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相关论文: A joint test of unconfoundedness and common trends

200 篇论文

Consider a general setting in which data on an outcome is collected in two `groups' at two time periods, with certain group-periods deemed `treated' and others `untreated'. A special case is the canonical Difference-in-Differences (DiD)…

统计方法学 · 统计学 2025-09-15 Zach Shahn , Laura Hatfield

This paper proposes a novel approach for estimating treatment effects in panel data settings, addressing key limitations of the standard difference-in-differences (DID) approach. The standard approach relies on the parallel trends…

计量经济学 · 经济学 2026-01-14 Shoya Ishimaru

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

Two key identifying assumptions used to justify difference-in-differences are parallel trends and no anticipation, yet both may fail in practice. I propose a class of assumptions on anticipation and derive closed-form, sharp bounds on the…

计量经济学 · 经济学 2026-03-03 Gianna Fenaroli

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

This paper provides a set of methods for quantifying the robustness of treatment effects estimated using the unconfoundedness assumption (also known as selection on observables or conditional independence). Specifically, we estimate and do…

计量经济学 · 经济学 2021-01-01 Matthew A. Masten , Alexandre Poirier , Linqi Zhang

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

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

Difference-in-differences is undoubtedly one of the most widely used methods for evaluating the causal effect of an intervention in observational (i.e., nonrandomized) settings. The approach is typically used when pre- and post-exposure…

统计方法学 · 统计学 2023-08-21 Eric Tchetgen Tchetgen , Chan Park , David Richardson

Difference-in-differences is a popular method for observational health policy evaluation. It relies on a causal assumption that in the absence of intervention, treatment groups' outcomes would have evolved in parallel to those of comparison…

统计方法学 · 统计学 2026-02-09 Alyssa Bilinski , Laura A. Hatfield

Most of the widely used estimators of the average treatment effect (ATE) in causal inference rely on the assumptions of unconfoundedness and overlap. Unconfoundedness requires that the observed covariates account for all correlations…

统计理论 · 数学 2025-07-01 Yang Cai , Alkis Kalavasis , Katerina Mamali , Anay Mehrotra , Manolis Zampetakis

We extend Fisher's randomization test (FRT) to test conditional independence between observed outcomes and treatments given covariates in both randomized experiments and observational studies, with no restriction on the variable type of…

统计方法学 · 统计学 2025-06-12 Zhen Zhong

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

The difference-in-differences (DID) research design is a key identification strategy which allows researchers to estimate causal effects under the parallel trends assumption. While the parallel trends assumption is counterfactual and cannot…

统计方法学 · 统计学 2026-05-12 Jonas M. Mikhaeil , Christopher Harshaw

Estimating treatment effects conditional on observed covariates can improve the ability to tailor treatments to particular individuals. Doing so effectively requires dealing with potential confounding, and also enough data to adequately…

This paper studies identification of average treatment effects in a panel data setting. It introduces a novel nonparametric factor model and proves identification of average treatment effects. The identification proof is based on the…

计量经济学 · 经济学 2025-03-26 Susan Athey , Guido Imbens

A fundamental limitation of causal inference in observational studies is that perceived evidence for an effect might instead be explained by factors not accounted for in the primary analysis. Methods for assessing the sensitivity of a…

统计方法学 · 统计学 2018-09-14 Colin B. Fogarty

We argue that randomized controlled trials (RCTs) are special even among settings where average treatment effects are identified by a nonparametric unconfoundedness assumption. This claim follows from two results of Robins and Ritov (1997):…

统计方法学 · 统计学 2021-09-28 P. M. Aronow , James M. Robins , Theo Saarinen , Fredrik Sävje , Jasjeet Sekhon

Unmeasured confounding is a key threat to reliable causal inference based on observational studies. Motivated from two powerful natural experiment devices, the instrumental variables and difference-in-differences, we propose a new method…

统计方法学 · 统计学 2021-11-09 Ting Ye , Ashkan Ertefaie , James Flory , Sean Hennessy , Dylan S. Small

Difference-in-differences (DID) is popular because it can allow for unmeasured confounding when the key assumption of parallel trends holds. However, there exists little guidance on how to decide a priori whether this assumption is…

统计方法学 · 统计学 2025-05-07 Audrey Renson , Oliver Dukes , Zach Shahn
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