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We link and extend two approaches to estimating time-varying treatment effects on repeated continuous outcomes--time-varying Difference in Differences (DiD; see Roth et al. (2023) and Chaisemartin et al. (2023) for reviews) and Structural…

Difference-in-differences (DID) is one of the most widely used causal inference frameworks in observational studies. However, most existing DID methods are designed for binary treatments and cannot be readily applied to non-binary treatment…

Methodology · Statistics 2025-12-01 Siyu Heng , Yuan Huang , Hyunseung Kang

While a randomized control trial is considered the gold standard for estimating causal treatment effects, there are many research settings in which randomization is infeasible or unethical. In such cases, researchers rely on analytical…

Methodology · Statistics 2024-02-21 Julia C. Thome , Peter F. Rebeiro , Andrew J. Spieker , Bryan E. Shepherd

Difference-in-differences (diff-in-diff) is a study design that compares outcomes of two groups (treated and comparison) at two time points (pre- and post-treatment) and is widely used in evaluating new policy implementations. For instance,…

Applications · Statistics 2019-11-28 Bret Zeldow , Laura A. Hatfield

Observational studies can play a useful role in assessing the comparative effectiveness of competing treatments. In a clinical trial the randomization of participants to treatment and control groups generally results in well-balanced groups…

Inferring the causal effect of a treatment on an outcome in an observational study requires adjusting for observed baseline confounders to avoid bias. However, adjusting for all observed baseline covariates, when only a subset are…

Methodology · Statistics 2021-02-04 Wen Wei Loh , Stijn Vansteelandt

Unmeasured confounding is a key threat to reliable causal inference based on observational studies. Motivated from two powerful natural experiment devices, the instrumental variables and difference-in-differences, we propose a new method…

Methodology · Statistics 2021-11-09 Ting Ye , Ashkan Ertefaie , James Flory , Sean Hennessy , Dylan S. Small

Difference-in-differences is a widely-used evaluation strategy that draws causal inference from observational panel data. Its causal identification relies on the assumption of parallel trends, which is scale dependent and may be…

Applications · Statistics 2019-06-25 Peng Ding , Fan Li

Difference-in-differences is a popular method for observational health policy evaluation. It relies on a causal assumption that in the absence of intervention, treatment groups' outcomes would have evolved in parallel to those of comparison…

Methodology · Statistics 2026-02-09 Alyssa Bilinski , Laura A. Hatfield

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

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

While a difference-in-differences (DID) design was originally developed with one pre- and one post-treatment period, data from additional pre-treatment periods are often available. How can researchers improve the DID design with such…

Applications · Statistics 2022-02-14 Naoki Egami , Soichiro Yamauchi

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

A key challenge in causal inference from observational studies is the identification and estimation of causal effects in the presence of unmeasured confounding. In this paper, we introduce a novel approach for causal inference that…

Methodology · Statistics 2022-10-17 Ying Zhou , Dingke Tang , Dehan Kong , Linbo Wang

We address the problem of estimating heterogeneous treatment effects in panel data, adopting the popular Difference-in-Differences (DiD) framework under the conditional parallel trends assumption. We propose a novel doubly robust…

Machine Learning · Statistics 2025-04-29 Hui Lan , Haoge Chang , Eleanor Dillon , Vasilis Syrgkanis

The plausibility of the ``parallel trends assumption'' in Difference-in-Differences estimation is usually assessed by a test of the null hypothesis that the difference between the average outcomes of both groups is constant over time before…

Econometrics · Economics 2025-12-18 Holger Dette , Martin Schumann

Confounder selection, namely choosing a set of covariates to control for confounding between a treatment and an outcome, is arguably the most important step in the design of an observational study. Previous methods, such as Pearl's…

Methodology · Statistics 2026-03-24 F. Richard Guo , Qingyuan Zhao

We provide a simple distribution regression estimator for treatment effects in the difference-in-differences (DiD) design. Our procedure is particularly useful when the treatment effect differs across the distribution of the outcome…

Econometrics · Economics 2026-05-20 Iván Fernández-Val , Jonas Meier , Aico van Vuuren , Francis Vella

Difference-in-differences (DiD) is a cornerstone of causal inference, yet extending it to functional outcomes is not a routine scalar generalization; rather, it entails three fundamental challenges in identification, inference, and…

Methodology · Statistics 2026-05-29 Junzhu Nie , Chengxiu Ling , Mengfei Ran

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