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利用预处理趋势进行双重差分法推断

Using Pre-Trends for Inference in Difference-in-Differences

Clément de Chaisemartin

arXiv 2607.21312首次发表:更新:

AI 中文总结

研究利用多个预处理期的双重差分法推断问题,提出以预处理趋势为治疗后DID参考分布的简单推断程序,与现有共形推断程序相关但有独特识别限制,且无需平行趋势假设。

AI 中文摘要

双重差分法(DID)有时会在多个预处理期进行估计。在此类情况下,观察到的预处理结果演变提供了有关治疗后可能发生的冲击幅度的直接信息。本文提出了一种简单的推断程序,该程序将这些预处理趋势用作治疗后DID的参考分布。该程序与现有的共形推断程序密切相关,但其特定于DID的预测器导致了独特的识别限制。现有程序假设平行趋势,而本文的程序不需要平行趋势。

英文摘要

Difference-in-differences (DID) are sometimes estimated with many pre-treatment periods. In such settings, the observed pre-treatment outcome evolutions provide direct information about the magnitude of shocks that could also occur after treatment. This paper proposes a simple inference procedure that uses those pre-trends as the reference distribution for the post-treatment DID. The procedure is closely related to existing conformal inference procedures, but its DID-specific predictor leads to a distinct identifying restriction. Existing procedures assume parallel trends, while this paper's procedure does not require parallel trends.

论文原文

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