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This paper develops doubly robust estimators for direct (DATT) and spillover (SATT) average treatment effects on the treated in network-based difference-in-differences (DiD) designs. Unlike standard DiD methods, the proposed approach…

统计方法学 · 统计学 2025-09-30 Kuan Sun , Zhiguo Xiao

We study high-confidence off-policy evaluation in the context of infinite-horizon Markov decision processes, where the objective is to establish a confidence interval (CI) for the target policy value using only offline data pre-collected…

机器学习 · 统计学 2023-10-03 Wenzhuo Zhou , Yuhan Li , Ruoqing Zhu , Annie Qu

Applied analysts often use the differences-in-differences (DID) method to estimate the causal effect of policy interventions with observational data. The method is widely used, as the required before and after comparison of a treated and…

应用统计 · 统计学 2019-02-04 Luke J. Keele , Dylan S. Small , Jesse Y. Hsu , Colin B. Fogarty

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

Pooled panel analyses often mask heterogeneity in unit-specific treatment effects. This challenge, for example, crops up in studies of the impact of democracy on economic growth, where findings vary substantially due to differences in…

计量经济学 · 经济学 2026-04-28 Gilles Koumou , Emmanuel Selorm Tsyawo

Suppose it is of interest to characterize effect heterogeneity of an intervention across levels of a baseline covariate using only pre- and post- intervention outcome measurements from those who received the intervention, i.e. with no…

统计方法学 · 统计学 2023-06-21 Zach Shahn

This study considers various semiparametric difference-in-differences models under different assumptions on the relation between the treatment group identifier, time and covariates for cross-sectional and panel data. The variance lower…

计量经济学 · 经济学 2020-08-17 Michael Zimmert

This paper studies the identification, estimation, and inference of long-term (binary) treatment effect parameters when balanced panel data is not available, or consists of only a subset of the available data. We develop a new estimator:…

计量经济学 · 经济学 2025-02-04 Christophe Bellégo , David Benatia , Vincent Dortet-Bernardet

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

We propose nonparametric identification and semiparametric estimation of joint potential outcome distributions in the presence of confounding. First, in settings with observed confounding, we derive tighter, covariate-informed bounds on the…

统计方法学 · 统计学 2026-02-19 Jianle Sun , Kun Zhang

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

We study the role of selection into treatment in difference-in-differences (DiD) designs. We derive necessary and sufficient conditions for parallel trends assumptions under general classes of selection mechanisms. These conditions…

计量经济学 · 经济学 2026-02-03 Dalia Ghanem , Pedro H. C. Sant'Anna , Kaspar Wüthrich

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…

In clinical trials, minimum clinically important difference (MCID) has attracted increasing interest as an important supportive clinical and statistical inference tool. Many estimation methods have been developed based on various…

统计方法学 · 统计学 2013-12-02 A. S. Hedayat , Junhui Wang , Tu Xu

Violations of the parallel trends assumption pose significant challenges for causal inference in difference-in-differences (DiD) studies, especially in policy evaluations where pre-treatment dynamics and external shocks may bias estimates.…

统计方法学 · 统计学 2025-08-06 Seong Woo Han , Nandita Mitra , Gary Hettinger , Arman Oganisian

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

For linear models with a diverging number of parameters, it has recently been shown that modified versions of Bayesian information criterion (BIC) can identify the true model consistently. However, in many cases there is little…

统计方法学 · 统计学 2011-07-26 Heng Lian

We propose a nonlinear difference-in-differences method to estimate multivariate counterfactual distributions in classical treatment and control study designs with observational data. Our approach sheds a new light on existing approaches…

统计方法学 · 统计学 2024-03-11 William Torous , Florian Gunsilius , Philippe Rigollet

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 investigates efficient Difference-in-Differences (DiD) and Event Study (ES) estimation using short panel data sets within the heterogeneous treatment effect framework, free from parametric functional form assumptions and allowing…

计量经济学 · 经济学 2025-06-24 Xiaohong Chen , Pedro H. C. Sant'Anna , Haitian Xie