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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

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

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

Difference-in-differences (DID) is a method to evaluate the effect of a treatment. In its basic version, a "control group" is untreated at two dates, whereas a "treatment group" becomes fully treated at the second date. However, in many…

统计方法学 · 统计学 2023-04-18 Clement de Chaisemartin , Xavier D'Haultfoeuille

The renowned difference-in-differences (DiD) estimator relies on the assumption of 'parallel trends,' which does not hold in many practical applications. To address this issue, the econometrics literature has turned to the triple difference…

统计方法学 · 统计学 2024-02-21 Sina Akbari , Negar Kiyavash

We present a novel extension of the influential changes-in-changes (CiC) framework of Athey and Imbens (2006) for estimating the average treatment effect on the treated (ATT) and distributional causal effects in panel data with unmeasured…

统计方法学 · 统计学 2025-08-20 Jinghao Sun , Eric J. Tchetgen Tchetgen

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

Path-specific effects are a broad class of mediated effects from an exposure to an outcome via one or more causal pathways with respect to some subset of intermediate variables. The majority of the literature concerning estimation of…

统计方法学 · 统计学 2017-10-06 Caleb H. Miles , Ilya Shpitser , Phyllis Kanki , Seema Meloni , Eric J. Tchetgen Tchetgen

We address the problem of estimating heterogeneous treatment effects in panel data, adopting the popular Difference-in-Differences (DiD) framework under the conditional parallel trends assumption. We propose a novel doubly robust…

机器学习 · 统计学 2025-04-29 Hui Lan , Haoge Chang , Eleanor Dillon , Vasilis Syrgkanis

Under what circumstances is it a threat to the parallel trends assumption required for Difference in Differences (DiD) studies if treatment decisions are based on past values of the outcome? We explore via simulation studies whether…

统计方法学 · 统计学 2022-08-02 Zach Shahn

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

The difference-in-differences (DiD) design is a quasi-experimental method for estimating treatment effects. In staggered DiD with multiple treatment groups and periods, estimation based on the two-way fixed effects model yields negative…

统计方法学 · 统计学 2026-03-05 Yuhao Deng , Le Kang

This article develops a covariate balancing approach for the estimation of treatment effects on the treated (ATT) in a difference-in-differences (DID) research design when panel data are available. We show that the proposed covariate…

计量经济学 · 经济学 2025-08-05 Junjie Li , Yukitoshi Matsushita

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) 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

We consider the identification of average treatment effects on the treated (ATT) in difference-in-differences (DiD) settings in the presence of endogenous sample selection. We first establish that the conventional DiD estimand generally…

计量经济学 · 经济学 2026-02-17 Gayani Rathnayake , Akanksha Negi , Otavio Bartalotti , Xueyan Zhao

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

In most medical research, the average treatment effect is used to evaluate a treatment's performance. However, precision medicine requires knowledge of individual treatment effects: What is the difference between a unit's measurement under…

统计计算 · 统计学 2022-08-30 Mingyang Cai , Stef van Buuren , Gerko Vink

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

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