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We analyze the challenges for inference in difference-in-differences (DID) when there is spatial correlation. We present novel theoretical insights and empirical evidence on the settings in which ignoring spatial correlation should lead to…

Econometrics · Economics 2022-09-12 Bruno Ferman

Difference-in-differences is a widely-used evaluation strategy that draws causal inference from observational panel data. Its causal identification relies on the assumption of parallel trends, which is scale dependent and may be…

Applications · Statistics 2019-06-25 Peng Ding , Fan Li

This paper introduces the two-way common causal covariates (CCC) assumption, which is necessary to get an unbiased estimate of the ATT when using time-varying covariates in existing Difference-in-Differences methods. The two-way CCC…

Econometrics · Economics 2025-07-25 Sunny Karim , Matthew D. Webb

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

We address the problem of estimating heterogeneous treatment effects in panel data, adopting the popular Difference-in-Differences (DiD) framework under the conditional parallel trends assumption. We propose a novel doubly robust…

Machine Learning · Statistics 2025-04-29 Hui Lan , Haoge Chang , Eleanor Dillon , Vasilis Syrgkanis

This paper addresses one of the most prevalent problems encountered by political scientists working with difference-in-differences (DID) design: missingness in panel data. A common practice for handling missing data, known as complete case…

Methodology · Statistics 2024-12-02 Sooahn Shin

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

Large sample behavior of dynamic information borrowing (DIB) estimators is investigated. Asymptotic properties of several DIB approaches (adaptive risk minimization, adaptive LASSO, Bayesian procedures with empirical power prior, fully…

Methodology · Statistics 2025-03-03 Sergey Tarima , Silvia Calderazzo , Mary Homan

Consider a researcher estimating the parameters of a regression function based on data for all 50 states in the United States or on data for all visits to a website. What is the interpretation of the estimated parameters and the standard…

Statistics Theory · Mathematics 2019-06-25 Alberto Abadie , Susan Athey , Guido W. Imbens , Jeffrey M. Wooldridge

The difference-in-differences (DiD) design is a quasi-experimental method for estimating treatment effects. In staggered DiD with multiple treatment groups and periods, estimation based on the two-way fixed effects model yields negative…

Methodology · Statistics 2026-03-05 Yuhao Deng , Le Kang

Difference-in-differences (DID) is a widely used approach for drawing causal inference from observational panel data. Two common estimation strategies for DID are outcome regression and propensity score weighting. In this paper, motivated…

Applications · Statistics 2021-01-05 Fan Li , Fan Li

This paper assesses when the validity of difference-in-differences depends on functional form. We provide a novel characterization: the parallel trends assumption holds under all strictly monotonic transformations of the outcome if and only…

Econometrics · Economics 2022-09-21 Jonathan Roth , Pedro H. C. Sant'Anna

This note introduces a doubly robust (DR) estimator for regression discontinuity (RD) designs. RD designs provide a quasi-experimental framework for estimating treatment effects, where treatment assignment depends on whether a running…

Econometrics · Economics 2025-01-28 Masahiro Kato

This paper studies staggered Difference-in-Differences (DiD) design when there is a second event confounding the target event. When the events are correlated, the treatment and the control group are unevenly exposed to the effects of the…

Econometrics · Economics 2025-01-22 Lin-Tung Tsai

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

Many studies exploit variation in the timing of policy adoption across units as an instrument for treatment. This paper formalizes the underlying identification strategy as an instrumented difference-in-differences (DID-IV). In this design,…

Econometrics · Economics 2026-02-13 Sho Miyaji

This paper studies inference in randomized controlled trials with multiple treatments, where treatment status is determined according to a "matched tuples" design. Here, by a matched tuples design, we mean an experimental design where units…

Econometrics · Economics 2023-11-06 Yuehao Bai , Jizhou Liu , Max Tabord-Meehan

This paper studies semiparametric Bayesian inference for the average treatment effect on the treated (ATT) within the difference-in-differences (DiD) research design. We propose two new Bayesian methods with frequentist validity. The first…

Econometrics · Economics 2025-06-17 Christoph Breunig , Ruixuan Liu , Zhengfei Yu

Mid-study design modifications are becoming increasingly accepted in confirmatory clinical trials, so long as appropriate methods are applied such that error rates are controlled. It is therefore unfortunate that the important case of…

Applications · Statistics 2014-05-08 Dominic Magirr , Thomas Jaki , Franz Koenig , Martin Posch

We address the problem of A/B testing, a widely used protocol for evaluating the potential improvement achieved by a new decision system compared to a baseline. This protocol segments the population into two subgroups, each exposed to a…

Machine Learning · Statistics 2025-06-16 Otmane Sakhi , Alexandre Gilotte , David Rohde
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