论文标题
面板实验和动态因果效应：有限的人口视角
Panel Experiments and Dynamic Causal Effects: A Finite Population Perspective
论文作者
论文摘要
在面板实验中，我们将单位随机分配给不同的干预措施，测量其结果并在多个时期重复该过程。使用潜在的结果框架，我们定义了有限种群动态因果效应，以捕获替代治疗路径的相对有效性。对于丰富的动态因果效应，我们提供了一个非参数估计量，该估计量在随机分布上是公正的，并导致其有限的种群限制分布，因为样本量或实验持续时间增加。我们开发了两种推断方法：用于弱的无效假设的保守检验，以及针对尖锐无效假设的精确随机测试。我们进一步分析了线性固定效应估计器的有限种群概率极限。如果分配中存在动态因果效应和序列相关，这些常见的估计器不会恢复可解释的估计，从而突出了我们提出的估计量的价值。
In panel experiments, we randomly assign units to different interventions, measuring their outcomes, and repeating the procedure in several periods. Using the potential outcomes framework, we define finite population dynamic causal effects that capture the relative effectiveness of alternative treatment paths. For a rich class of dynamic causal effects, we provide a nonparametric estimator that is unbiased over the randomization distribution and derive its finite population limiting distribution as either the sample size or the duration of the experiment increases. We develop two methods for inference: a conservative test for weak null hypotheses and an exact randomization test for sharp null hypotheses. We further analyze the finite population probability limit of linear fixed effects estimators. These commonly-used estimators do not recover a causally interpretable estimand if there are dynamic causal effects and serial correlation in the assignments, highlighting the value of our proposed estimator.
