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This paper develops doubly robust estimators for direct (DATT) and spillover (SATT) average treatment effects on the treated in network-based difference-in-differences (DiD) designs. Unlike standard DiD methods, the proposed approach…
We study high-confidence off-policy evaluation in the context of infinite-horizon Markov decision processes, where the objective is to establish a confidence interval (CI) for the target policy value using only offline data pre-collected…
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…
Difference-in-differences is a widely-used evaluation strategy that draws causal inference from observational panel data. Its causal identification relies on the assumption of parallel trends, which is scale dependent and may be…
Pooled panel analyses often mask heterogeneity in unit-specific treatment effects. This challenge, for example, crops up in studies of the impact of democracy on economic growth, where findings vary substantially due to differences in…
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…
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…
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:…
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…
We propose nonparametric identification and semiparametric estimation of joint potential outcome distributions in the presence of confounding. First, in settings with observed confounding, we derive tighter, covariate-informed bounds on the…
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…
We study the role of selection into treatment in difference-in-differences (DiD) designs. We derive necessary and sufficient conditions for parallel trends assumptions under general classes of selection mechanisms. These conditions…
We link and extend two approaches to estimating time-varying treatment effects on repeated continuous outcomes--time-varying Difference in Differences (DiD; see Roth et al. (2023) and Chaisemartin et al. (2023) for reviews) and Structural…
In clinical trials, minimum clinically important difference (MCID) has attracted increasing interest as an important supportive clinical and statistical inference tool. Many estimation methods have been developed based on various…
Violations of the parallel trends assumption pose significant challenges for causal inference in difference-in-differences (DiD) studies, especially in policy evaluations where pre-treatment dynamics and external shocks may bias estimates.…
We propose the Sequential Synthetic Difference-in-Differences (Sequential SDiD) estimator for event studies with staggered treatment adoption, particularly when the parallel trends assumption fails. The method uses an iterative imputation…
For linear models with a diverging number of parameters, it has recently been shown that modified versions of Bayesian information criterion (BIC) can identify the true model consistently. However, in many cases there is little…
We propose a nonlinear difference-in-differences method to estimate multivariate counterfactual distributions in classical treatment and control study designs with observational data. Our approach sheds a new light on existing approaches…
The method of difference-in-differences (DID) is widely used to study the causal effect of policy interventions in observational studies. DID employs a before and after comparison of the treated and control units to remove bias due to…
This paper investigates efficient Difference-in-Differences (DiD) and Event Study (ES) estimation using short panel data sets within the heterogeneous treatment effect framework, free from parametric functional form assumptions and allowing…