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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…

Econometrics · Economics 2025-06-23 Dmitry Arkhangelsky , Aleksei Samkov

Many interventions are both beneficial to initiate and harmful to stop. Traditionally, to determine whether to deploy that intervention in a time-limited way depends on if, on average, the increase in the benefits of starting it outweigh…

Recent methodological developments have introduced new black-box approaches to better estimate heterogeneous treatment effects; however, these methods fall short of providing interpretable characterizations of the underlying individuals who…

Methodology · Statistics 2025-08-19 Melody Huang , Tiffany M. Tang , Ana M. Kenney

Recent work has focused on nonparametric estimation of conditional treatment effects, but inference has remained relatively unexplored. We propose a class of nonparametric tests for both quantitative and qualitative treatment effect…

Methodology · Statistics 2026-04-07 Oliver Dukes , Mats J. Stensrud , Riccardo Brioschi , Aaron Hudson

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…

Econometrics · Economics 2022-08-02 Brantly Callaway

In observational studies, weighting methods that directly optimize the balance between treatment and covariates have received much attention lately; however these have mainly focused on binary treatments. Inspired by domain adaptation, we…

Statistics Theory · Mathematics 2020-02-27 Guillaume Martinet

Staggered adoption is a common approach for implementing healthcare interventions, where different units adopt the program at different times. Difference-in-differences (DiD) methods are frequently used to evaluate the effects of such…

Applications · Statistics 2025-08-21 Ernesto Ulloa-Pérez , Elizabeth F. Bair , Amol S. Navathe , Kristin A. Linn

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…

Comparative binary outcome data are of fundamental interest in statistics and are often pooled in meta-analyses. Here we examine the simplest case where for each study there are two patient groups and a binary event of interest, giving rise…

Methodology · Statistics 2018-06-12 Rose Baker , Dan Jackson

In economic program evaluation, it is common to obtain panel data in which outcomes are indicators that an individual has reached an absorbing state. For example, they may indicate whether an individual has exited a period of unemployment,…

Econometrics · Economics 2026-05-26 Ben Deaner , Hyejin Ku

We study variants of the average treatment effect on the treated with population parameters replaced by their sample counterparts. For each estimand, we derive the limiting distribution with respect to a semiparametric efficient estimator…

Methodology · Statistics 2024-02-12 Andrew Yiu

Dynamic Treatment Regimes (DTRs) provide a systematic framework for optimizing sequential decision-making in chronic disease management, where therapies must adapt to patients' evolving clinical profiles. Inverse probability weighting (IPW)…

Methodology · Statistics 2026-03-26 Chloe Si , David A. Stephens , Erica E. M. Moodie

Predicting counterfactual outcomes in longitudinal data, where sequential treatment decisions heavily depend on evolving patient states, is critical yet notoriously challenging due to complex time-dependent confounding and inadequate…

Machine Learning · Statistics 2026-04-15 Farbod Alinezhad , Jianfei Cao , Gary J. Young , Brady Post

In settings with few treated units, Difference-in-Differences (DID) estimators are not consistent, and are not generally asymptotically normal. This poses relevant challenges for inference. While there are inference methods that are valid…

Econometrics · Economics 2023-02-08 Luis Alvarez , Bruno Ferman

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…

Methodology · Statistics 2025-06-10 Hugo Gobato Souto , Francisco Louzada Neto

In observational studies, treatments are typically not randomized and therefore estimated treatment effects may be subject to confounding bias. The instrumental variable (IV) design plays the role of a quasi-experimental handle since the IV…

Methodology · Statistics 2016-08-30 Lan Liu , Wang Miao , Baoluo Sun , James Robins , Eric Tchetgen Tchetgen

We combine two recently proposed nonparametric difference-in-differences methods, extending them to enable the examination of treatment effect heterogeneity in the staggered adoption setting using machine learning. The proposed method,…

Econometrics · Economics 2023-10-19 Julia Hatamyar , Noemi Kreif , Rudi Rocha , Martin Huber

In medicine, treatments often influence multiple, interdependent outcomes, such as primary endpoints, complications, adverse events, or other secondary endpoints. Hence, to make optimal treatment decisions, clinicians are interested in…

Machine Learning · Computer Science 2025-06-03 Yuchen Ma , Jonas Schweisthal , Hengrui Zhang , Stefan Feuerriegel

Individualized treatment decisions can improve health outcomes, but using data to make these decisions in a reliable, precise, and generalizable way is challenging with a single dataset. Leveraging multiple randomized controlled trials…

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
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