Skip to content

Commit d27d630

Browse files
committed
add another reference
1 parent b064e83 commit d27d630

File tree

2 files changed

+12
-1
lines changed

2 files changed

+12
-1
lines changed

docs/source/notebooks/did_pymc_banks.ipynb

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -833,7 +833,7 @@
833833
"\n",
834834
"Finally, we can evaluate the difference in difference model in its two-way fixed effects (TWFE) formulation. The two-way fixed effects model is widely used in econometrics for causal inference in panel data settings. It accounts for both unit-specific effects (e.g., differences between districts) and time-specific effects (e.g., shocks or trends affecting all units simultaneously). \n",
835835
"\n",
836-
"The TWFE model is equivalent to the classic 2$\\times$2 DiD model (Model 1) - but only in the situation of two groups and two time periods. Outside of this special case the approach is not equivalent and can potentially have some problems {cite:p}`imai2021twfepanel`. Readers should proceed with caution when using the TWFE model outside of the 2$\\times$2 case - see {cite:t}`kropko2018two`.\n",
836+
"The TWFE model is equivalent to the classic 2$\\times$2 DiD model (Model 1) - but only in the situation of two groups and two time periods. Outside of this special case the approach is not equivalent and can potentially have some problems {cite:p}`imai2021twfepanel`. Readers should proceed with caution when using the TWFE model outside of the 2$\\times$2 case - see for example{cite:p}`kropko2018two,collischon2020let`.\n",
837837
"\n",
838838
"The TWFE approach similar to the previous model in that the `district:post_treatment` interaction term still gives you a treatment indicator variable and the assiated coefficient $\\beta_{\\Delta}$ is the causal effect of the intervention. But it is different in that there is no _linear_ `year` term, instead we have a _categorical_ `year` variable. This means that the model can capture any temporal trends in the data. These can be thought of as capturing time based schocks that affect all units.\n",
839839
"\n",

docs/source/references.bib

Lines changed: 11 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -147,3 +147,14 @@ @article{kropko2018two
147147
pages={e0231349},
148148
year={2018}
149149
}
150+
151+
@article{collischon2020let,
152+
title={Let's talk about fixed effects: Let's talk about all the good things and the bad things},
153+
author={Collischon, Matthias and Eberl, Andreas},
154+
journal={KZfSS K{\"o}lner Zeitschrift f{\"u}r Soziologie und Sozialpsychologie},
155+
volume={72},
156+
number={2},
157+
pages={289--299},
158+
year={2020},
159+
publisher={Springer Fachmedien Wiesbaden}
160+
}

0 commit comments

Comments
 (0)