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Related papers: Factorial Difference-in-Differences

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In this paper, we describe a computational implementation of the Synthetic difference-in-differences (SDID) estimator of Arkhangelsky et al. (2021) for Stata. Synthetic difference-in-differences can be used in a wide class of circumstances…

Econometrics · Economics 2023-02-14 Damian Clarke , Daniel Pailañir , Susan Athey , Guido Imbens

Many scientific questions in biomedical, environmental, and psychological research involve understanding the effects of multiple factors on outcomes. While factorial experiments are ideal for this purpose, randomized controlled treatment…

Methodology · Statistics 2025-12-03 Ruoqi Yu , Peng Ding

This paper studies semiparametric Bayesian inference for the average treatment effect on the treated (ATT) within the difference-in-differences (DiD) research design. We propose two new Bayesian methods with frequentist validity. The first…

Econometrics · Economics 2025-06-17 Christoph Breunig , Ruixuan Liu , Zhengfei Yu

Instrumental variable models allow us to identify a causal function between covariates $X$ and a response $Y$, even in the presence of unobserved confounding. Most of the existing estimators assume that the error term in the response $Y$…

Machine Learning · Statistics 2022-09-23 Sorawit Saengkyongam , Leonard Henckel , Niklas Pfister , Jonas Peters

Integrating various data modalities brings valuable insights into underlying phenomena. Multimodal factor analysis (FA) uncovers shared axes of variation underlying different simple data modalities, where each sample is represented by a…

Machine Learning · Computer Science 2025-04-29 Małgorzata Łazęcka , Ewa Szczurek

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…

Methodology · Statistics 2025-09-30 Kuan Sun , Zhiguo Xiao

Factor Analysis has traditionally been utilized across diverse disciplines to extrapolate latent traits that influence the behavior of multivariate observed variables. Historically, the focus has been on analyzing data from a single study,…

Methodology · Statistics 2026-01-22 Elena Bortolato , Antonio Canale

This paper introduces a new causal structure learning method for nonstationary time series data, a common data type found in fields such as finance, economics, healthcare, and environmental science. Our work builds upon the constraint-based…

Statistical Finance · Quantitative Finance 2024-06-10 Agathe Sadeghi , Achintya Gopal , Mohammad Fesanghary

Factorial designs have broad applications in agricultural, engineering and scientific studies. In constructing and studying properties of factorial designs, traditional design theory treats all factors as nominal. However, this is not…

Statistics Theory · Mathematics 2007-06-13 Shao-Wei Cheng , Kenny Q. Ye

This paper introduces the Non-Additive Difference-in-Differences (NA-DiD) framework, which extends classical DiD by incorporating non-additive measures the Choquet integral for effect aggregation. It serves as a novel econometric tool for…

Econometrics · Economics 2025-12-23 Stanisław M. S. Halkiewicz

The log transformation of the dependent variable is not innocuous when using a difference-in-differences (DD) model. With a dependent variable in logs, the DD term captures an approximation of the proportional difference in growth rates…

Econometrics · Economics 2023-08-08 Brendon McConnell

How can we learn generative models to sample data with arbitrary logical compositions of statistically independent attributes? The prevailing solution is to sample from distributions expressed as a composition of attributes' conditional…

Machine Learning · Computer Science 2025-03-04 Sachit Gaudi , Gautam Sreekumar , Vishnu Boddeti

Functional decision theory (FDT) is a fairly new mode of decision theory and a normative viewpoint on how an agent should maximize expected utility. The current standard in decision theory and computer science is causal decision theory…

Theoretical Economics · Economics 2021-04-27 Noah Topper

The estimation of causal effects using quasiexperiments often relies on the use of unusual or serendipitous sources of exogenous variation. When the goal is estimating the same causal effects across many different settings, the same unusual…

Econometrics · Economics 2026-05-26 Nick Huntington-Klein

We present a novel extension of the influential changes-in-changes (CiC) framework of Athey and Imbens (2006) for estimating the average treatment effect on the treated (ATT) and distributional causal effects in panel data with unmeasured…

Methodology · Statistics 2025-08-20 Jinghao Sun , Eric J. Tchetgen Tchetgen

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.…

Methodology · Statistics 2025-08-06 Seong Woo Han , Nandita Mitra , Gary Hettinger , Arman Oganisian

Multimodal sentiment analysis remains a challenging task due to the inherent heterogeneity across modalities. Such heterogeneity often manifests as asynchronous signals, imbalanced information between modalities, and interference from…

Multimedia · Computer Science 2025-11-26 Yadong Liu , Shangfei Wang

Multivariate time series imputation is fundamental in applications such as healthcare, traffic forecasting, and biological modeling, where sensor failures and irregular sampling lead to pervasive missing values. However, existing…

Machine Learning · Computer Science 2025-12-18 Runze Li , Hanchen Wang , Wenjie Zhang , Binghao Li , Yu Zhang , Xuemin Lin , Ying Zhang

Difference-in-differences (DID) is commonly used to estimate treatment effects but is infeasible in settings where data are unpoolable due to privacy concerns or legal restrictions on data sharing, particularly across jurisdictions. In this…

Econometrics · Economics 2025-07-28 Sunny Karim , Matthew D. Webb , Nichole Austin , Erin Strumpf

Causal inference methods (instrumental variables, difference-in-differences, regression discontinuity, etc.) are primary tools used across many social science milieus. One area where their application has lagged however, is in the study of…

Econometrics · Economics 2026-04-22 Samuele Centorrino , Christopher F. Parmeter