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Activity Number: 444
Type: Contributed
Date/Time: Tuesday, August 11, 2015 : 2:00 PM to 3:50 PM
Sponsor: Government Statistics Section
Abstract #317967
Title: A Study on Program Evaluation via Difference-in-Difference Approach
Author(s): Heungsun Park* and Bonyong Koo
Companies: Hankuk University of Foreign Studies and LIG Insurance
Keywords: interaction effect ; causality ; time series ; intervention ; effect size
Abstract:

A Difference-in-Difference (DID) method has been widely used as a program evaluation method in social studies or other related disciplines. Specially when the lagged dependent variable is a predictor variable, the impact size is often misinterpreted. This study illustrates how DID is related to the conventional interaction effect and other time series modelings, and the appropriate estimation and testing is going to be verified though simulation.


Authors who are presenting talks have a * after their name.

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