Related papers: Instrumented Difference-in-Differences with Hetero…
Estimating causal effects in a target population with unmeasured confounders is challenging, especially when instrumental variables (IVs) are unavailable. However, IVs from auxiliary populations with similar problems can help infer causal…
Difference-in-differences is one of the most used identification strategies in empirical work in economics. This chapter reviews a number of important, recent developments related to difference-in-differences. First, this chapter reviews…
Since LaLonde's (1986) seminal paper, there has been ongoing interest in estimating treatment effects using pre- and post-intervention data. Scholars have traditionally used experimental benchmarks to evaluate the accuracy of alternative…
This paper introduces the Difference-in-Differences Bayesian Causal Forest (DiD-BCF), a novel non-parametric model addressing key challenges in DiD estimation, such as staggered adoption and heterogeneous treatment effects. DiD-BCF provides…
Consider a general setting in which data on an outcome is collected in two `groups' at two time periods, with certain group-periods deemed `treated' and others `untreated'. A special case is the canonical Difference-in-Differences (DiD)…
We study two-way-fixed-effects regressions (TWFE) with several treatment variables. Under a parallel trends assumption, we show that the coefficient on each treatment identifies a weighted sum of that treatment's effect, with possibly…
Instrumental variable (IV) methods are widely used to infer treatment effects in the presence of unmeasured confounding. In this paper, we study nonparametric inference with an IV under a separable binary treatment choice model, which…
Difference-in-differences (DID) is a widely used quasi-experimental design for causal inference, traditionally applied to scalar or Euclidean outcomes, while extensions to outcomes residing in non-Euclidean spaces remain limited. Existing…
This paper estimates individual treatment effects in a triangular model with binary--valued endogenous treatments. Following the identification strategy established in Vuong and Xu (2014), we propose a two--stage estimation approach. First,…
The aim of clinical effectiveness research using repositories of electronic health records is to identify what health interventions 'work best' in real-world settings. Since there are several reasons why the net benefit of intervention may…
The method of instrumental variables (IV) provides a framework to study causal effects in both randomized experiments with noncompliance and in observational studies where natural circumstances produce as-if random nudges to accept…
In recent years, the field of precision medicine has seen many advancements. Significant focus has been placed on creating algorithms to estimate individualized treatment rules (ITR), which map from patient covariates to the space of…
A key assumption of the differences-in-differences designs is that the average evolution of untreated potential outcomes is the same across different treatment cohorts: a parallel trends assumption. In this paper, we relax the parallel…
This paper examines the identification power of instrumental variables (IVs) for average treatment effect (ATE) in partially identified models. We decompose the ATE identification gains into components of contributions driven by IV…
Identifying heterogeneity in a population's response to a health or policy intervention is crucial for evaluating and informing policy decisions. We propose a novel heterogeneous treatment effect estimator in the difference-in-differences…
The estimation of the causal effect of an endogenous treatment based on an instrumental variable (IV) is often complicated by attrition, sample selection, or non-response in the outcome of interest. To tackle the latter problem, the latent…
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…
Regression discontinuity designs (RDD) are widely used for causal inference. In many empirical applications, treatment effects vary substantially with covariates, and ignoring such heterogeneity can lead to misleading conclusions, which…
Estimates of individual treatment effects from networked observational data are attracting increasing attention these days. One major challenge in network scenarios is the violation of the stable unit treatment value assumption (SUTVA),…
I propose an event study extension of Synthetic Difference-in-Differences (SDID) estimators. I show that, in simple and staggered adoption designs, estimators from Arkhangelsky et al. (2021) can be disaggregated into dynamic treatment…