4 papers
Two-stage Least Squares with Clustered Data under the Local Average Treatment Effect Framework
Anqi Zhao, Peng Ding, Fan Li
To estimate the causal effect of an endogenous treatment using clustered data, the canonical two-stage least squares (2sls) estimates a linear regression of the outcome on treatmen…
Two-stage least squares with treatment-covariate interactions for treatment effect heterogeneity
Anqi Zhao, Peng Ding, Fan Li
Treatment effect heterogeneity with respect to covariates is common in instrumental variable (IV) analyses. An intuitive approach, which we call the interacted two-stage least squa…
Factorial Difference-in-Differences
Yiqing Xu, Anqi Zhao, Peng Ding
We formulate factorial difference-in-differences (FDID), a research design that extends canonical difference-in-differences (DID) to settings in which an event affects all units. I…
Alternative statistical inference for the first normalized incomplete moment
Jiannan Lu, Peng Ding, Anqi Zhao
This paper re-examines the first normalized incomplete moment, a well-established measure of inequality with wide applications in economic and social sciences. Despite the populari…