Table 3:
Type I error rate for the different estimators of the ATT. Data is simulated using 4 pre-treatment observations and a covariate associated with the outcome level. Here, μ0 =0, μ1 = 2, ρ = 0.5, and σ2 = 1. When varying γ1, βx = 1. When varying β1, γ1 = 1.
| Type I Error Rate: Varying γ1 |
Type I Error Rate: Varying βx |
||||||||
|---|---|---|---|---|---|---|---|---|---|
| γ1 | Unmatched | SC | NN1 | NN2 | βx | Unmatched | SC | NN1 | NN2 |
| 0.00 | 0.05 | 0.27 | 0.06 | 0.03 | 0.0 | 0.05 | 0.30 | 0.05 | 0.04 |
| 1.00 | 0.04 | 0.37 | 0.05 | 0.05 | 0.5 | 0.05 | 0.32 | 0.05 | 0.04 |
| 2.00 | 0.06 | 0.36 | 0.06 | 0.05 | 1.0 | 0.05 | 0.38 | 0.05 | 0.05 |
| 3.00 | 0.06 | 0.36 | 0.05 | 0.05 | 1.5 | 0.05 | 0.36 | 0.06 | 0.05 |
| 4.00 | 0.05 | 0.39 | 0.05 | 0.05 | 2.0 | 0.04 | 0.35 | 0.04 | 0.03 |