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In this paper, we describe a computational implementation of the Synthetic difference-in-differences (SDID) estimator of Arkhangelsky et al. (2021) for Stata. Synthetic difference-in-differences can be used in a wide class of circumstances…

Econometrics · Economics 2023-02-14 Damian Clarke , Daniel Pailañir , Susan Athey , Guido Imbens

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

We present a novel extension of the influential changes-in-changes (CiC) framework of Athey and Imbens (2006) for estimating the average treatment effect on the treated (ATT) and distributional causal effects in panel data with unmeasured…

Methodology · Statistics 2025-08-20 Jinghao Sun , Eric J. Tchetgen Tchetgen

Measuring treatment effects in observational studies is challenging because of confounding bias. Confounding occurs when a variable affects both the treatment and the outcome. Traditional methods such as propensity score matching estimate…

Methodology · Statistics 2021-12-23 Bevan I. Smith , Charles Chimedza

Attrition is a common and potentially important threat to internal validity in treatment effect studies. We extend the changes-in-changes approach to identify the average treatment effect for respondents and the entire study population in…

Econometrics · Economics 2024-03-29 Dalia Ghanem , Sarojini Hirshleifer , Désiré Kédagni , Karen Ortiz-Becerra

Subgroup-specific meta-analysis synthesizes treatment effects for patient subgroups across randomized trials. Methods include joint or separate modeling of subgroup effects and treatment-by-subgroup interactions, but inconsistencies arise…

Methodology · Statistics 2025-08-22 Renato Panaro , Christian Röver , Tim Friede

Estimating treatment effects from observational data is challenging due to two main reasons: (a) hidden confounding, and (b) covariate mismatch (control and treatment groups not having identical distributions). Long lines of works exist…

Machine Learning · Computer Science 2025-04-30 Praharsh Nanavati , Ranjitha Prasad , Karthikeyan Shanmugam

In the statistical literature, a number of methods have been proposed to ensure valid inference about marginal effects of variables on a longitudinal outcome in settings with irregular monitoring times. However, the potential biases due to…

Methodology · Statistics 2021-12-23 Janie Coulombe , Erica E M Moodie , Robert W Platt

The technique of data augmentation (DA) is often used in machine learning for regularization purposes to better generalize under i.i.d. settings. In this work, we present a unifying framework with topics in causal inference to make a case…

Machine Learning · Computer Science 2026-02-02 Uzair Akbar , Niki Kilbertus , Hao Shen , Krikamol Muandet , Bo Dai

Estimating the individual treatment effect (ITE) from observational data is meaningful and practical in healthcare. Existing work mainly relies on the strong ignorability assumption that no hidden confounders exist, which may lead to bias…

Methodology · Statistics 2020-12-16 Ruoqi Liu , Changchang Yin , Ping Zhang

Consider a general setting in which data on an outcome is collected in two `groups' at two time periods, with certain group-periods deemed `treated' and others `untreated'. A special case is the canonical Difference-in-Differences (DiD)…

Methodology · Statistics 2025-09-15 Zach Shahn , Laura Hatfield

In many applications of causal inference, the treatment received by one unit may influence the outcome of another, a phenomenon referred to as interference. Although there are several frameworks for conducting causal inference in the…

Methodology · Statistics 2025-11-27 Matvey Ortyashov , AmirEmad Ghassami

Difference-in-Differences (DiD) and Synthetic Control (SC) are widely used methods for causal inference in panel data, each with distinct strengths and limitations. We propose a novel method for short-panel causal inference that integrates…

Econometrics · Economics 2025-09-26 Yixiao Sun , Haitian Xie , Yuhang Zhang

This paper develops a difference-in-differences (DiD) estimation method that selects the optimal length of pre-trends by minimizing the mean squared error (MSE). Conventional DiD regression models, such as the two-way fixed effects model or…

Econometrics · Economics 2026-05-07 Yamato Igarashi

We consider estimating the conditional average treatment effect for everyone by eliminating confounding and selection bias. Unfortunately, randomized clinical trials (RCTs) eliminate confounding but impose strict exclusion criteria that…

Machine Learning · Statistics 2021-06-15 Eric V. Strobl , Thomas A. Lasko

Dynamic prediction of causal effects under different treatment regimes conditional on an individual's characteristics and longitudinal history is an essential problem in precision medicine. This is challenging in practice because outcomes…

Methodology · Statistics 2023-03-07 Yizhen Xu , Jisoo Kim , Laura K. Hummers , Ami A. Shah , Scott Zeger

Difference-in-Differences (DID) research designs usually rely on variation of treatment timing such that, after making an appropriate parallel trends assumption, one can identify, estimate, and make inference about causal effects. In…

Econometrics · Economics 2020-09-07 Michelle Marcus , Pedro H. C. Sant'Anna

Staggered adoption is a common approach for implementing healthcare interventions, where different units adopt the program at different times. Difference-in-differences (DiD) methods are frequently used to evaluate the effects of such…

Applications · Statistics 2025-08-21 Ernesto Ulloa-Pérez , Elizabeth F. Bair , Amol S. Navathe , Kristin A. Linn

Inferring the causal effect of a non-randomly assigned exposure on an outcome requires adjusting for common causes of the exposure and outcome to avoid biased conclusions. Notwithstanding the efforts investigators routinely make to measure…

Methodology · Statistics 2021-02-04 Wen Wei Loh , Stijn Vansteelandt

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
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