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Triple Differences (DDD) designs are widely used in empirical work to relax parallel trends assumptions in Difference-in-Differences (DiD) settings. This paper highlights that common DDD implementations -- such as taking the difference…

Econometrics · Economics 2025-07-21 Marcelo Ortiz-Villavicencio , Pedro H. C. Sant'Anna

We consider the problem of inference in Difference-in-Differences (DID) when there are few treated units and errors are spatially correlated. We first show that, when there is a single treated unit, some existing inference methods designed…

Econometrics · Economics 2023-04-26 Luis Alvarez , Bruno Ferman

In this article, we consider identification, estimation, and inference procedures for treatment effect parameters using Difference-in-Differences (DiD) with (i) multiple time periods, (ii) variation in treatment timing, and (iii) when the…

Econometrics · Economics 2020-12-02 Brantly Callaway , Pedro H. C. Sant'Anna

Consider sensitivity analysis to assess the worst-case possible values of counterfactual outcome means and average treatment effects under sequential unmeasured confounding in a longitudinal study with time-varying treatments and…

Statistics Theory · Mathematics 2023-08-31 Zhiqiang Tan

State-level policy evaluations commonly employ a difference-in-differences (DID) study design; yet within this framework, statistical model specification varies notably across studies. Motivated by applied state-level opioid policy…

We study identification and estimation of causal effects in settings with panel data. Traditionally researchers follow model-based identification strategies relying on assumptions governing the relation between the potential outcomes and…

Econometrics · Economics 2022-02-18 Dmitry Arkhangelsky , Guido W. Imbens

We study the identification and estimation of long-term treatment effects when both experimental and observational data are available. Since the long-term outcome is observed only after a long delay, it is not measured in the experimental…

Methodology · Statistics 2024-09-04 Guido Imbens , Nathan Kallus , Xiaojie Mao , Yuhao Wang

Inferring the causal direction between two variables from their observation data is one of the most fundamental and challenging topics in data science. A causal direction inference algorithm maps the observation data into a binary value…

Machine Learning · Computer Science 2020-06-08 Yulai Zhang , Jiachen Wang , Gang Cen , Guiming Luo

We study how to extend the use of the diffusion model to answer the causal question from the observational data under the existence of unmeasured confounders. In Pearl's framework of using a Directed Acyclic Graph (DAG) to capture the…

Machine Learning · Computer Science 2023-12-15 Tatsuhiro Shimizu

Causal inference is a science with multi-disciplinary evolution and applications. On the one hand, it measures effects of treatments in observational data based on experimental designs and rigorous statistical inference to draw causal…

Methodology · Statistics 2022-09-05 Jingying Zeng , Run Wang

We study causal representation learning, the task of inferring latent causal variables and their causal relations from high-dimensional mixtures of the variables. Prior work relies on weak supervision, in the form of counterfactual pre- and…

In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates.…

Machine Learning · Computer Science 2024-09-13 Antti Pöllänen , Pekka Marttinen

This article studies the estimation of the causal effect of a time-varying treatment on time-to-an-event or on some other continuously distributed outcome. The paper applies to the situation where treatment is repeatedly adapted to…

Statistics Theory · Mathematics 2008-06-19 Judith J. Lok

The difference-in-differences (DID) design is widely used in observational studies to estimate the causal effect of a treatment when repeated observations over time are available. Yet, almost all existing methods assume linearity in the…

Applications · Statistics 2020-09-29 Soichiro Yamauchi

Conditioning on some set of confounders that causally affect both treatment and outcome variables can be sufficient for eliminating bias introduced by all such confounders when estimating causal effect of the treatment on the outcome from…

Methodology · Statistics 2018-04-24 Priyantha Wijayatunga

Researchers commonly use difference-in-differences (DiD) designs to evaluate public policy interventions. While methods exist for estimating effects in the context of binary interventions, policies often result in varied exposures across…

Methodology · Statistics 2025-02-07 Gary Hettinger , Youjin Lee , Nandita Mitra

Quasi-experimental methods have proliferated over the last two decades, as researchers develop causal inference tools for settings in which randomization is infeasible. Two popular such methods, difference-in-differences (DID) and…

Methodology · Statistics 2020-07-09 Carrie E. Fry , Laura A. Hatfield

In the quest to make defensible causal claims from observational data, it is sometimes possible to leverage information from "placebo treatments" and "placebo outcomes". Existing approaches employing such information focus largely on point…

Methodology · Statistics 2024-11-26 Adam Rohde , Chad Hazlett

Applied Difference-in-Differences studies often involve outcomes that are discrete, mixed, censored, or otherwise non-continuously distributed, while policy questions frequently concern distributional effects rather than mean effects alone.…

Econometrics · Economics 2026-05-22 Nelly K. Djuazon , Emmanuel Selorm Tsyawo

In this paper, we propose a new approach to causal inference with panel data. Instead of using panel data to adjust for differences in the distribution of unobserved heterogeneity between the treated and comparison groups, we instead use…

Econometrics · Economics 2025-12-01 Brantly Callaway , Derek Dyal , Pedro H. C. Sant'Anna , Emmanuel S. Tsyawo