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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

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

The Difference in Difference (DiD) estimator is a popular estimator built on the "parallel trends" assumption, which is an assertion that the treatment group, absent treatment, would change "similarly" to the control group over time. To…

统计方法学 · 统计学 2024-02-09 Dae Woong Ham , Luke Miratrix

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

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

The assumption that data samples are independent and identically distributed (iid) is standard in many areas of statistics and machine learning. Nevertheless, in some settings, such as social networks, infectious disease modeling, and…

统计方法学 · 统计学 2019-02-06 Eli Sherman , Ilya Shpitser

Popular empirical strategies for policy evaluation in the panel data literature -- including difference-in-differences (DID), synthetic control (SC) methods, and their variants -- rely on key identifying assumptions that can be expressed…

计量经济学 · 经济学 2025-11-11 Yiqi Liu

This paper introduces an overidentification test of two alternative assumptions to identify the average treatment effect on the treated in a two-period panel data setting: unconfoundedness and common trends. Under the unconfoundedness…

计量经济学 · 经济学 2024-06-25 Martin Huber , Eva-Maria Oeß

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

Difference-in-differences (DID) approaches are widely used for estimating causal effects with observational data before and after an intervention. DID traditionally estimates the average treatment effect among the treated after making a…

统计方法学 · 统计学 2025-06-24 Julia C. Thome , Andrew J. Spieker , Peter F. Rebeiro , Chun Li , Tong Li , Bryan E. Shepherd

Difference-in-differences (DiD) is a cornerstone of causal inference, yet extending it to functional outcomes is not a routine scalar generalization; rather, it entails three fundamental challenges in identification, inference, and…

统计方法学 · 统计学 2026-05-29 Junzhu Nie , Chengxiu Ling , Mengfei Ran

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

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

Inferring the effect of interventions within complex systems is a fundamental problem of statistics. A widely studied approach employs structural causal models that postulate noisy functional relations among a set of interacting variables.…

统计方法学 · 统计学 2024-02-14 David Strieder , Mathias Drton

Recently, there has been a surge in methodological development for the difference-in-differences (DiD) approach to evaluate causal effects. Standard methods in the literature rely on the parallel trends assumption to identify the average…

统计方法学 · 统计学 2023-10-17 Pan Zhao , Yifan Cui

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

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

Difference-in-differences (DiD) is a popular approach to evaluate treatment effects in settings where both pre- and post-treatment measurements of the outcome are available. Despite its popularity, existing methods face important…

统计方法学 · 统计学 2026-03-31 Chan Park , Eric Tchetgen Tchetgen

Difference-in-differences (DID) is one of the most popular tools used to evaluate causal effects of policy interventions. This paper extends the DID methodology to accommodate interval outcomes, which are often encountered in empirical…

计量经济学 · 经济学 2025-12-10 Daisuke Kurisu , Yuta Okamoto , Taisuke Otsu

Understanding causal mechanisms across different populations is essential for designing effective public health interventions. Recently, difference graphs have been introduced as a tool to visually represent causal variations between two…

人工智能 · 计算机科学 2025-02-18 Charles K. Assaad