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We analyze the challenges for inference in difference-in-differences (DID) when there is spatial correlation. We present novel theoretical insights and empirical evidence on the settings in which ignoring spatial correlation should lead to…

Econometrics · Economics 2022-09-12 Bruno Ferman

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

When extending inferences from a randomized trial to a new target population, the transportability condition for conditional difference effect measures is invoked to identify the marginal causal mean difference in the target population.…

Methodology · Statistics 2024-07-18 Guanbo Wang , Alexander Levis , Jon Steingrimsson , Issa Dahabreh

This paper examines the identification and estimation of treatment effects in staggered adoption designs -- a common extension of the canonical Difference-in-Differences (DiD) model to multiple groups and time-periods -- in the presence of…

Econometrics · Economics 2025-12-24 Clara Augustin , Daniel Gutknecht , Cenchen Liu

Canonical RD designs yield credible local estimates of the treatment effect at the cutoff under mild continuity assumptions, but they fail to identify treatment effects away from the cutoff without additional assumptions. The fundamental…

Econometrics · Economics 2023-12-01 Yiwei Sun

We derive confidence intervals and confidence sequences for causal effects in situations where the back-door or front-door criteria are applicable. Our tightest confidence intervals hold in the standard setting where the training data…

Statistics Theory · Mathematics 2026-05-26 Vladimir Vovk , Ruodu Wang

Measurement error is a common challenge for causal inference studies using electronic health record (EHR) data, where clinical outcomes and treatments are frequently mismeasured. Researchers often address measurement error by conducting…

Evaluating treatment effect heterogeneity widely informs treatment decision making. At the moment, much emphasis is placed on the estimation of the conditional average treatment effect via flexible machine learning algorithms. While these…

Methodology · Statistics 2021-05-07 Lihua Lei , Emmanuel J. Candès

Inferring causal effects of treatments is a central goal in many disciplines. The potential outcomes framework is a main statistical approach to causal inference, in which a causal effect is defined as a comparison of the potential outcomes…

Methodology · Statistics 2018-01-04 Peng Ding , Fan Li

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

We derive a formal, decision-based method for comparing the performance of counterfactual treatment regime predictions using the results of experiments that give relevant information on the distribution of treated outcomes. Our approach…

Methodology · Statistics 2019-07-24 Michael Gechter , Cyrus Samii , Rajeev Dehejia , Cristian Pop-Eleches

Algorithms for constraint-based causal discovery select graphical causal models among a space of possible candidates (e.g., all directed acyclic graphs) by executing a sequence of conditional independence tests. These may be used to inform…

Methodology · Statistics 2025-09-19 Ting-Hsuan Chang , Zijian Guo , Daniel Malinsky

Data fusion techniques integrate information from heterogeneous data sources to improve learning, generalization, and decision making across data sciences. In causal inference, these methods leverage rich observational data to improve…

Methodology · Statistics 2025-06-02 Quinn Lanners , Cynthia Rudin , Alexander Volfovsky , Harsh Parikh

Extrapolating treatment effects from related studies is a promising strategy for designing and analyzing clinical trials in situations where achieving an adequate sample size is challenging. Bayesian methods are well-suited for this…

Methodology · Statistics 2025-11-25 Tristan Fauvel , Julien Tanniou , Pascal Godbillot , Marie Génin , Billy Amzal

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

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 front-door criterion can be used to identify and compute causal effects despite the existence of unmeasured confounders between a treatment and outcome. However, the key assumptions -- (i) the existence of a variable (or set of…

Methodology · Statistics 2022-06-20 Rohit Bhattacharya , Razieh Nabi

This study demonstrates the existence of a testable condition for the identification of the causal effect of a treatment on an outcome in observational data, which relies on two sets of variables: observed covariates to be controlled for…

Econometrics · Economics 2026-05-20 Martin Huber , Jannis Kueck

Causal inference studies whether the presence of a variable influences an observed outcome. As measured by quantities such as the "average treatment effect," this paradigm is employed across numerous biological fields, from vaccine and drug…

Widely used methods and software for group sequential tests of a null hypothesis of no treatment difference that allow for early stopping of a clinical trial depend primarily on the fact that sequentially-computed test statistics have the…

Methodology · Statistics 2025-06-19 Anastasios A. Tsiatis , Marie Davidian
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