Forests for Differences: Robust Causal Inference Beyond Parametric DiD
用于双重差分的森林:超越参数模型的因果推断AI 解读 ↓
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用于双重差分的森林:超越参数模型的因果推断AI 解读 ↓
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This paper introduces the Difference-in-Differences Bayesian Causal Forest (DiD-BCF), a novel non-parametric model addressing key challenges in DiD estimation, such as staggered adoption and heterogeneous treatment effects. DiD-BCF provides a unified framework for estimating Average (ATE), Group-Average (GATE), and Conditional Average Treatment Effects (CATE). A core innovation, its Parallel Trends Assumption (PTA)-based reparameterization, enhances estimation accuracy and stability in complex panel data settings. Extensive simulations demonstrate DiD-BCF's superior performance over established benchmarks, particularly under non-linearity, selection biases, and effect heterogeneity. Applied to U.S. minimum wage policy, the model uncovers significant conditional treatment effect heterogeneity related to county population, insights obscured by traditional methods. DiD-BCF offers a robust and versatile tool for more nuanced causal inference in modern DiD applications.
LongBet:面板数据中的异质性处理效应估计
This paper introduces a novel approach for estimating heterogeneous treatment effects of binary treatment in panel data, particularly focusing on short panel data with large cross-sectional data and observed confoundings. In contrast to traditional literature in difference-in-differences method that often relies on the parallel trend assumption, our proposed model does not necessitate such an assumption. Instead, it leverages observed confoundings to impute potential…
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…
双重稳健的工具变量双重差分
We study estimation of the local average treatment effect on the treated ($LATT$) in instrumented difference-in-differences (IDiD) designs with covariates and staggered instrument exposure. We derive the efficient influence function (EIF) of the target parameter in both panel and repeated cross-sections settings, allowing for two classes of control groups: never-exposed and not-yet-exposed. Building on the EIF, we construct doubly robust estimands and corresponding…
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…
半参数三重差分估计量
The triple difference causal inference framework is an extension of the well-known difference-in-differences framework. It relaxes the parallel trends assumption of the difference-in-differences framework through leveraging data from an auxiliary domain. Despite being commonly applied in empirical research, the triple difference framework has received relatively limited attention in the statistics literature. Specifically, investigating the intricacies of identification and…
连接结构因果推断与机器学习:异质性处理效应的 S-DIDML 估计量
In response to the increasing complexity of policy environments and the proliferation of high-dimensional data, this paper introduces the S-DIDML estimator a framework grounded in structure and semiparametrically flexible for causal inference. By embedding Difference-in-Differences (DID) logic within a Double Machine Learning (DML) architecture, the S-DIDML approach combines the strengths of temporal identification, machine learning-based nuisance adjustment, and…