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Related papers: Difference-in-Differences with Sample Selection

200 papers

Difference-in-differences (DID) approaches are widely used for estimating causal effects with observational data before and after an intervention. DID traditionally estimates the average treatment effect among the treated after making a…

Methodology · Statistics 2025-06-24 Julia C. Thome , Andrew J. Spieker , Peter F. Rebeiro , Chun Li , Tong Li , Bryan E. Shepherd

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

Given only data generated by a standard confounding graph with unobserved confounder, the Average Treatment Effect (ATE) is not identifiable. To estimate the ATE, a practitioner must then either (a) collect deconfounded data;(b) run a…

Machine Learning · Statistics 2021-03-09 Kyra Gan , Andrew A. Li , Zachary C. Lipton , Sridhar Tayur

We provide sufficient conditions for the identification of the heterogeneous treatment effects, defined as the conditional expectation for the differences of potential outcomes given the untreated outcome, under the nonignorable treatment…

Methodology · Statistics 2019-01-15 Keisuke Takahata , Takahiro Hoshino

Difference-in-differences (DiD) is one of the most popular approaches for empirical research in economics, political science, and beyond. Identification in these models is based on the conditional parallel trends assumption: In the absence…

Econometrics · Economics 2025-10-13 Philipp Bach , Sven Klaassen , Jannis Kueck , Mara Mattes , Martin Spindler

Recently, there has been a surge in methodological development for the difference-in-differences (DiD) approach to evaluate causal effects. Standard methods in the literature rely on the parallel trends assumption to identify the average…

Methodology · Statistics 2023-10-17 Pan Zhao , Yifan Cui

Randomized controlled trials are the standard method for estimating causal effects, ensuring sufficient statistical power and confidence through adequate sample sizes. However, achieving such sample sizes is often challenging. This study…

Methodology · Statistics 2025-03-28 Keisuke Hanada , Masahiro Kojima

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

We consider estimating the conditional average treatment effect for everyone by eliminating confounding and selection bias. Unfortunately, randomized clinical trials (RCTs) eliminate confounding but impose strict exclusion criteria that…

Machine Learning · Statistics 2021-06-15 Eric V. Strobl , Thomas A. Lasko

Difference-in-differences (DiD) is the most popular observational causal inference method in health policy, employed to evaluate the real-world impact of policies and programs. To estimate treatment effects, DiD relies on the "parallel…

Applications · Statistics 2024-08-09 Shuo Feng , Ishani Ganguli , Youjin Lee , John Poe , Andrew Ryan , Alyssa Bilinski

The Average Treatment Effect on the Treated (ATT) is a common causal parameter defined as the average effect of a binary treatment among the subset of the population receiving treatment. We propose a novel family of parameters, Generalized…

Methodology · Statistics 2024-10-28 Herbert Susmann , Nicholas T. Williams , Kara E. Rudolph , Iván Díaz

This paper introduces an overidentification test of two alternative assumptions to identify the average treatment effect on the treated in a two-period panel data setting: unconfoundedness and common trends. Under the unconfoundedness…

Econometrics · Economics 2024-06-25 Martin Huber , Eva-Maria Oeß

Existing weighting methods for treatment effect estimation are often built upon the idea of propensity scores or covariate balance. They usually impose strong assumptions on treatment assignment or outcome model to obtain unbiased…

Machine Learning · Computer Science 2023-05-09 Dongcheng Zhang , Kunpeng Zhang

We propose a new method for estimating causal effects in longitudinal/panel data settings that we call generalized difference-in-differences. Our approach unifies two alternative approaches in these settings: ignorability estimators (e.g.,…

Methodology · Statistics 2023-12-12 Denis Agniel , Max Rubinstein , Jessie Coe , Maria DeYoreo

Observational studies are frequently used to estimate the effect of an exposure or treatment on an outcome. To obtain an unbiased estimate of the treatment effect, it is crucial to measure the exposure accurately. A common type of exposure…

Methodology · Statistics 2024-07-02 Suhwan Bong , Kwonsang Lee , Francesca Dominici

In semi-logarithmic regressions, treatment coefficients are often interpreted as approximations of the average treatment effect (ATE) in percentage points. This paper highlights the overlooked bias of this approximation under treatment…

Econometrics · Economics 2026-02-04 Ying Zeng

We derive new variance formulas for inference on a general class of estimands of causal average treatment effects in a Randomized Control Trial (RCT). We generalize Robins (1988) and show that when the estimand of interest is the Sample…

Statistics Theory · Mathematics 2017-10-19 Jasjeet S. Sekhon , Yotam Shem-Tov

Matching and weighting methods for observational studies involve the choice of an estimand, the causal effect with reference to a specific target population. Commonly used estimands include the average treatment effect in the treated (ATT),…

Methodology · Statistics 2023-07-12 Noah Greifer , Elizabeth A. Stuart

This paper studies the identification of the average treatment effect on the treated (ATT) under unconfoundedness when covariate overlap is partial. A formal diagnostic is proposed to characterize empirical support -- the subset of the…

Econometrics · Economics 2025-06-11 Mengqi Li

Common causal estimands include the average treatment effect (ATE), the average treatment effect of the treated (ATT), and the average treatment effect on the controls (ATC). Using augmented inverse probability weighting methods, parametric…

Methodology · Statistics 2022-09-23 Roland A. Matsouaka , Yi Liu , Yunji Zhou