Doubly Robust Estimation of Treatment Effects in Staggered Difference-in-Differences with Time-Varying Covariates
时变协变量下交错双重差分处理效应的双重稳健估计AI 解读 ↓
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时变协变量下交错双重差分处理效应的双重稳健估计AI 解读 ↓
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With staggered adoption, difference-in-differences (DiD) analyses define the average treatment effect on the treated (ATT) at the group-period level and aggregate it into groupwise, periodwise, dynamic, and overall effects. We study a period-by-period version of conditional parallel trends, with covariates unaffected by treatment while allowing covariates to shift the trends in untreated potential outcomes. We propose an augmented inverse probability weighting (AIPW) estimator and an augmented inverse variance weighting (AIVW) generalization. Both are doubly robust and asymptotically normal, with closed-form influence-function-based inference for all group-period and aggregated ATTs. AIVW is statistically efficient in some special cases, while AIPW is computationally more efficient. We illustrate the methods with the staggered provincial adoption of a parallel college admission mechanism in China and its effect on justified envy.
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…
各期处理均连续分布时的双重差分估计量
When studying the effects of taxes, tariffs, or prices using panel data, the treatment is often continuously distributed in every period. We develop difference-in-differences (DID) estimators for such settings. We partition units into switchers, whose treatment changes between consecutive periods, and stayers, whose treatment remains constant. Under a parallel-trends assumption, we show that the slopes of switchers' potential outcomes with respect to the treatment are…
基于双重/去偏机器学习的时变连续处理双重差分
We propose a difference-in-differences (DiD) framework designed for time-varying continuous treatments across multiple periods. Specifically, we estimate the average treatment effect on the treated (ATET) by comparing distinct non-zero treatment intensities. Identification rests on a conditional parallel trends assumption that accounts for observed covariates and past treatment histories. Our approach allows for lagged treatment effects and, in repeated cross-sectional…
处理误分类与预期行为下的交错实施双重差分设计
This paper examines the identification and estimation of treatment effects in staggered adoption designs -- a common extension of the canonical Difference-in-Differences (DiD) model to multiple groups and time-periods -- in the presence of (time varying) misclassification of the treatment status as well as of anticipation. We demonstrate that standard estimators are biased with respect to commonly used causal parameters of interest under such forms of misspecification. To…
交错处理事件研究中以处理队列为锚的稳健推断
This paper proposes a cohort-anchored framework for robust inference in event studies with staggered adoption, building on Rambachan and Roth (2023). Robust inference based on event-study coefficients aggregated across cohorts can be misleading due to the dynamic composition of treated cohorts, especially when pre-trends differ across cohorts. My approach avoids this problem by operating at the cohort-period level. To address the additional challenge posed by time-varying…
含时变协变量的双重差分
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 covariates. Relative to existing work in the econometrics literature, we consider the case where the value of covariates can change over time and, potentially, where participating in the treatment can affect the covariates themselves. We…