Efficient Estimation for Staggered Rollout Designs

DOI10.48550/ARXIV.2102.01291MaRDI QIDQ121627arXivFDO

Authors Jonathan Roth, Pedro H. C. Sant'Anna

Publication date 2 February 2021

Published in arXiv

Full work available at URL https://doi.org/10.48550/ARXIV.2102.01291

arXiv classification

econ.EMmath.STstat.TH

Abstract: We study estimation of causal effects in staggered rollout designs, i.e. settings where there is staggered treatment adoption and the timing of treatment is as-good-as randomly assigned. We derive the most efficient estimator in a class of estimators that nests several popular generalized difference-in-differences methods. A feasible plug-in version of the efficient estimator is asymptotically unbiased with efficiency (weakly) dominating that of existing approaches. We provide both $t$-based and permutation-test-based methods for inference. In an application to a training program for police officers, confidence intervals for the proposed estimator are as much as eight times shorter than for existing approaches.

Cited in

(1)

• staggered

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