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We propose a new method for estimating causal effects in longitudinal/panel data settings that we call generalized difference-in-differences. Our approach unifies two alternative approaches in these settings: ignorability estimators (e.g.,…

统计方法学 · 统计学 2023-12-12 Denis Agniel , Max Rubinstein , Jessie Coe , Maria DeYoreo

We investigate how to learn treatment effects away from the cutoff in multiple-cutoff regression discontinuity designs. Using a microeconomic model, we demonstrate that the parallel-trend type assumption proposed in the literature is…

计量经济学 · 经济学 2025-09-03 Yuta Okamoto , Yuuki Ozaki

Despite the common occurrence of interference in Difference-in-Differences (DiD) applications, standard DiD methods rely on an assumption that interference is absent, and comparatively little work has considered how to accommodate and learn…

统计方法学 · 统计学 2025-11-03 Zach Shahn , Paul Zivich , Audrey Renson

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…

应用统计 · 统计学 2022-02-14 Naoki Egami , Soichiro Yamauchi

In the standard difference-in-differences research design, the parallel trends assumption may be violated when the relationship between the exposure trend and the outcome trend is confounded by unmeasured confounders. Progress can be made…

Difference-in-differences is one of the most used identification strategies in empirical work in economics. This chapter reviews a number of important, recent developments related to difference-in-differences. First, this chapter reviews…

计量经济学 · 经济学 2022-08-02 Brantly Callaway

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

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…

计量经济学 · 经济学 2026-05-20 Iván Fernández-Val , Jonas Meier , Aico van Vuuren , Francis Vella

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

This paper considers identifying and estimating causal effect parameters in a staggered treatment adoption setting -- that is, where a researcher has access to panel data and treatment timing varies across units. We consider the case where…

计量经济学 · 经济学 2023-08-08 Brantly Callaway , Emmanuel Selorm Tsyawo

This article studies the estimation of the causal effect of a time-varying treatment on time-to-an-event or on some other continuously distributed outcome. The paper applies to the situation where treatment is repeatedly adapted to…

统计理论 · 数学 2008-06-19 Judith J. Lok

This paper assesses when the validity of difference-in-differences depends on functional form. We provide a novel characterization: the parallel trends assumption holds under all strictly monotonic transformations of the outcome if and only…

计量经济学 · 经济学 2022-09-21 Jonathan Roth , Pedro H. C. Sant'Anna

Data integration approaches are increasingly used to enhance the efficiency and generalizability of studies. However, a key limitation of these methods is the assumption that outcome measures are identical across datasets -- an assumption…

统计方法学 · 统计学 2025-05-19 Harsh Parikh , Trang Quynh Nguyen , Elizabeth A. Stuart , Kara E. Rudolph , Caleb H. Miles

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,…

计量经济学 · 经济学 2026-05-26 Ben Deaner , Hyejin Ku

Difference-in-differences (DID) is a popular approach to identify the causal effects of treatments and policies in the presence of unmeasured confounding. DID identifies the sample average treatment effect in the treated (SATT). However, a…

统计方法学 · 统计学 2024-06-21 Audrey Renson , Ellicott C. Matthay , Kara E. Rudolph

The method of difference-in-differences (DID) is widely used to study the causal effect of policy interventions in observational studies. DID employs a before and after comparison of the treated and control units to remove bias due to…

统计方法学 · 统计学 2022-06-15 Ting Ye , Luke Keele , Raiden Hasegawa , Dylan S. Small

This paper studies identification and estimation of the average treatment effect on the treated (ATT) in difference-in-difference (DID) designs when the variable that classifies individuals into treatment and control groups (treatment…

计量经济学 · 经济学 2022-08-05 Akanksha Negi , Digvijay Singh Negi

We consider the identification of average treatment effects on the treated (ATT) in difference-in-differences (DiD) settings in the presence of endogenous sample selection. We first establish that the conventional DiD estimand generally…

计量经济学 · 经济学 2026-02-17 Gayani Rathnayake , Akanksha Negi , Otavio Bartalotti , Xueyan Zhao

In the quest to make defensible causal claims from observational data, it is sometimes possible to leverage information from "placebo treatments" and "placebo outcomes". Existing approaches employing such information focus largely on point…

统计方法学 · 统计学 2024-11-26 Adam Rohde , Chad Hazlett

State-level policy evaluations commonly employ a difference-in-differences (DID) study design; yet within this framework, statistical model specification varies notably across studies. Motivated by applied state-level opioid policy…