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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

In settings with few treated units, Difference-in-Differences (DID) estimators are not consistent, and are not generally asymptotically normal. This poses relevant challenges for inference. While there are inference methods that are valid…

Econometrics · Economics 2023-02-08 Luis Alvarez , Bruno Ferman

Real-World Data (RWD), with its large sample sizes and rich clinical detail, offers a compelling alternative to randomized controlled trials (RCTs) for studying treatment effects in diverse and complex patient populations. However, its…

Applications · Statistics 2026-05-26 Yifei Xu , Hwiyoung Lee , Zhenyao Ye , Yezhi Pan , Jingsong Zhou , Yun Yang , Chixiang Chen , Shuo Chen

We consider studies where multiple measures on an outcome variable are collected over time, but some subjects drop out before the end of follow up. Analyses of such data often proceed under either a 'last observation carried forward' or…

Methodology · Statistics 2022-07-26 Oliver Dukes , David Richardson , Eric Tchetgen Tchetgen

Difference-in-differences (DID) is a method to evaluate the effect of a treatment. In its basic version, a "control group" is untreated at two dates, whereas a "treatment group" becomes fully treated at the second date. However, in many…

Methodology · Statistics 2023-04-18 Clement de Chaisemartin , Xavier D'Haultfoeuille

In this paper, we study difference-in-differences identification and estimation strategies when the parallel trends assumption holds after conditioning on covariates. We consider empirically relevant settings where the covariates can be…

Econometrics · Economics 2024-09-11 Carolina Caetano , Brantly Callaway

This paper develops a nonparametric model that represents how sequences of outcomes and treatment choices influence one another in a dynamic manner. In this setting, we are interested in identifying the average outcome for individuals in…

Econometrics · Economics 2019-01-16 Sukjin Han

Treatment effects of stochastic policy shifts quantify differences in outcomes across counterfactual scenarios with varying treatment distributions. Stochastic policy shifts may be of interest in settings where it is unrealistic or…

Methodology · Statistics 2026-03-31 Michael Jetsupphasuk , Chenwei Fang , Didong Li , Michael G. Hudgens

A popular method for estimating a causal treatment effect with observational data is the difference-in-differences (DiD) model. In this work, we consider an extension of the classical DiD setting to the hierarchical context in which data…

Methodology · Statistics 2019-10-17 James Normington , Eric F. Lock , Thomas A. Murray , Caroline S. Carlin

In observational studies, treatment may be adapted to covariates at several times without a fixed protocol, in continuous time. Treatment influences covariates, which influence treatment, which influences covariates, and so on. Then even…

Statistics Theory · Mathematics 2015-09-02 Judith J. Lok

Some patients benefit from a treatment while others may do so less or do not benefit at all. We have previously developed a two-stage network meta-regression prediction model that synthesized randomized trials and evaluates how treatment…

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

Clinical trials usually target average treatment effects, but treatment decisions are made for individuals. This tension motivates a common criticism of evidence-based medicine: a treatment that is beneficial on average may be inappropriate…

Applications · Statistics 2026-05-29 Zach Shahn , Mats Stensrud

The difference-in-differences (DID) design is one of the most popular methods used in empirical economics research. However, there is almost no work examining what the DID method identifies in the presence of a misclassified treatment…

Econometrics · Economics 2026-05-01 Augustine Denteh , Désiré Kédagni

We consider causal inference in dynamic settings where treatment is assigned by thresholding a state variable that can change over time. There is a large literature on regression-discontinuity methods building on the fact that, in the…

Methodology · Statistics 2026-05-25 Aditya Ghosh , Stefan Wager

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

Clinicians increasingly rely on prediction models to guide treatment choices. Most prediction models, however, are developed using observational data that include some patients who have already received the treatment the prediction model is…

Across domains such as medicine, employment, and criminal justice, predictive models often target labels that imperfectly reflect the outcomes of interest to experts and policymakers. For example, clinical risk assessments deployed to…

Machine Learning · Computer Science 2023-05-19 Luke Guerdan , Amanda Coston , Kenneth Holstein , Zhiwei Steven Wu

A key challenge in causal inference from observational studies is the identification and estimation of causal effects in the presence of unmeasured confounding. In this paper, we introduce a novel approach for causal inference that…

Methodology · Statistics 2022-10-17 Ying Zhou , Dingke Tang , Dehan Kong , Linbo Wang

Individualized treatment decisions can improve health outcomes, but using data to make these decisions in a reliable, precise, and generalizable way is challenging with a single dataset. Leveraging multiple randomized controlled trials…

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