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In most existing ES estimators, period-specific coefficients are normalized such that the coefficient at T=-1 equals 0. However, this seems not the case using your method (see figure). My collaborator and I are not sure about how to interpret this non-0 coefficient.
I am guessing that the coefficient reflects the absolute gap between treated units' factual and imputed counterfactual, and thus one can't just shift the coefficients so that $\delta_{T=-1}$ equals 0. My collaborator is instead guessing, however, based on Borusyak Jaravel and Spiess (2021), that you still use some pre-treatment period to normalize all coefficients.
Could you explain the non-0 $\delta_{T=-1}$?
The text was updated successfully, but these errors were encountered:
T = -1 is two periods before the treatment's onset. T = 0 is the last
period before the treatment kicks in, different from BJS's notation. The
way the imputation/counterfactual estimator works means that we use the
average of all pretreatment periods as the benchmark. Hope this helps.
On Fri, Oct 6, 2023 at 6:24 AM zhizhongpu ***@***.***> wrote:
In most existing ES estimators, period-specific coefficients are
normalized such that the coefficient at T=-1 equals 0. However, this seems
not the case using your method (see figure). My collaborator and I are not
sure about how to interpret this non-0 coefficient.
I am guessing that the coefficient reflects the absolute gap between
treated units' factual and imputed counterfactual, and thus one can't just
shift the coefficients so that $\delta_{T=-1}$ equals 0. My collaborator
is instead guessing, however, based on Borusyak Jaravel and Spiess (2021),
that you still use some pre-treatment period to normalize all coefficients.
Could you explain the non-0 $\delta_{T=-1}$?
[image: image]
<https://user-images.githubusercontent.com/84325421/273219070-b6507bd1-e82c-4b94-a07c-cb1ce3593eff.png>
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Yiqing Xu
Assistant Professor
Department of Political Science
Stanford University
https://yiqingxu.org/
In most existing ES estimators, period-specific coefficients are normalized such that the coefficient at T=-1 equals 0. However, this seems not the case using your method (see figure). My collaborator and I are not sure about how to interpret this non-0 coefficient.
I am guessing that the coefficient reflects the absolute gap between treated units' factual and imputed counterfactual, and thus one can't just shift the coefficients so that$\delta_{T=-1}$ equals 0. My collaborator is instead guessing, however, based on Borusyak Jaravel and Spiess (2021), that you still use some pre-treatment period to normalize all coefficients.
Could you explain the non-0$\delta_{T=-1}$ ?
The text was updated successfully, but these errors were encountered: