Related papers: Efficient Difference-in-Differences Estimation wit…
This paper proposes a doubly robust two-stage semiparametric difference-in-difference estimator for estimating heterogeneous treatment effects with high-dimensional data. Our new estimator is robust to model miss-specifications and allows…
This article proposes doubly robust estimators for the average treatment effect on the treated (ATT) in difference-in-differences (DID) research designs. In contrast to alternative DID estimators, the proposed estimators are consistent if…
Semiparametric inference on average causal effects from observational data is based on assumptions yielding identification of the effects. In practice, several distinct identifying assumptions may be plausible; an analyst has to make a…
Difference-in-differences is one of the most used identification strategies in empirical work in economics. This chapter reviews a number of important, recent developments related to difference-in-differences. First, this chapter reviews…
Unmeasured confounding is a key threat to reliable causal inference based on observational studies. Motivated from two powerful natural experiment devices, the instrumental variables and difference-in-differences, we propose a new method…
This paper concerns robust inference on average treatment effects following model selection. In the selection on observables framework, we show how to construct confidence intervals based on a doubly-robust estimator that are robust to…
Difference-in-differences (diff-in-diff) is a study design that compares outcomes of two groups (treated and comparison) at two time points (pre- and post-treatment) and is widely used in evaluating new policy implementations. For instance,…
Difference-in-differences is based on a parallel trends assumption, which states that changes over time in average potential outcomes are independent of treatment assignment, possibly conditional on covariates. With time-varying treatments,…
We revisit the classical causal inference problem of estimating the average treatment effect in the presence of fully observed confounding variables using two-stage semiparametric methods. In existing theoretical studies of methods such as…
Stepped wedge designs (SWDs) are increasingly used to evaluate longitudinal cluster-level interventions but pose substantial challenges for valid inference. Because crossover times are randomized, intervention effects are intrinsically…
This paper investigates efficient Difference-in-Differences (DiD) and Event Study (ES) estimation using short panel data sets within the heterogeneous treatment effect framework, free from parametric functional form assumptions and allowing…
The triple difference causal inference framework is an extension of the well-known difference-in-differences framework. It relaxes the parallel trends assumption of the difference-in-differences framework through leveraging data from an…
Due to concerns about parametric model misspecification, there is interest in using machine learning to adjust for confounding when evaluating the causal effect of an exposure on an outcome. Unfortunately, exposure effect estimators that…
Estimating dynamic treatment effects is a crucial endeavor in causal inference, particularly when confronted with high-dimensional confounders. Doubly robust (DR) approaches have emerged as promising tools for estimating treatment effects…
When studying treatment effects in multilevel studies, investigators commonly use (semi-)parametric estimators, which make strong parametric assumptions about the outcome, the treatment, and/or the correlation structure between study units…
The Difference-in-Differences (DiD) method is a fundamental tool for causal inference, yet its application is often complicated by missing data. Although recent work has developed robust DiD estimators for complex settings like staggered…
We consider the problem of efficient inference of the Average Treatment Effect in a sequential experiment where the policy governing the assignment of subjects to treatment or control can change over time. We first provide a central limit…
In this article, we consider identification, estimation, and inference procedures for treatment effect parameters using Difference-in-Differences (DiD) with (i) multiple time periods, (ii) variation in treatment timing, and (iii) when the…
In economic program evaluation, it is common to obtain panel data in which outcomes are indicators that an individual has reached an absorbing state. For example, they may indicate whether an individual has exited a period of unemployment,…
Model efficiency is a critical aspect of developing and deploying machine learning models. Inference time and latency directly affect the user experience, and some applications have hard requirements. In addition to inference costs, model…