中文
相关论文

相关论文: Universal Difference-in-Differences for Causal Inf…

200 篇论文

Unobserved confounding presents a major threat to causal inference from observational studies. Recently, several authors suggest that this problem may be overcome in a shared confounding setting where multiple treatments are independent…

统计方法学 · 统计学 2020-11-25 Dehan Kong , Shu Yang , Linbo Wang

Causal inference from observational data requires assumptions. These assumptions range from measuring confounders to identifying instruments. Traditionally, causal inference assumptions have focused on estimation of effects for a single…

机器学习 · 统计学 2019-03-04 Rajesh Ranganath , Adler Perotte

This paper examines methods of causal inference based on groupwise matching when we observe multiple large groups of individuals over several periods. We formulate causal inference validity through a generalized matching condition,…

计量经济学 · 经济学 2026-03-24 Ratzanyel Rincón , Kyungchul Song

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…

计量经济学 · 经济学 2025-12-18 Holger Dette , Martin Schumann

This paper clarifies a fundamental difference between causal inference and traditional statistical inference by formalizing a mathematical distinction between their respective parameters. We connect two major approaches to causal inference,…

统计方法学 · 统计学 2025-08-29 Muye Liu , Jun Xie

In this article, we consider identification, estimation, and inference procedures for treatment effect parameters using Difference-in-Differences (DiD) with (i) multiple time periods, (ii) variation in treatment timing, and (iii) when the…

计量经济学 · 经济学 2020-12-02 Brantly Callaway , Pedro H. C. Sant'Anna

Unobserved confounding is one of the main challenges when estimating causal effects. We propose a causal reduction method that, given a causal model, replaces an arbitrary number of possibly high-dimensional latent confounders with a single…

机器学习 · 统计学 2023-02-24 Maximilian Ilse , Patrick Forré , Max Welling , Joris M. Mooij

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

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

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…

应用统计 · 统计学 2019-06-25 Peng Ding , Fan Li

We consider the problem of estimating the causal effect of a treatment on an outcome in linear structural causal models (SCM) with latent confounders when we have access to a single proxy variable. Several methods (such as…

计算工程、金融与科学 · 计算机科学 2023-06-13 Yaroslav Kivva , Saber Salehkaleybar , Negar Kiyavash

The stable unit treatment value (SUTVA) is a crucial assumption in the Difference-in-Differences (DiD) research design. It rules out hidden versions of treatment and any sort of interference and spillover effects across units. Even if this…

计量经济学 · 经济学 2026-02-18 Fabrizia Mealli , Javier Viviens

In this work, we propose an approach for assessing sensitivity to unobserved confounding in studies with multiple outcomes. We demonstrate how prior knowledge unique to the multi-outcome setting can be leveraged to strengthen causal…

统计方法学 · 统计学 2023-01-26 Jiajing Zheng , Jiaxi Wu , Alexander D'Amour , Alexander Franks

Difference-in-differences is based on a parallel trends assumption, which states that changes over time in average potential outcomes are independent of treatment assignment, possibly conditional on covariates. With time-varying treatments,…

统计方法学 · 统计学 2024-06-25 Nicholas Illenberger , Iván Díaz , Audrey Renson

Difference-in-Differences (DiD) is a widely used research design that often relies on a conditional parallel trends (CPT) assumption. In contrast to settings with unconfoundedness, where causal graphs provide powerful frameworks for…

计量经济学 · 经济学 2026-04-15 Michael C. Knaus , Henri Pfleiderer

This paper considers identification and estimation of causal effect parameters from participating in a binary treatment in a difference in differences (DID) setup when the parallel trends assumption holds after conditioning on observed…

计量经济学 · 经济学 2024-06-25 Carolina Caetano , Brantly Callaway , Stroud Payne , Hugo Sant'Anna Rodrigues

Various methods have recently been proposed to estimate causal effects with confidence intervals that are uniformly valid over a set of data generating processes when high-dimensional nuisance models are estimated by post-model-selection or…

统计方法学 · 统计学 2025-10-07 Niloofar Moosavi , Tetiana Gorbach , Xavier de Luna

Identification of treatment effects in the presence of unmeasured confounding is a persistent problem in the social, biological, and medical sciences. The problem of unmeasured confounding in settings with multiple treatments is most common…

统计方法学 · 统计学 2022-07-12 Wang Miao , Wenjie Hu , Elizabeth L. Ogburn , Xiaohua Zhou

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…

计量经济学 · 经济学 2023-02-08 Luis Alvarez , Bruno Ferman

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…