Doubly Robust Uniform Confidence Bands for Group-Time Conditional Average Treatment Effects in Difference-in-Differences
Bibliographic Data
| ID | 19420181 |
|---|---|
| Authors | Shunsuke Imai (0000-0002-4307-7599, Graduate School of Economics, Kyoto University), Lei Qin (0000-0002-4612-0070, University of Niigata Prefecture), Takahide Yanagi (0000-0003-3975-5518, Graduate School of Economics, Kyoto University, corresponding author) |
| Year | 2026 |
| Volume | 44 |
| Issue | 2 |
| Pages | 511-523 |
| Publication date | 2026-04-03 |
| Open Access | No |
| Type | ARTICLE |
| Venue | Journal of Business and Economic Statistics (JOURNAL) |
| Journal identifiers | ISSN: 0735-0015 • E-ISSN: 1537-2707 |
| Publisher | Informa UK Limited (PUBLISHER • GB) |
| DOI | 10.1080/07350015.2025.2541719 |
| OpenAlex | W4415112913 |
| Language | EN |
| References cited | 20 |
We consider a panel data analysis to examine the heterogeneity in treatment effects with respect to groups, periods, and a pre-treatment covariate of interest in the staggered difference-in-differences setting of Callaway and Sant’Anna (2021). Under standard identification conditions, a doubly robust estimand conditional on the covariate identifies the group-time conditional average treatment effect given the covariate. Focusing on the case of a continuous covariate, we propose a three-step estimation procedure based on nonparametric local polynomial regressions and parametric estimation methods. Using uniformly valid distributional approximation results for empirical processes and weighted/multiplier bootstrapping, we develop doubly robust inference methods to construct uniform confidence bands for the group-time conditional average treatment effect function and a variety of useful summary parameters. The accompanying R package didhetero allows for easy implementation of our methods
Confidence interval · Confidence region · Advanced Causal Inference Techniques · Health Systems, Economic Evaluations, Quality of Life · Statistical Methods and Inference
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| Highly cited | No |
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