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This article develops new closed-form variance expressions for power analyses for commonly used difference-in-differences (DID) and comparative interrupted time series (CITS) panel data estimators. The main contribution is to incorporate…

Methodology · Statistics 2021-10-18 Peter Z. Schochet

Causal inference in observational panel data has become a central concern in economics,policy analysis,and the broader social sciences.To address the core contradiction where traditional difference-in-differences (DID) struggles with…

Machine Learning · Statistics 2025-07-23 Yile Yu , Anzhi Xu , Yi Wang

This study introduces a novel nonparametric approach for detecting Differential Item Functioning (DIF) in binary items through direct comparison of Item Response Curves (IRCs). Building on prior work on nonparametric comparison of…

Methodology · Statistics 2025-11-25 Adéla Hladká , Patrícia Martinková

Since the initial work by Ashenfelter and Card in 1985, the use of difference-in-differences (DID) study design has become widespread. However, as pointed out in the literature, this popular quasi-experimental design also suffers estimation…

Methodology · Statistics 2021-08-31 Xiaoming Wang , Sukun Wang

This paper discusses difference-in-differences (DID) estimation when there exist many control variables, potentially more than the sample size. In this case, traditional estimation methods, which require a limited number of variables, do…

General Economics · Economics 2019-01-09 Neng-Chieh Chang

The aim of this paper is to introduce a risk measure that extends the Gini-type measures of risk and variability, the Extended Gini Shortfall, by taking risk aversion into consideration. Our risk measure is coherent and catches variability,…

Risk Management · Quantitative Finance 2018-03-21 Mohammed Berkhouch , Ghizlane Lakhnati , Marcelo Brutti Righi

Conditional effect estimation has great scientific and policy importance because interventions may impact subjects differently depending on their characteristics. Most research has focused on estimating the conditional average treatment…

Methodology · Statistics 2023-04-25 Alec McClean , Zach Branson , Edward H. Kennedy

In this chapter, we review the class of causal effects based on incremental propensity scores interventions proposed by Kennedy [2019]. The aim of incremental propensity score interventions is to estimate the effect of increasing or…

Methodology · Statistics 2021-10-22 Matteo Bonvini , Alec McClean , Zach Branson , Edward H. Kennedy

Event study plots are the centerpiece of Difference-in-Differences (DiD) analysis, but current plotting methods cannot provide honest causal inference when the parallel trends and/or no-anticipation assumption fails. We introduce a novel…

Econometrics · Economics 2026-01-21 Chencheng Fang , Dominik Liebl

Causal decomposition analysis (CDA) is an approach for modeling the impact of hypothetical interventions to reduce disparities. It is useful for identifying foci that future interventions, including multilevel and multimodal interventions,…

Methodology · Statistics 2026-04-28 John W. Jackson , Ting-Hsuan Chang , Aster Meche , Trang Q. Nguyen

The common practice in difference-in-difference (DiD) designs is to check for parallel trends prior to treatment assignment, yet typical estimation and inference does not account for the fact that this test has occurred. I analyze the…

Econometrics · Economics 2018-05-03 Jonathan Roth

Difference-in-differences (DID) is a widely used approach for drawing causal inference from observational panel data. Two common estimation strategies for DID are outcome regression and propensity score weighting. In this paper, motivated…

Applications · Statistics 2021-01-05 Fan Li , Fan Li

Integrated IPD-AD analysis, which combines individual participant data (IPD) with aggregate data (AD), is increasingly recognized as an effective strategy for generating more reliable and generalizable inferences from heterogeneous studies.…

Methodology · Statistics 2026-03-03 Ming-Yueh Huang , Jing Qin , Chiung-Yu Huang

Difference-in-Differences (DiD) and Synthetic Control (SC) are widely used methods for causal inference in panel data, each with distinct strengths and limitations. We propose a novel method for short-panel causal inference that integrates…

Econometrics · Economics 2025-09-26 Yixiao Sun , Haitian Xie , Yuhang Zhang

The estimand framework is increasingly established to pose research questions in confirmatory clinical trials. In evidence synthesis, the uptake of estimands has been modest, and the PICO (Population, Intervention, Comparator, Outcome)…

This paper addresses one of the most prevalent problems encountered by political scientists working with difference-in-differences (DID) design: missingness in panel data. A common practice for handling missing data, known as complete case…

Methodology · Statistics 2024-12-02 Sooahn Shin

Understanding treatment effect heterogeneity is vital for scientific and policy research. However, identifying and evaluating heterogeneous treatment effects pose significant challenges due to the typically unknown subgroup structure.…

Methodology · Statistics 2024-11-05 Kwangho Kim , Jisu Kim , Larry A. Wasserman , Edward H. Kennedy

In this paper, we propose a hybrid bankcard response model, which integrates decision tree based chi-square automatic interaction detection (CHAID) into logistic regression. In the first stage of the hybrid model, CHAID analysis is used to…

Machine Learning · Statistics 2019-01-03 Yan Wang , Xuelei Sherry Ni , Brian Stone

Most work in causal inference considers deterministic interventions that set each unit's treatment to some fixed value. However, under positivity violations these interventions can lead to non-identification, inefficiency, and effects with…

Methodology · Statistics 2018-06-20 Edward H. Kennedy

Advanced machine learning algorithms are increasingly utilized to provide data-based prediction and decision-making support in Industry 4.0. However, the prediction accuracy achieved by the existing models is insufficient to warrant…

Machine Learning · Computer Science 2024-03-06 Zhipeng Ma , Bo Nørregaard Jørgensen , Zheng Grace Ma
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