Many social events and policies generate spillover effects in both time and space. Their occurrence influences not only the outcomes of interest in the future, but also these outcomes in nearby areas. In this paper, we propose a design-based approach to estimate the direct and indirect/spillover treatment effects of any event or policy under the assumption of sequential ignorability, when both temporal and spatial interference are allowed to present. The proposed estimators are shown to be consistent and asymptotically Normal if the degree of interference dependence does not grow too fast relative to the sample size. The conventional difference-in-differences (DID) or two-way fixed effects model, nevertheless, leads to biased estimates in this scenario. We apply the method to examine the impact of Hong Kong's Umbrella Movement on the result of the ensuing election and how an institutional reform affects real estate assessment in New York State.
翻译:许多社会事件和政策在时间和空间上都会产生外溢效应,它们的发生不仅影响未来的利益结果,而且影响邻近地区的这些结果。在本文件中,我们提出一种基于设计的办法,在允许时间和空间干扰同时出现的情况下,根据依次忽略的假设,估计任何事件或政策的直接和间接/间接/溢出治疗效果;如果干扰依赖程度与抽样规模相比没有增长过快,则拟议的估计数字是一致和不中常态的。传统的差异(DID)或双向固定效果模型导致这种情景的偏差估计。我们采用这种方法,审查香港伞状运动对随后的选举结果的影响,以及体制改革如何影响纽约州房地产评估。