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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…

计量经济学 · 经济学 2025-07-28 Sunny Karim , Matthew D. Webb , Nichole Austin , Erin Strumpf

When considering the effect a treatment will cause in a population of interest, we often look to evidence from randomized controlled trials. In settings where multiple trials on a treatment are available, we may wish to synthesize the…

统计方法学 · 统计学 2023-09-08 Nicole Schnitzler , Eloise Kaizar

This note introduces a doubly robust (DR) estimator for regression discontinuity (RD) designs. RD designs provide a quasi-experimental framework for estimating treatment effects, where treatment assignment depends on whether a running…

计量经济学 · 经济学 2025-01-28 Masahiro Kato

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 proposes Covariate-Balanced Weighted Stacked Difference-in-Differences (CBWSDID), a design-based extension of weighted stacked DID for settings in which untreated trends may be conditionally rather than unconditionally parallel.…

计量经济学 · 经济学 2026-04-03 Vadim Ustyuzhanin

We develop a new identification strategy for average treatment effects on the treated (ATT) in panel data with discrete outcomes. Standard difference-in-differences (DiD) relies on parallel trends, which is frequently violated in…

计量经济学 · 经济学 2026-03-10 Young Ahn , Hiroyuki Kasahara

Many applied decision-making problems have a dynamic component: The policymaker needs not only to choose whom to treat, but also when to start which treatment. For example, a medical doctor may choose between postponing treatment (watchful…

统计方法学 · 统计学 2020-05-01 Xinkun Nie , Emma Brunskill , Stefan Wager

This paper studies Difference-in-Differences (DiD) setups with repeated cross-sectional data and potential compositional changes across time periods. We begin our analysis by deriving the efficient influence function and the semiparametric…

计量经济学 · 经济学 2025-11-17 Pedro H. C. Sant'Anna , Qi Xu

The traditional model specification of stepped-wedge cluster-randomized trials assumes a homogeneous treatment effect across time while adjusting for fixed-time effects. However, when treatment effects vary over time, the constant effect…

统计方法学 · 统计学 2025-04-22 Zhe Chen , Wei Wang , Yingying Lu , Scott D. Halpern , Katherine R. Courtright , Fan Li , Michael O. Harhay

In this paper, we study the design and analysis of experiments conducted on a set of units over multiple time periods where the starting time of the treatment may vary by unit. The design problem involves selecting an initial treatment time…

计量经济学 · 经济学 2023-09-27 Ruoxuan Xiong , Susan Athey , Mohsen Bayati , Guido Imbens

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…

统计方法学 · 统计学 2021-10-18 Peter Z. Schochet

A popular method for estimating a causal treatment effect with observational data is the difference-in-differences (DiD) model. In this work, we consider an extension of the classical DiD setting to the hierarchical context in which data…

统计方法学 · 统计学 2019-10-17 James Normington , Eric F. Lock , Thomas A. Murray , Caroline S. Carlin

The regression discontinuity (RD) design is widely used for program evaluation with observational data. The primary focus of the existing literature has been the estimation of the local average treatment effect at the existing treatment…

统计方法学 · 统计学 2024-09-05 Yi Zhang , Eli Ben-Michael , Kosuke Imai

Quasi-experimental methods have proliferated over the last two decades, as researchers develop causal inference tools for settings in which randomization is infeasible. Two popular such methods, difference-in-differences (DID) and…

统计方法学 · 统计学 2020-07-09 Carrie E. Fry , Laura A. Hatfield

Observational cohort studies are increasingly being used for comparative effectiveness research to assess the safety of therapeutics. Recently, various doubly robust methods have been proposed for average treatment effect estimation by…

统计方法学 · 统计学 2025-03-11 Xiaoqing Tan , Shu Yang , Wenyu Ye , Douglas E. Faries , Ilya Lipkovich , Zbigniew Kadziola

Obtaining reliable inferences with traditional difference-in-differences (DiD) methods can be difficult. Problems can arise when both outcomes and errors are serially correlated, when there are few clusters or few treated clusters, when…

计量经济学 · 经济学 2026-02-13 Sunny R. Karim , Morten Ørregaard Nielsen , James G. MacKinnon , Matthew D. Webb

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…

机器学习 · 统计学 2025-04-29 Hui Lan , Haoge Chang , Eleanor Dillon , Vasilis Syrgkanis

Difference-in-differences (DiD) is a popular approach to evaluate treatment effects in settings where both pre- and post-treatment measurements of the outcome are available. Despite its popularity, existing methods face important…

统计方法学 · 统计学 2026-03-31 Chan Park , Eric Tchetgen Tchetgen

Treatment effects of stochastic policy shifts quantify differences in outcomes across counterfactual scenarios with varying treatment distributions. Stochastic policy shifts may be of interest in settings where it is unrealistic or…

统计方法学 · 统计学 2026-03-31 Michael Jetsupphasuk , Chenwei Fang , Didong Li , Michael G. Hudgens

The difference-in-differences (DID) design is widely used in observational studies to estimate the causal effect of a treatment when repeated observations over time are available. Yet, almost all existing methods assume linearity in the…

应用统计 · 统计学 2020-09-29 Soichiro Yamauchi