Nonparametric synthetic control using the npsynth command

In this article, I build on the work of Abadie and Gardeazabal (2003, American Economic Review 93: 113{132) and Abadie, Diamond, and Hainmueller (2010, Journal of the American Statistical Association 105: 493{505), extending the synthetic control method for program evaluation|implemented in Stata via the community-contributed command synth|to the case of a nonparametric identification of the synthetic (or counterfactual) time pattern of a treated unit (a country, a region, a city, etc.) subject to a specific intervention in a given time. After theoretical description of the model, I present npsynth, the command I developed for estimating the nonparametric synthetic control method proposed in this article. Using both simulated and real data, I set out a comparison of the performance of the parametric and nonparametric methods and widely discuss the results.

本文基于Abadie与Gardeazabal（2003，《美国经济评论（American Economic Review）》第93卷：113–132页）以及Abadie、Diamond与Hainmueller（2010，《美国统计协会期刊（Journal of the American Statistical Association）》第105卷：493–505页）的研究成果，将用于政策评估的合成控制法（synthetic control method）——该方法可通过Stata软件的社区贡献命令`synth`实现——拓展至处理组单元（国家、地区、城市等）在特定时点接受特定干预后，其合成（或反事实）时间路径的非参数识别场景。在对模型进行理论阐述后，本文介绍了笔者为估算本文提出的非参数合成控制法所开发的`npsynth`命令。本文同时使用模拟数据与真实数据，对比了参数法与非参数法的表现，并对结果展开了充分讨论。