Quantile and Distribution Treatment Effects on the Treated with Possibly Non-Continuous Outcomes
可能非连续结局下处理组的分位数与分布处理效应AI 解读 ↓
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可能非连续结局下处理组的分位数与分布处理效应AI 解读 ↓
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Applied Difference-in-Differences studies often involve outcomes that are discrete, mixed, censored, or otherwise non-continuously distributed, while policy questions frequently concern distributional effects rather than mean effects alone. This paper develops a distributional DiD framework for identifying and conducting uniform inference on distribution and quantile treatment effects on the treated in such settings under stated identifying and regularity conditions. Identification is based on distributional parallel trends and no-anticipation assumptions, illustrated through an economic model of crime that generates count-valued untreated potential outcomes. The identification and asymptotic theory accommodate staggered treatment adoption and a general sampling scheme encompassing repeated cross-sections, unbalanced panels, rotating panels, and balanced panels. The paper also proposes a test of functional over-identifying restrictions as a diagnostic for the identifying assumptions and working-CDF specification. An empirical application to the effect of police on crime illustrates the practical relevance of the approach and shows how distributional effects can be interpreted as event-probability effects for count outcomes.
测地线双重差分
Summary Difference-in-differences (DID) is a widely used quasi-experimental design for causal inference, traditionally applied to scalar or Euclidean outcomes, while extensions to outcomes residing in non-Euclidean spaces remain limited. Existing methods for such outcomes have primarily focused on univariate distributions, leveraging linear operations in the space of quantile functions, but these approaches cannot be directly extended to outcomes in general metric spaces. In…
去偏且具有半参数效率的变化中变化估计量
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 confounding. While CiC relaxes the parallel trends assumption in difference-in-differences (DiD), existing methods typically assume a scalar unobserved confounder and monotonic outcome relationships, and lack inference tools that…
利用分位数进行面板模型的非参数识别
This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel models with time homogeneity. The effects of interest are derivatives of the average and quantile structural functions of the model. We find that these derivatives are identified with two time periods for "stayers", i.e. for individuals with the same regressor values in two time periods. We show that the identification results carry over to models that…
Summary Linear regressions with period and group fixed effects are widely used to estimate policie’s effects: 26 of the 100 most cited papers published by the American Economic Review from 2015 to 2019 estimate such regressions. It has recently been shown that those regressions may produce misleading estimates if the policy’s effect is heterogeneous between groups or over time, as is often the case. This survey reviews a fast-growing literature that documents this issue and…
面板双重差分模型中的分位数处理效应
This paper considers identification and estimation of the Quantile Treatment Effect on the Treated (QTT) under a straightforward distributional extension of the most commonly invoked Mean Difference in Differences Assumption used for identifying the Average Treatment Effect on the Treated (ATT). Identification of the QTT is more complicated than the ATT though because it depends on the unknown dependence (or copula) between the change in untreated potential outcomes and the…
Abstract We study treatment-effect estimation using panel data. The treatment may be nonbinary, nonabsorbing, and the outcome may be affected by treatment lags. We make a parallel-trends assumption and propose event-study estimators of the effect of being exposed to a weakly higher treatment dose for ℓ periods. We also propose normalized estimators that estimate a weighted average of the effects of the current treatment and its lags. We also analyze commonly used two-way…