English
Related papers

Related papers: Stacked Triple Differences

200 papers

The conventional Two-Way Fixed-Effects (TWFE) estimator has come under scrutiny lately. Recent literature has revealed potential shortcomings of TWFE when the treatment effects are heterogeneous. Scholars have developed new advanced dynamic…

Econometrics · Economics 2025-06-23 Tobias Rüttenauer , Ozan Aksoy

To address the bias of the canonical two-way fixed effects estimator for difference-in-differences under staggered adoptions, Wooldridge (2021) proposed the extended two-way fixed effects estimator, which adds many parameters. However, this…

Econometrics · Economics 2025-04-08 Gregory Faletto

We propose a new estimation method for heterogeneous causal effects which utilizes a regression discontinuity (RD) design for multiple datasets with different thresholds. The standard RD design is frequently used in applied researches, but…

Econometrics · Economics 2019-05-14 Takayuki Toda , Ayako Wakano , Takahiro Hoshino

Empirical studies using Regression Discontinuity (RD) designs often explore heterogeneous treatment effects based on pretreatment covariates, even though no formal statistical methods exist for such analyses. This has led to the widespread…

This article introduces Regression Discontinuity Design (RDD) with Distribution-Valued Outcomes (R3D), extending the standard RDD framework to settings where the outcome is a distribution rather than a scalar. Such settings arise when…

Econometrics · Economics 2025-04-08 David Van Dijcke

Estimating individual-level treatment effect from observational data is a fundamental problem in causal inference and has attracted increasing attention in the fields of education, healthcare, and public policy.In this work, we concentrate…

Machine Learning · Computer Science 2025-07-10 Hui Meng , Keping Yang , Xuyu Peng , Bo Zheng

The triple difference causal inference framework is an extension of the well-known difference-in-differences framework. It relaxes the parallel trends assumption of the difference-in-differences framework through leveraging data from an…

Econometrics · Economics 2025-09-17 Sina Akbari , Negar Kiyavash , AmirEmad Ghassami

We study two-way-fixed-effects regressions (TWFE) with several treatment variables. Under a parallel trends assumption, we show that the coefficient on each treatment identifies a weighted sum of that treatment's effect, with possibly…

Econometrics · Economics 2023-04-18 Clément de Chaisemartin , Xavier D'Haultfœuille

The synthetic difference-in-differences method provides an efficient method to estimate a causal effect with a latent factor model. However, it relies on the use of panel data. This paper presents an adaptation of the synthetic…

Econometrics · Economics 2024-10-01 Yoann Morin

Identification theory for causal effects in causal models associated with hidden variable directed acyclic graphs (DAGs) is well studied. However, the corresponding algorithms are underused due to the complexity of estimating the…

Machine Learning · Statistics 2022-10-17 Rohit Bhattacharya , Razieh Nabi , Ilya Shpitser

We consider causal inference in dynamic settings where treatment is assigned by thresholding a state variable that can change over time. There is a large literature on regression-discontinuity methods building on the fact that, in the…

Methodology · Statistics 2026-05-25 Aditya Ghosh , Stefan Wager

This note discusses the interpretation of event-study plots produced by recent difference-in-differences methods. I show that even when specialized to the case of non-staggered treatment timing, the default plots produced by software for…

Econometrics · Economics 2026-01-21 Jonathan Roth

Many studies run two-way fixed effects instrumental variable (TWFEIV) regressions, leveraging variation in the timing of policy adoption across units as an instrument for treatment. This paper studies the properties of the TWFEIV estimator…

Econometrics · Economics 2024-05-28 Sho Miyaji

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

Estimating dynamic treatment effects is a crucial endeavor in causal inference, particularly when confronted with high-dimensional confounders. Doubly robust (DR) approaches have emerged as promising tools for estimating treatment effects…

Methodology · Statistics 2023-05-17 Jelena Bradic , Weijie Ji , Yuqian Zhang

We propose a novel multi-task neural network approach for estimating distributional treatment effects (DTE) in randomized experiments. While DTE provides more granular insights into the experiment outcomes over conventional methods focusing…

Machine Learning · Computer Science 2025-07-11 Tomu Hirata , Undral Byambadalai , Tatsushi Oka , Shota Yasui , Shingo Uto

The weighted controlled direct effect (WCDE) generalizes the standard controlled direct effect (CDE) by averaging over the mediator distribution, providing a robust estimate when treatment effects vary across mediator levels. This makes the…

Methodology · Statistics 2026-02-09 Ruiyang Lin , Yongyi Guo , Kyra Gan

The difference in restricted mean survival times between two groups is a clinically relevant summary measure. With observational data, there may be imbalances in confounding variables between the two groups. One approach to account for such…

Applications · Statistics 2014-10-17 Andrew Wey , David Vock , John Connett , Kyle Rudser

Many programs evaluated in observational studies incorporate a sequential structure, where individuals may be assigned to various programs over time. While this complexity is often simplified by analyzing programs at single points in time,…

Econometrics · Economics 2025-06-16 Fabian Muny

Stacking (or stacked generalization) is an ensemble learning method with one main distinctiveness from the rest: even though several base models are trained on the original data set, their predictions are further used as input data for one…

Machine Learning · Computer Science 2024-04-19 Ilya Ploshchik , Angelos Chatzimparmpas , Andreas Kerren