Doubly robust difference-in-differences estimators
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Abstract: This article proposes doubly robust estimators for the average treatment effect on the treated (ATT) in difference-in-differences (DID) research designs. In contrast to alternative DID estimators, the proposed estimators are consistent if either (but not necessarily both) a propensity score or outcome regression working models are correctly specified. We also derive the semiparametric efficiency bound for the ATT in DID designs when either panel or repeated cross-section data are available, and show that our proposed estimators attain the semiparametric efficiency bound when the working models are correctly specified. Furthermore, we quantify the potential efficiency gains of having access to panel data instead of repeated cross-section data. Finally, by paying articular attention to the estimation method used to estimate the nuisance parameters, we show that one can sometimes construct doubly robust DID estimators for the ATT that are also doubly robust for inference. Simulation studies and an empirical application illustrate the desirable finite-sample performance of the proposed estimators. Open-source software for implementing the proposed policy evaluation tools is available.
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Cited in
(31)- Efficient Covariate Balancing for the Local Average Treatment Effect
- Double robust estimation in longitudinal marginal structural models
- What's trending in difference-in-differences? A synthesis of the recent econometrics literature
- The impact of democratic elections on taxation: quasi-experimental evidence from subnational Indonesia
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- Policy evaluation during a pandemic
- Mental health and abortions among young women: time-varying unobserved heterogeneity, health behaviors, and risky decisions
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