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Empirical work often uses treatment assigned following geographic boundaries. When the effects of treatment cross over borders, classical difference-in-differences estimation produces biased estimates for the average treatment effect. In…

Econometrics · Economics 2023-06-13 Kyle Butts

We consider a general difference-in-differences model in which the treatment variable of interest may be non-binary and its value may change in each period. It is generally difficult to estimate treatment parameters defined with the…

Econometrics · Economics 2023-05-30 Takahide Yanagi

Causal mediation analysis is a powerful tool for disentangling the total effect of a treatment into its direct effect on the outcome and its indirect effect mediated through an intermediate variable. However, in observational studies,…

Econometrics · Economics 2026-04-28 Yuhao Deng , Haoyu Wei , Zhongzhe Ouyang

Difference-in-Differences designs with staggered treatment adoption are widely used to study heterogeneous treatment effects across cohorts and time periods. We develop a probabilistic framework for estimating potentially high-dimensional…

Econometrics · Economics 2026-05-22 Siddhartha Chib , Kenichi Shimizu

Applied analysts often use the differences-in-differences (DID) method to estimate the causal effect of policy interventions with observational data. The method is widely used, as the required before and after comparison of a treated and…

Applications · Statistics 2019-02-04 Luke J. Keele , Dylan S. Small , Jesse Y. Hsu , Colin B. Fogarty

This paper studies Difference-in-Differences (DiD) setups with repeated cross-sectional data and potential compositional changes across time periods. We begin our analysis by deriving the efficient influence function and the semiparametric…

Econometrics · Economics 2025-11-17 Pedro H. C. Sant'Anna , Qi Xu

This article develops new closed-form variance expressions for power analyses for commonly used difference-in-differences (DID) and comparative interrupted time series (CITS) panel data estimators. The main contribution is to incorporate…

Methodology · Statistics 2021-10-18 Peter Z. Schochet

We consider identification and inference for the average treatment effect and heterogeneous treatment effect conditional on observable covariates in the presence of unmeasured confounding. Since point identification of these treatment…

Methodology · Statistics 2025-03-04 Kan Chen , Jeffrey Zhang , Bingkai Wang , Dylan S. Small

Much research has been devoted to the problem of estimating treatment effects from observational data; however, most methods assume that the observed variables only contain confounders, i.e., variables that affect both the treatment and the…

Machine Learning · Computer Science 2021-04-27 Weijia Zhang , Lin Liu , Jiuyong Li

Difference-in-Differences (DiD) is a widely used research design that often relies on a conditional parallel trends (CPT) assumption. In contrast to settings with unconfoundedness, where causal graphs provide powerful frameworks for…

Econometrics · Economics 2026-04-15 Michael C. Knaus , Henri Pfleiderer

Triple difference designs have become increasingly popular in empirical economics. The advantage of a triple difference design is that, within a treatment group, it allows for another subgroup of the population -- potentially less impacted…

Econometrics · Economics 2025-06-04 Laura Caron

Contextual sensing and delivery of digital interventions to improve health outcomes have gained significant traction in behavioral and psychiatric studies. Micro-randomized trials (MRTs) are a common experimental design for obtaining…

Methodology · Statistics 2025-04-01 Jieru Shi , Zhenke Wu , Walter Dempsey

This paper studies identification and estimation of the average treatment effect on the treated (ATT) in difference-in-difference (DID) designs when the variable that classifies individuals into treatment and control groups (treatment…

Econometrics · Economics 2022-08-05 Akanksha Negi , Digvijay Singh Negi

Heterogeneous treatment effect models allow us to compare treatments at subgroup and individual levels, and are of increasing popularity in applications like personalized medicine, advertising, and education. In this talk, we first survey…

Methodology · Statistics 2022-01-28 Zijun Gao , Trevor Hastie

Difference-in-differences (DID) is a popular approach to identify the causal effects of treatments and policies in the presence of unmeasured confounding. DID identifies the sample average treatment effect in the treated (SATT). However, a…

Methodology · Statistics 2024-06-21 Audrey Renson , Ellicott C. Matthay , Kara E. Rudolph

We develop a marginal treatment effect based method to learn about causal effects in multiple treatment models with discrete instruments. We allow selection into treatment to be governed by a general class of threshold crossing models that…

Econometrics · Economics 2026-01-21 Vishal Kamat , Samuel Norris , Matthew Pecenco

We consider the problem of inference in Difference-in-Differences (DID) when there are few treated units and errors are spatially correlated. We first show that, when there is a single treated unit, some existing inference methods designed…

Econometrics · Economics 2023-04-26 Luis Alvarez , Bruno Ferman

This paper studies the estimation and inference of treatment effects in panel data settings when treatments change dynamically over time. We propose a balancing method that allows for (i) treatments to be assigned dynamically over time…

Econometrics · Economics 2026-02-24 Davide Viviano , Jelena Bradic

The difference-in-differences (DID) research design is a key identification strategy which allows researchers to estimate causal effects under the parallel trends assumption. While the parallel trends assumption is counterfactual and cannot…

Methodology · Statistics 2026-05-12 Jonas M. Mikhaeil , Christopher Harshaw

This paper examines the identification and estimation of treatment effects in staggered adoption designs -- a common extension of the canonical Difference-in-Differences (DiD) model to multiple groups and time-periods -- in the presence of…

Econometrics · Economics 2025-12-24 Clara Augustin , Daniel Gutknecht , Cenchen Liu