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Horizontal Regression or Vertical Regression to Generate Counterfactuals?

Author

Listed:
  • Cheng Hsiao

    (University of Southern California
    Xiamen University)

  • Jing Kong

    (University of Southern California)

  • Yimeng Xie

    (Xiamen University)

  • Qiankun Zhou

    (Louisiana State University)

Abstract

Generating counterfactuals through treating a variable as a function of its own past values or treating a variable as a function of other units, typically being referred to as horizontal or vertical regression, respectively, is widely used in the panel measurement of treatment effects. However, their inferences are often based on different assumptions for the data generating process. We consider unifying the underlying assumptions of the two approaches by a factor approach and compare their respective predictive power in terms of the sample configuration of the cross-section dimension N and the time dimension T.

Suggested Citation

  • Cheng Hsiao & Jing Kong & Yimeng Xie & Qiankun Zhou, 2025. "Horizontal Regression or Vertical Regression to Generate Counterfactuals?," Advanced Studies in Theoretical and Applied Econometrics,, Springer.
    • Handle: RePEc:spr:adschp:978-3-031-92699-0_9
    DOI: 10.1007/978-3-031-92699-0_9
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