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The difference-in-differences (DID) method identifies the average treatment effects on the treated (ATT) under mainly the so-called parallel trends (PT) assumption. The most common and widely used approach to justify the PT assumption is…

计量经济学 · 经济学 2023-08-23 Kyunghoon Ban , Désiré Kédagni

Triple difference-in-differences designs are widely used to estimate causal effects in empirical work. Surveying the literature, we find that most applications include controls. We show that this standard practice is generally biased for…

计量经济学 · 经济学 2025-06-13 Dor Leventer

The doubly robust (DR) estimator, which consists of two nuisance parameters, the conditional mean outcome and the logging policy (the probability of choosing an action), is crucial in causal inference. This paper proposes a DR estimator for…

机器学习 · 计算机科学 2021-06-22 Masahiro Kato , Shota Yasui , Kenichiro McAlinn

In this paper, we formalize a triple instrumented difference-in-differences (DID-IV). In this design, a triple Wald-DID estimand, which divides the difference-in-difference-in-differences (DDD) estimand of the outcome by the DDD estimand of…

计量经济学 · 经济学 2025-01-27 Sho Miyaji

This paper studies estimation of causal effects in a panel data setting. We introduce a new estimator, the Triply RObust Panel (TROP) estimator, that combines (i) a flexible model for the potential outcomes based on a low-rank factor…

统计方法学 · 统计学 2026-02-11 Susan Athey , Guido Imbens , Zhaonan Qu , Davide Viviano

Staggered adoption is a common approach for implementing healthcare interventions, where different units adopt the program at different times. Difference-in-differences (DiD) methods are frequently used to evaluate the effects of such…

应用统计 · 统计学 2025-08-21 Ernesto Ulloa-Pérez , Elizabeth F. Bair , Amol S. Navathe , Kristin A. Linn

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

We develop a framework for difference-in-differences designs with staggered treatment adoption and heterogeneous causal effects. We show that conventional regression-based estimators fail to provide unbiased estimates of relevant estimands…

计量经济学 · 经济学 2024-01-18 Kirill Borusyak , Xavier Jaravel , Jann Spiess

Difference-in-Differences (DID) research designs usually rely on variation of treatment timing such that, after making an appropriate parallel trends assumption, one can identify, estimate, and make inference about causal effects. In…

计量经济学 · 经济学 2020-09-07 Michelle Marcus , Pedro H. C. Sant'Anna

We propose the Sequential Synthetic Difference-in-Differences (Sequential SDiD) estimator for event studies with staggered treatment adoption, particularly when the parallel trends assumption fails. The method uses an iterative imputation…

计量经济学 · 经济学 2025-06-23 Dmitry Arkhangelsky , Aleksei Samkov

Motivated by customer loyalty plans and scholarship programs, we study tie-breaker designs which are hybrids of randomized controlled trials (RCTs) and regression discontinuity designs (RDDs). We quantify the statistical efficiency of a…

统计方法学 · 统计学 2020-08-03 Art B. Owen , Hal Varian

Differences-in-differences (DiD) is a causal inference method for observational longitudinal data that assumes parallel expected potential outcome trajectories between treatment groups under the counterfactual scenario where all units…

统计方法学 · 统计学 2026-05-12 Michael Jetsupphasuk , Didong Li , Michael G. Hudgens

Remarkable progress has been made in difference-in-differences (DID) approaches to causal inference that estimate the average effect of a treatment on the treated (ATT). Of these, the semiparametric DID (SDID) approach incorporates a…

统计方法学 · 统计学 2026-03-09 Takamichi Baba , Yoshiyuki Ninomiya

This paper considers the identification of dynamic treatment effects with panel data, in complex designs where the treatment may not be binary and may not be absorbing. We first show that under no-anticipation and parallel-trends…

计量经济学 · 经济学 2025-12-23 Clément de Chaisemartin , Xavier D'Haultfœuille

Difference-in-differences (DID) is a widely used approach for drawing causal inference from observational panel data. Two common estimation strategies for DID are outcome regression and propensity score weighting. In this paper, motivated…

应用统计 · 统计学 2021-01-05 Fan Li , Fan Li

Temporal difference (TD) learning is a foundational algorithm in reinforcement learning (RL). For nearly forty years, TD learning has served as a workhorse for applied RL as well as a building block for more complex and specialized…

机器学习 · 计算机科学 2025-06-24 Hwanwoo Kim , Panos Toulis , Eric Laber

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

Doubly robust (DR) estimation is a crucial technique in causal inference and missing data problems. We propose a novel Propensity score Augmentved Doubly robust (PAD) estimator to enhance the commonly used DR estimator for average treatment…

统计方法学 · 统计学 2023-04-18 Liangbo Lyu , Molei Liu

A recent literature has shown that when adoption of a treatment is staggered and average treatment effects vary across groups and over time, difference-in-differences regression does not identify an easily interpretable measure of the…

计量经济学 · 经济学 2022-07-14 John Gardner

Difference-in-differences (DiD) is the most popular observational causal inference method in health policy, employed to evaluate the real-world impact of policies and programs. To estimate treatment effects, DiD relies on the "parallel…

应用统计 · 统计学 2024-08-09 Shuo Feng , Ishani Ganguli , Youjin Lee , John Poe , Andrew Ryan , Alyssa Bilinski