Identification of dynamic treatment effects when treatment histories are partially observed
处理历史部分可观测时动态处理效应的识别AI 解读 ↓
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处理历史部分可观测时动态处理效应的识别AI 解读 ↓
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This paper presents a general difference-in-differences framework for identifying path-dependent treatment effects when treatment histories are partially observed. We introduce a novel robust estimator that adjusts for missing histories using a combination of outcome, propensity score, and missing treatment models. We show that this approach identifies the target parameter as long as \textit{any two} of the three models are correctly specified. The method delivers improved robustness against competing alternatives under the same set of identifying assumptions. Theoretical results and numerical experiments demonstrate how the proposed method yields more accurate inference compared to conventional and doubly robust estimators, particularly under nontrivial missingness and misspecification scenarios. Two applications demonstrate that the robust method can produce substantively different estimates of path-dependent treatment effects relative to conventional approaches.
We study difference-in-differences designs in which all units are initially untreated and later receive heterogeneous, strictly positive treatment doses. When quasi-untreated units receive doses close to zero, a difference-in-difference estimand using those units as the control group identifies a weighted average treatment effect per unit of treatment, under a parallel-trends assumption. We develop a nonparametric estimator and bias-corrected confidence intervals for this…
伪面板事件研究:可信应用的计量经济学基础
Event studies with panel data are widely used to estimate treatment effects. With repeated cross-sections, future treatment dates are unobserved for untreated individuals. Pseudo-panel event studies impute pre-treatment outcomes of the treated using matched untreated individuals. This paper establishes identification in such designs and characterizes bias when identification conditions fail. I show that the pseudo-panel regression is equivalent to weighted least squares with…
双重差分与合成控制的结合:双重稳健识别和估计
Difference-in-Differences (DiD) and Synthetic Control (SC) are widely used methods for causal inference in panel data, each with distinct strengths and limitations. We propose a novel method for short-panel causal inference that integrates the advantages of both approaches. Our method delivers a doubly robust identification strategy for the average treatment effect on the treated (ATT) under either of two non-nested assumptions: parallel trends or a group-level SC condition.…
含时变中介变量与滞后结果的双重差分模型
We study difference-in-differences (DiD) designs in which a binary treatment changes an endogenous time-varying (continuous, discrete, or mixed) mediator that in turn affects an outcome. We allow for the inclusion of lagged outcomes in the model. Under our model assumptions, we show that the usual DiD estimand mixes the average direct effect on the treated, the average indirect effect, and a trend bias term. A two-way fixed effects (TWFE) regression that controls for the…
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…
异质性处理效应下的三重差分设计
Triple difference designs have become increasingly popular in empirical economics. The advantage of a triple difference design is that, within a treatment group, it allows another subgroup of the population -- potentially less impacted by the treatment -- to serve as a comparison for the subgroup of interest. While literature on difference-in-differences has discussed heterogeneity in treatment effects between treated and control groups or over time, relatively little…