Generalized difference-in-differences Article Swipe

PDF

Denis Agniel , Max Rubinstein , Jessie Coe , Maria DeYoreo ·

YOU? · · 2023 · Open Access · · DOI: https://doi.org/10.48550/arxiv.2312.05400

We propose a new method for estimating causal effects in longitudinal/panel data settings that we call generalized difference-in-differences. Our approach unifies two alternative approaches in these settings: ignorability estimators (e.g., synthetic controls) and difference-in-differences (DiD) estimators. We propose a new identifying assumption -- a stable bias assumption -- which generalizes the conditional parallel trends assumption in DiD, leading to the proposed generalized DiD framework. This change gives generalized DiD estimators the flexibility of ignorability estimators while maintaining the robustness to unobserved confounding of DiD. We also show how ignorability and DiD estimators are special cases of generalized DiD. We then propose influence-function based estimators of the observed data functional, allowing the use of double/debiased machine learning for estimation. We also show how generalized DiD easily extends to include clustered treatment assignment and staggered adoption settings, and we discuss how the framework can facilitate estimation of other treatment effects beyond the average treatment effect on the treated. Finally, we provide simulations which show that generalized DiD outperforms ignorability and DiD estimators when their identifying assumptions are not met, while being competitive with these special cases when their identifying assumptions are met.

Related Topics

Concepts

Estimator Computer science Average treatment effect Robustness (evolution) Flexibility (engineering) Mathematics Econometrics Mathematical optimization Statistics Gene Chemistry Biochemistry

Metadata

Type: preprint
Language: en
Landing Page: http://arxiv.org/abs/2312.05400
PDF: https://arxiv.org/pdf/2312.05400
OA Status: green
Related Works: 10
OpenAlex ID: https://openalex.org/W4389649865

All OpenAlex metadata

Raw OpenAlex JSON

OpenAlex ID: https://openalex.org/W4389649865

Canonical identifier for this work in OpenAlex
DOI: https://doi.org/10.48550/arxiv.2312.05400

Digital Object Identifier
Title: Generalized difference-in-differences

Work title
Type: preprint

OpenAlex work type
Language: en

Primary language
Publication year: 2023

Year of publication
Publication date: 2023-12-08

Full publication date if available
Authors: Denis Agniel, Max Rubinstein, Jessie Coe, Maria DeYoreo

List of authors in order
Landing page: https://arxiv.org/abs/2312.05400

Publisher landing page
PDF URL: https://arxiv.org/pdf/2312.05400

Direct link to full text PDF
Open access: Yes

Whether a free full text is available
OA status: green

Open access status per OpenAlex
OA URL: https://arxiv.org/pdf/2312.05400

Direct OA link when available
Concepts: Estimator, Computer science, Average treatment effect, Robustness (evolution), Flexibility (engineering), Mathematics, Econometrics, Mathematical optimization, Statistics, Gene, Chemistry, Biochemistry

Top concepts (fields/topics) attached by OpenAlex
Cited by: 0

Total citation count in OpenAlex
Related works (count): 10

Other works algorithmically related by OpenAlex

Full payload

id	https://openalex.org/W4389649865
doi	https://doi.org/10.48550/arxiv.2312.05400
ids.doi	https://doi.org/10.48550/arxiv.2312.05400
ids.openalex	https://openalex.org/W4389649865
fwci
type	preprint
title	Generalized difference-in-differences
biblio.issue
biblio.volume
biblio.last_page
biblio.first_page
topics[0].id	https://openalex.org/T10845
topics[0].field.id	https://openalex.org/fields/26
topics[0].field.display_name	Mathematics
topics[0].score	0.9993000030517578
topics[0].domain.id	https://openalex.org/domains/3
topics[0].domain.display_name	Physical Sciences
topics[0].subfield.id	https://openalex.org/subfields/2613
topics[0].subfield.display_name	Statistics and Probability
topics[0].display_name	Advanced Causal Inference Techniques
topics[1].id	https://openalex.org/T10674
topics[1].field.id	https://openalex.org/fields/33
topics[1].field.display_name	Social Sciences
topics[1].score	0.9735999703407288
topics[1].domain.id	https://openalex.org/domains/2
topics[1].domain.display_name	Social Sciences
topics[1].subfield.id	https://openalex.org/subfields/3304
topics[1].subfield.display_name	Education
topics[1].display_name	School Choice and Performance
topics[2].id	https://openalex.org/T12088
topics[2].field.id	https://openalex.org/fields/33
topics[2].field.display_name	Social Sciences
topics[2].score	0.9312999844551086
topics[2].domain.id	https://openalex.org/domains/2
topics[2].domain.display_name	Social Sciences
topics[2].subfield.id	https://openalex.org/subfields/3312
topics[2].subfield.display_name	Sociology and Political Science
topics[2].display_name	Intergenerational and Educational Inequality Studies
is_xpac	False
apc_list
apc_paid
concepts[0].id	https://openalex.org/C185429906
concepts[0].level	2
concepts[0].score	0.9161979556083679
concepts[0].wikidata	https://www.wikidata.org/wiki/Q1130160
concepts[0].display_name	Estimator
concepts[1].id	https://openalex.org/C41008148
concepts[1].level	0
concepts[1].score	0.5089051723480225
concepts[1].wikidata	https://www.wikidata.org/wiki/Q21198
concepts[1].display_name	Computer science
concepts[2].id	https://openalex.org/C89337504
concepts[2].level	3
concepts[2].score	0.48331451416015625
concepts[2].wikidata	https://www.wikidata.org/wiki/Q4828276
concepts[2].display_name	Average treatment effect
concepts[3].id	https://openalex.org/C63479239
concepts[3].level	3
concepts[3].score	0.44728463888168335
concepts[3].wikidata	https://www.wikidata.org/wiki/Q7353546
concepts[3].display_name	Robustness (evolution)
concepts[4].id	https://openalex.org/C2780598303
concepts[4].level	2
concepts[4].score	0.4192715287208557
concepts[4].wikidata	https://www.wikidata.org/wiki/Q65921492
concepts[4].display_name	Flexibility (engineering)
concepts[5].id	https://openalex.org/C33923547
concepts[5].level	0
concepts[5].score	0.4040793180465698
concepts[5].wikidata	https://www.wikidata.org/wiki/Q395
concepts[5].display_name	Mathematics
concepts[6].id	https://openalex.org/C149782125
concepts[6].level	1
concepts[6].score	0.3893347382545471
concepts[6].wikidata	https://www.wikidata.org/wiki/Q160039
concepts[6].display_name	Econometrics
concepts[7].id	https://openalex.org/C126255220
concepts[7].level	1
concepts[7].score	0.3329313397407532
concepts[7].wikidata	https://www.wikidata.org/wiki/Q141495
concepts[7].display_name	Mathematical optimization
concepts[8].id	https://openalex.org/C105795698
concepts[8].level	1
concepts[8].score	0.23610183596611023
concepts[8].wikidata	https://www.wikidata.org/wiki/Q12483
concepts[8].display_name	Statistics
concepts[9].id	https://openalex.org/C104317684
concepts[9].level	2
concepts[9].score	0.0
concepts[9].wikidata	https://www.wikidata.org/wiki/Q7187
concepts[9].display_name	Gene
concepts[10].id	https://openalex.org/C185592680
concepts[10].level	0
concepts[10].score	0.0
concepts[10].wikidata	https://www.wikidata.org/wiki/Q2329
concepts[10].display_name	Chemistry
concepts[11].id	https://openalex.org/C55493867
concepts[11].level	1
concepts[11].score	0.0
concepts[11].wikidata	https://www.wikidata.org/wiki/Q7094
concepts[11].display_name	Biochemistry
keywords[0].id	https://openalex.org/keywords/estimator
keywords[0].score	0.9161979556083679
keywords[0].display_name	Estimator
keywords[1].id	https://openalex.org/keywords/computer-science
keywords[1].score	0.5089051723480225
keywords[1].display_name	Computer science
keywords[2].id	https://openalex.org/keywords/average-treatment-effect
keywords[2].score	0.48331451416015625
keywords[2].display_name	Average treatment effect
keywords[3].id	https://openalex.org/keywords/robustness
keywords[3].score	0.44728463888168335
keywords[3].display_name	Robustness (evolution)
keywords[4].id	https://openalex.org/keywords/flexibility
keywords[4].score	0.4192715287208557
keywords[4].display_name	Flexibility (engineering)
keywords[5].id	https://openalex.org/keywords/mathematics
keywords[5].score	0.4040793180465698
keywords[5].display_name	Mathematics
keywords[6].id	https://openalex.org/keywords/econometrics
keywords[6].score	0.3893347382545471
keywords[6].display_name	Econometrics
keywords[7].id	https://openalex.org/keywords/mathematical-optimization
keywords[7].score	0.3329313397407532
keywords[7].display_name	Mathematical optimization
keywords[8].id	https://openalex.org/keywords/statistics
keywords[8].score	0.23610183596611023
keywords[8].display_name	Statistics
language	en
locations[0].id	pmh:oai:arXiv.org:2312.05400
locations[0].is_oa	True
locations[0].source.id	https://openalex.org/S4306400194
locations[0].source.issn
locations[0].source.type	repository
locations[0].source.is_oa	True
locations[0].source.issn_l
locations[0].source.is_core	False
locations[0].source.is_in_doaj	False
locations[0].source.display_name	arXiv (Cornell University)
locations[0].source.host_organization	https://openalex.org/I205783295
locations[0].source.host_organization_name	Cornell University
locations[0].source.host_organization_lineage	https://openalex.org/I205783295
locations[0].license
locations[0].pdf_url	https://arxiv.org/pdf/2312.05400
locations[0].version	submittedVersion
locations[0].raw_type	text
locations[0].license_id
locations[0].is_accepted	False
locations[0].is_published	False
locations[0].raw_source_name
locations[0].landing_page_url	http://arxiv.org/abs/2312.05400
locations[1].id	doi:10.48550/arxiv.2312.05400
locations[1].is_oa	True
locations[1].source.id	https://openalex.org/S4306400194
locations[1].source.issn
locations[1].source.type	repository
locations[1].source.is_oa	True
locations[1].source.issn_l
locations[1].source.is_core	False
locations[1].source.is_in_doaj	False
locations[1].source.display_name	arXiv (Cornell University)
locations[1].source.host_organization	https://openalex.org/I205783295
locations[1].source.host_organization_name	Cornell University
locations[1].source.host_organization_lineage	https://openalex.org/I205783295
locations[1].license	cc-by
locations[1].pdf_url
locations[1].version
locations[1].raw_type	article
locations[1].license_id	https://openalex.org/licenses/cc-by
locations[1].is_accepted	False
locations[1].is_published
locations[1].raw_source_name
locations[1].landing_page_url	https://doi.org/10.48550/arxiv.2312.05400
indexed_in	arxiv, datacite
authorships[0].author.id	https://openalex.org/A5041750449
authorships[0].author.orcid	https://orcid.org/0000-0003-1483-2724
authorships[0].author.display_name	Denis Agniel
authorships[0].author_position	first
authorships[0].raw_author_name	Agniel, Denis
authorships[0].is_corresponding	False
authorships[1].author.id	https://openalex.org/A5081532483
authorships[1].author.orcid
authorships[1].author.display_name	Max Rubinstein
authorships[1].author_position	middle
authorships[1].raw_author_name	Rubinstein, Max
authorships[1].is_corresponding	False
authorships[2].author.id	https://openalex.org/A5039966859
authorships[2].author.orcid
authorships[2].author.display_name	Jessie Coe
authorships[2].author_position	middle
authorships[2].raw_author_name	Coe, Jessie
authorships[2].is_corresponding	False
authorships[3].author.id	https://openalex.org/A5010634347
authorships[3].author.orcid	https://orcid.org/0000-0002-3847-1030
authorships[3].author.display_name	Maria DeYoreo
authorships[3].author_position	last
authorships[3].raw_author_name	DeYoreo, Maria
authorships[3].is_corresponding	False
has_content.pdf	False
has_content.grobid_xml	False
is_paratext	False
open_access.is_oa	True
open_access.oa_url	https://arxiv.org/pdf/2312.05400
open_access.oa_status	green
open_access.any_repository_has_fulltext	False
created_date	2025-10-10T00:00:00
display_name	Generalized difference-in-differences
has_fulltext	False
is_retracted	False
updated_date	2025-11-06T06:51:31.235846
primary_topic.id	https://openalex.org/T10845
primary_topic.field.id	https://openalex.org/fields/26
primary_topic.field.display_name	Mathematics
primary_topic.score	0.9993000030517578
primary_topic.domain.id	https://openalex.org/domains/3
primary_topic.domain.display_name	Physical Sciences
primary_topic.subfield.id	https://openalex.org/subfields/2613
primary_topic.subfield.display_name	Statistics and Probability
primary_topic.display_name	Advanced Causal Inference Techniques
related_works	https://openalex.org/W4287880334, https://openalex.org/W4366700029, https://openalex.org/W4285230481, https://openalex.org/W4385769873, https://openalex.org/W2015759683, https://openalex.org/W4281634296, https://openalex.org/W2094368311, https://openalex.org/W3124824520, https://openalex.org/W2289891637, https://openalex.org/W2112143119
cited_by_count	0
locations_count	2
best_oa_location.id	pmh:oai:arXiv.org:2312.05400
best_oa_location.is_oa	True
best_oa_location.source.id	https://openalex.org/S4306400194
best_oa_location.source.issn
best_oa_location.source.type	repository
best_oa_location.source.is_oa	True
best_oa_location.source.issn_l
best_oa_location.source.is_core	False
best_oa_location.source.is_in_doaj	False
best_oa_location.source.display_name	arXiv (Cornell University)
best_oa_location.source.host_organization	https://openalex.org/I205783295
best_oa_location.source.host_organization_name	Cornell University
best_oa_location.source.host_organization_lineage	https://openalex.org/I205783295
best_oa_location.license
best_oa_location.pdf_url	https://arxiv.org/pdf/2312.05400
best_oa_location.version	submittedVersion
best_oa_location.raw_type	text
best_oa_location.license_id
best_oa_location.is_accepted	False
best_oa_location.is_published	False
best_oa_location.raw_source_name
best_oa_location.landing_page_url	http://arxiv.org/abs/2312.05400
primary_location.id	pmh:oai:arXiv.org:2312.05400
primary_location.is_oa	True
primary_location.source.id	https://openalex.org/S4306400194
primary_location.source.issn
primary_location.source.type	repository
primary_location.source.is_oa	True
primary_location.source.issn_l
primary_location.source.is_core	False
primary_location.source.is_in_doaj	False
primary_location.source.display_name	arXiv (Cornell University)
primary_location.source.host_organization	https://openalex.org/I205783295
primary_location.source.host_organization_name	Cornell University
primary_location.source.host_organization_lineage	https://openalex.org/I205783295
primary_location.license
primary_location.pdf_url	https://arxiv.org/pdf/2312.05400
primary_location.version	submittedVersion
primary_location.raw_type	text
primary_location.license_id
primary_location.is_accepted	False
primary_location.is_published	False
primary_location.raw_source_name
primary_location.landing_page_url	http://arxiv.org/abs/2312.05400
publication_date	2023-12-08
publication_year	2023
referenced_works_count	0
abstract_inverted_index.a	2, 38, 43
abstract_inverted_index.--	42, 47
abstract_inverted_index.We	0, 36, 84, 98, 118
abstract_inverted_index.in	9, 24, 55
abstract_inverted_index.of	72, 82, 95, 104, 112, 144
abstract_inverted_index.on	153
abstract_inverted_index.to	58, 79, 126
abstract_inverted_index.we	14, 136, 157
abstract_inverted_index.DiD	62, 68, 90, 123, 164, 168
abstract_inverted_index.Our	18
abstract_inverted_index.and	32, 89, 131, 135, 167
abstract_inverted_index.are	92, 174, 188
abstract_inverted_index.can	141
abstract_inverted_index.for	5, 116
abstract_inverted_index.how	87, 121, 138
abstract_inverted_index.new	3, 39
abstract_inverted_index.not	175
abstract_inverted_index.the	50, 59, 70, 77, 105, 110, 139, 149, 154
abstract_inverted_index.two	21
abstract_inverted_index.use	111
abstract_inverted_index.DiD,	56
abstract_inverted_index.DiD.	83, 97
abstract_inverted_index.This	64
abstract_inverted_index.also	85, 119
abstract_inverted_index.bias	45
abstract_inverted_index.call	15
abstract_inverted_index.data	11, 107
abstract_inverted_index.met,	176
abstract_inverted_index.met.	189
abstract_inverted_index.show	86, 120, 161
abstract_inverted_index.that	13, 162
abstract_inverted_index.then	99
abstract_inverted_index.when	170, 184
abstract_inverted_index.with	180
abstract_inverted_index.(DiD)	34
abstract_inverted_index.based	102
abstract_inverted_index.being	178
abstract_inverted_index.cases	94, 183
abstract_inverted_index.gives	66
abstract_inverted_index.other	145
abstract_inverted_index.their	171, 185
abstract_inverted_index.these	25, 181
abstract_inverted_index.which	48, 160
abstract_inverted_index.while	75, 177
abstract_inverted_index.(e.g.,	29
abstract_inverted_index.beyond	148
abstract_inverted_index.causal	7
abstract_inverted_index.change	65
abstract_inverted_index.easily	124
abstract_inverted_index.effect	152
abstract_inverted_index.method	4
abstract_inverted_index.stable	44
abstract_inverted_index.trends	53
abstract_inverted_index.average	150
abstract_inverted_index.discuss	137
abstract_inverted_index.effects	8, 147
abstract_inverted_index.extends	125
abstract_inverted_index.include	127
abstract_inverted_index.leading	57
abstract_inverted_index.machine	114
abstract_inverted_index.propose	1, 37, 100
abstract_inverted_index.provide	158
abstract_inverted_index.special	93, 182
abstract_inverted_index.unifies	20
abstract_inverted_index.Finally,	156
abstract_inverted_index.adoption	133
abstract_inverted_index.allowing	109
abstract_inverted_index.approach	19
abstract_inverted_index.learning	115
abstract_inverted_index.observed	106
abstract_inverted_index.parallel	52
abstract_inverted_index.proposed	60
abstract_inverted_index.settings	12
abstract_inverted_index.treated.	155
abstract_inverted_index.clustered	128
abstract_inverted_index.controls)	31
abstract_inverted_index.framework	140
abstract_inverted_index.settings,	134
abstract_inverted_index.settings:	26
abstract_inverted_index.staggered	132
abstract_inverted_index.synthetic	30
abstract_inverted_index.treatment	129, 146, 151
abstract_inverted_index.approaches	23
abstract_inverted_index.assignment	130
abstract_inverted_index.assumption	41, 46, 54
abstract_inverted_index.estimating	6
abstract_inverted_index.estimation	143
abstract_inverted_index.estimators	28, 69, 74, 91, 103, 169
abstract_inverted_index.facilitate	142
abstract_inverted_index.framework.	63
abstract_inverted_index.robustness	78
abstract_inverted_index.unobserved	80
abstract_inverted_index.alternative	22
abstract_inverted_index.assumptions	173, 187
abstract_inverted_index.competitive	179
abstract_inverted_index.conditional	51
abstract_inverted_index.confounding	81
abstract_inverted_index.estimation.	117
abstract_inverted_index.estimators.	35
abstract_inverted_index.flexibility	71
abstract_inverted_index.functional,	108
abstract_inverted_index.generalized	16, 61, 67, 96, 122, 163
abstract_inverted_index.generalizes	49
abstract_inverted_index.identifying	40, 172, 186
abstract_inverted_index.maintaining	76
abstract_inverted_index.outperforms	165
abstract_inverted_index.simulations	159
abstract_inverted_index.ignorability	27, 73, 88, 166
abstract_inverted_index.double/debiased	113
abstract_inverted_index.influence-function	101
abstract_inverted_index.longitudinal/panel	10
abstract_inverted_index.difference-in-differences	33
abstract_inverted_index.difference-in-differences.	17
cited_by_percentile_year
countries_distinct_count	0
institutions_distinct_count	4
citation_normalized_percentile