生!

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