Synthetic Difference in Differences for Repeated Cross-Sectional Data
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arXiv
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866909330666684416 |
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| author | Morin, Yoann |
| author_facet | Morin, Yoann |
| contents | The synthetic difference-in-differences method provides an efficient method to estimate a causal effect with a latent factor model. However, it relies on the use of panel data. This paper presents an adaptation of the synthetic difference-in-differences method for repeated cross-sectional data. The treatment is considered to be at the group level so that it is possible to aggregate data by group to compute the two types of synthetic difference-in-differences weights on these aggregated data. Then, I develop and compute a third type of weight that accounts for the different number of observations in each cross-section. Simulation results show that the performance of the synthetic difference-in-differences estimator is improved when using the third type of weights on repeated cross-sectional data. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2409_20199 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Synthetic Difference in Differences for Repeated Cross-Sectional Data Morin, Yoann Econometrics The synthetic difference-in-differences method provides an efficient method to estimate a causal effect with a latent factor model. However, it relies on the use of panel data. This paper presents an adaptation of the synthetic difference-in-differences method for repeated cross-sectional data. The treatment is considered to be at the group level so that it is possible to aggregate data by group to compute the two types of synthetic difference-in-differences weights on these aggregated data. Then, I develop and compute a third type of weight that accounts for the different number of observations in each cross-section. Simulation results show that the performance of the synthetic difference-in-differences estimator is improved when using the third type of weights on repeated cross-sectional data. |
| title | Synthetic Difference in Differences for Repeated Cross-Sectional Data |
| topic | Econometrics |
| url | https://arxiv.org/abs/2409.20199 |