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Related papers: Extensions for Inference in Difference-in-Differen…

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Interference occurs when the potential outcomes of a unit depend on the treatment of others. Interference can be highly heterogeneous, where treating certain individuals might have a larger effect on the population's overall outcome. A…

Methodology · Statistics 2025-04-11 Samantha G Dean , Georgia Papadogeorgou , Laura Forastiere

Understanding treatment effect heterogeneity has become increasingly important in many fields. In this paper we study distributions and quantiles of individual treatment effects to provide a more comprehensive and robust understanding of…

Methodology · Statistics 2026-03-31 Zhe Chen , Xinran Li

Triple Differences (DDD) designs are widely used in empirical work to relax parallel trends assumptions in Difference-in-Differences (DiD) settings. This paper highlights that common DDD implementations -- such as taking the difference…

Econometrics · Economics 2025-07-21 Marcelo Ortiz-Villavicencio , Pedro H. C. Sant'Anna

Difference-in-differences (DID) approaches are widely used for estimating causal effects with observational data before and after an intervention. DID traditionally estimates the average treatment effect among the treated after making a…

Methodology · Statistics 2025-06-24 Julia C. Thome , Andrew J. Spieker , Peter F. Rebeiro , Chun Li , Tong Li , Bryan E. Shepherd

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

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,…

Applications · Statistics 2019-11-28 Bret Zeldow , Laura A. Hatfield

Recently, there has been a surge in methodological development for the difference-in-differences (DiD) approach to evaluate causal effects. Standard methods in the literature rely on the parallel trends assumption to identify the average…

Methodology · Statistics 2023-10-17 Pan Zhao , Yifan Cui

The Difference in Difference (DiD) estimator is a popular estimator built on the "parallel trends" assumption, which is an assertion that the treatment group, absent treatment, would change "similarly" to the control group over time. To…

Methodology · Statistics 2024-02-09 Dae Woong Ham , Luke Miratrix

The present paper proposes a new treatment effects estimator that is valid when the number of time periods is small, and the parallel trends condition holds conditional on covariates and unobserved heterogeneity in the form of interactive…

Econometrics · Economics 2023-06-16 Nicholas Brown , Kyle Butts , Joakim Westerlund

To maximize clinical benefit, clinicians routinely tailor treatment to the individual characteristics of each patient, where individualized treatment rules are needed and are of significant research interest to statisticians. In the…

Methodology · Statistics 2021-11-23 Trinetri Ghosh , Yanyuan Ma , Rui Song , Pingshou Zhong

While a difference-in-differences (DID) design was originally developed with one pre- and one post-treatment period, data from additional pre-treatment periods are often available. How can researchers improve the DID design with such…

Applications · Statistics 2022-02-14 Naoki Egami , Soichiro Yamauchi

This study considers various semiparametric difference-in-differences models under different assumptions on the relation between the treatment group identifier, time and covariates for cross-sectional and panel data. The variance lower…

Econometrics · Economics 2020-08-17 Michael Zimmert

We consider the identification of average treatment effects on the treated (ATT) in difference-in-differences (DiD) settings in the presence of endogenous sample selection. We first establish that the conventional DiD estimand generally…

Econometrics · Economics 2026-02-17 Gayani Rathnayake , Akanksha Negi , Otavio Bartalotti , Xueyan Zhao

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

This paper studies the identification, estimation, and inference of long-term (binary) treatment effect parameters when balanced panel data is not available, or consists of only a subset of the available data. We develop a new estimator:…

Econometrics · Economics 2025-02-04 Christophe Bellégo , David Benatia , Vincent Dortet-Bernardet

This paper extends difference-in-differences to settings with continuous treatments. Specifically, the average treatment effect on the treated (ATT) at any level of treatment intensity is identified under a conditional parallel trends…

Econometrics · Economics 2026-01-05 Lucas Z. Zhang

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…

Econometrics · Economics 2020-05-07 Pedro H. C. Sant'Anna , Jun B. Zhao

The common practice in difference-in-difference (DiD) designs is to check for parallel trends prior to treatment assignment, yet typical estimation and inference does not account for the fact that this test has occurred. I analyze the…

Econometrics · Economics 2018-05-03 Jonathan Roth

Causal inference plays an important role in explanatory analysis and decision making across various fields like statistics, marketing, health care, and education. Its main task is to estimate treatment effects and make intervention…

Methodology · Statistics 2024-07-22 Yingrong Wang , Haoxuan Li , Minqin Zhu , Anpeng Wu , Ruoxuan Xiong , Fei Wu , Kun Kuang

The stable unit treatment value (SUTVA) is a crucial assumption in the Difference-in-Differences (DiD) research design. It rules out hidden versions of treatment and any sort of interference and spillover effects across units. Even if this…

Econometrics · Economics 2026-02-18 Fabrizia Mealli , Javier Viviens