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Replication Data for: A Practical Guide to Counterfactual Estimators for Causal Inference with Time-Series Cross-Sectional Data

Harvard Dataverse (Africa Rice Center, Bioversity International, CCAFS, CIAT, IFPRI, IRRI and WorldFish)

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Title Replication Data for: A Practical Guide to Counterfactual Estimators for Causal Inference with Time-Series Cross-Sectional Data
 
Identifier https://doi.org/10.7910/DVN/ZVC9W5
 
Creator Liu, Licheng
Wang, Ye
Xu, Yiqing
 
Publisher Harvard Dataverse
 
Description This paper introduces a simple framework of counterfactual estimation for causal inference with time-series cross-sectional data, in which we estimate the average treatment effect on the treated by directly imputing counterfactual outcomes for treated observations. We discuss several novel estimators under this framework, including the fixed effects counterfactual estimator, interactive fixed effects counterfactual estimator, and matrix completion estimator. They provide more reliable causal estimates than conventional twoway fixed effects models when treatment effects are heterogeneous or unobserved time-varying confounders exist. Moreover, we propose a new dynamic treatment effects plot, along with several diagnostic tests, to help researchers gauge the validity of the identifying assumptions. We illustrate these methods with two political economy examples and develop an open-source package, fect, in both R and Stata to facilitate implementation.
 
Subject Social Sciences
Imputation methods
Counterfactual estimators
Twoway fixed effects
Parallel trends
Interactive fixed effects
Matrix completion
Equivalence tests
Placebo tests
Time-series cross-sectional data
Panel data
 
Contributor Xu, Yiqing
 
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