English
Related papers

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

200 papers

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

It is well known that the asymptotic variance of sample quantiles can be reduced under heterogeneity relative to the i.i.d. setting. However, asymptotically correct confidence intervals for quantiles are not yet available. We propose a…

Statistics Theory · Mathematics 2026-01-27 John H. J. Einmahl , Yi He

Since the initial work by Ashenfelter and Card in 1985, the use of difference-in-differences (DID) study design has become widespread. However, as pointed out in the literature, this popular quasi-experimental design also suffers estimation…

Methodology · Statistics 2021-08-31 Xiaoming Wang , Sukun Wang

Researchers often turn to block randomization to increase the precision of their inference or due to practical considerations, such as in multisite trials. However, if the number of treatments under consideration is large it might not be…

Methodology · Statistics 2025-08-26 Taehyeon Koo , Nicole E. Pashley

Estimating treatment effects from observational data is of central interest across numerous application domains. Individual treatment effect offers the most granular measure of treatment effect on an individual level, and is the most useful…

Machine Learning · Statistics 2024-08-06 Hengrui Cai , Huaqing Jin , Lexin Li

Bipartite experiments arise in various fields, in which the treatments are randomized over one set of units, while the outcomes are measured over another separate set of units. However, existing methods often rely on strong model…

Methodology · Statistics 2025-04-16 Sizhu Lu , Lei Shi , Yue Fang , Wenxin Zhang , Peng Ding

Specifications that impose constant treatment effects are common but biased, while fully flexible alternatives can be imprecise or infeasible. Under a bound on treatment effect heterogeneity, we propose a generalized ridge estimator,…

Econometrics · Economics 2026-04-07 Soonwoo Kwon , Liyang Sun

Causal inference on a population of units connected through a network often presents technical challenges, including how to account for interference. In the presence of local interference, for instance, potential outcomes of a unit depend…

Methodology · Statistics 2018-04-02 Laura Forastiere , Edoardo M. Airoldi , Fabrizia Mealli

Identifying subgroups, which respond differently to a treatment, both in terms of efficacy and safety, is an important part of drug development. A well-known challenge in exploratory subgroup analyses is the small sample size in the…

Computation · Statistics 2016-06-28 Marius Thomas , Björn Bornkamp

Estimating treatment effects conditional on observed covariates can improve the ability to tailor treatments to particular individuals. Doing so effectively requires dealing with potential confounding, and also enough data to adequately…

This paper considers inference when there is a single treated cluster and a fixed number of control clusters, a setting that is common in empirical work, especially in difference-in-differences designs. We use the t-statistic and develop…

Econometrics · Economics 2025-11-11 Chun Pong Lau , Xinran Li

Panel data consists of a collection of $N$ units that are observed over $T$ units of time. A policy or treatment is subject to staggered adoption if different units take on treatment at different times and remains treated (or never at all).…

Methodology · Statistics 2025-08-14 Eric Xia , Yuling Yan , Martin J. Wainwright

Limited overlap between treated and control groups is a key challenge in observational analysis. Standard approaches like trimming importance weights can reduce variance but introduce a fundamental bias. We propose a sensitivity framework…

Machine Learning · Statistics 2026-04-21 Yuanzhe Ma , Yian Huang , Hongseok Namkoong

In this paper, we introduce a unified estimator to analyze various treatment effects in causal inference, including but not limited to the average treatment effect (ATE) and the quantile treatment effect (QTE). The proposed estimator is…

Methodology · Statistics 2025-03-31 Kuan-Hsun Wu , Li-Pang Chen

We formulate factorial difference-in-differences (FDID), a research design that extends canonical difference-in-differences (DID) to settings in which an event affects all units. In many panel data applications, researchers exploit…

Methodology · Statistics 2026-02-04 Yiqing Xu , Anqi Zhao , Peng Ding

Two key identifying assumptions used to justify difference-in-differences are parallel trends and no anticipation, yet both may fail in practice. I propose a class of assumptions on anticipation and derive closed-form, sharp bounds on the…

Econometrics · Economics 2026-03-03 Gianna Fenaroli

Omitted variable bias can affect treatment effect estimates obtained from observational data due to the lack of random assignment to treatment groups. Sensitivity analyses adjust these estimates to quantify the impact of potential omitted…

Methodology · Statistics 2010-11-10 Carrie A. Hosman , Ben B. Hansen , Paul W. Holland

Inferring causal effects of treatments is a central goal in many disciplines. The potential outcomes framework is a main statistical approach to causal inference, in which a causal effect is defined as a comparison of the potential outcomes…

Methodology · Statistics 2018-01-04 Peng Ding , Fan Li

We study causal inference in settings characterized by interference with a bipartite structure. There are two distinct sets of units: intervention units to which an intervention can be applied and outcome units on which the outcome of…

Methodology · Statistics 2025-07-29 Georgia Papadogeorgou , Zhaoyan Song , Guido Imbens , Fabrizia Mealli

We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…

Statistics Theory · Mathematics 2025-07-29 Karl Oskar Ekvall , Matteo Bottai