Difference-in-Differences Estimators When No Unit Remains Untreated
Fuente:
arXiv
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| Autori principali: | , , , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866911558879150080 |
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| author | de Chaisemartin, Clément Ciccia, Diego D'Haultfœuille, Xavier Knau, Felix |
| author_facet | de Chaisemartin, Clément Ciccia, Diego D'Haultfœuille, Xavier Knau, Felix |
| contents | We consider treatment-effect estimation with a two-periods panel, where units are untreated at period one, and receive strictly positive doses at period two. First, we consider designs with some quasi-untreated units, with a period-two dose local to zero. We show that under a parallel-trends assumption, a weighted average of slopes of units' potential outcomes is identified by a difference-in-difference estimand using quasi-untreated units as the control group. We leverage results from the regression-discontinuity-design literature to propose a nonparametric estimator. Then, we propose estimators for designs without quasi-untreated units. Finally, we propose a test of the homogeneous-effect assumption underlying two-way-fixed-effects regressions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2405_04465 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Difference-in-Differences Estimators When No Unit Remains Untreated de Chaisemartin, Clément Ciccia, Diego D'Haultfœuille, Xavier Knau, Felix Econometrics We consider treatment-effect estimation with a two-periods panel, where units are untreated at period one, and receive strictly positive doses at period two. First, we consider designs with some quasi-untreated units, with a period-two dose local to zero. We show that under a parallel-trends assumption, a weighted average of slopes of units' potential outcomes is identified by a difference-in-difference estimand using quasi-untreated units as the control group. We leverage results from the regression-discontinuity-design literature to propose a nonparametric estimator. Then, we propose estimators for designs without quasi-untreated units. Finally, we propose a test of the homogeneous-effect assumption underlying two-way-fixed-effects regressions. |
| title | Difference-in-Differences Estimators When No Unit Remains Untreated |
| topic | Econometrics |
| url | https://arxiv.org/abs/2405.04465 |