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

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Under what circumstances is it a threat to the parallel trends assumption required for Difference in Differences (DiD) studies if treatment decisions are based on past values of the outcome? We explore via simulation studies whether…

Methodology · Statistics 2022-08-02 Zach Shahn

When the Stable Unit Treatment Value Assumption is violated and there is interference among units, there is not a uniquely defined Average Treatment Effect, and alternative estimands may be of interest. Among these are average unit-level…

Methodology · Statistics 2025-06-30 Molly Offer-Westort , Drew Dimmery

We propose a difference-in-differences (DiD) framework designed for time-varying continuous treatments across multiple periods. Specifically, we estimate the average treatment effect on the treated (ATET) by comparing distinct non-zero…

Econometrics · Economics 2026-01-16 Michel F. C. Haddad , Martin Huber , José Eduardo Medina-Reyes , Lucas Z. Zhang

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

The difference-in-differences (DID) design is widely used in observational studies to estimate the causal effect of a treatment when repeated observations over time are available. Yet, almost all existing methods assume linearity in the…

Applications · Statistics 2020-09-29 Soichiro Yamauchi

Difference-in-differences (DID) is a popular approach to identify the causal effects of treatments and policies in the presence of unmeasured confounding. DID identifies the sample average treatment effect in the treated (SATT). However, a…

Methodology · Statistics 2024-06-21 Audrey Renson , Ellicott C. Matthay , Kara E. Rudolph

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

Statisticians increasingly face the problem to reconsider the adaptability of classical inference techniques. In particular, divers types of high-dimensional data structures are observed in various research areas; disclosing the boundaries…

Statistics Theory · Mathematics 2017-06-09 Paavo Sattler , Markus Pauly

This article develops new closed-form variance expressions for power analyses for commonly used difference-in-differences (DID) and comparative interrupted time series (CITS) panel data estimators. The main contribution is to incorporate…

Methodology · Statistics 2021-10-18 Peter Z. Schochet

The plausibility of the ``parallel trends assumption'' in Difference-in-Differences estimation is usually assessed by a test of the null hypothesis that the difference between the average outcomes of both groups is constant over time before…

Econometrics · Economics 2025-12-18 Holger Dette , Martin Schumann

Remarkable progress has been made in difference-in-differences (DID) approaches to causal inference that estimate the average effect of a treatment on the treated (ATT). Of these, the semiparametric DID (SDID) approach incorporates a…

Methodology · Statistics 2026-03-09 Takamichi Baba , Yoshiyuki Ninomiya

Suppose it is of interest to characterize effect heterogeneity of an intervention across levels of a baseline covariate using only pre- and post- intervention outcome measurements from those who received the intervention, i.e. with no…

Methodology · Statistics 2023-06-21 Zach Shahn

This paper explores the use of a fuzzy regression discontinuity design where multiple treatments are applied at the threshold. The identification results show that, under the very strong assumption that the change in the probability of…

Econometrics · Economics 2021-04-20 Hector Galindo-Silva , Nibene Habib Some , Guy Tchuente

In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment effects including local average (LATE) and local quantile treatment effects (LQTE) in data-rich environments. We can handle very many…

Statistics Theory · Mathematics 2018-01-08 Alexandre Belloni , Victor Chernozhukov , Ivan Fernández-Val , Christian Hansen

This note discusses the interpretation of event-study plots produced by recent difference-in-differences methods. I show that even when specialized to the case of non-staggered treatment timing, the default plots produced by software for…

Econometrics · Economics 2026-01-21 Jonathan Roth

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

The conditional average treatment effect (CATE) is frequently estimated to refute the homogeneous treatment effect assumption. Under this assumption, all units making up the population under study experience identical benefit from a given…

In most medical research, the average treatment effect is used to evaluate a treatment's performance. However, precision medicine requires knowledge of individual treatment effects: What is the difference between a unit's measurement under…

Computation · Statistics 2022-08-30 Mingyang Cai , Stef van Buuren , Gerko Vink

Quasi-experimental causal inference methods have become central in empirical operations management for guiding managerial decisions. Among these, empiricists utilize the Difference-in-Differences (DiD) estimator, which relies on the…

Methodology · Statistics 2026-05-13 Mingxuan Ge , Dae Woong Ham

This article develops a covariate balancing approach for the estimation of treatment effects on the treated (ATT) in a difference-in-differences (DID) research design when panel data are available. We show that the proposed covariate…

Econometrics · Economics 2025-08-05 Junjie Li , Yukitoshi Matsushita
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