A Split-Treatment Design
Jean-Baptiste Bonnier ()
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Jean-Baptiste Bonnier: Université de Franche-Comté, CRESE, UR3190, F-25000 Besançon, France
No 2024-11, Working Papers from CRESE
Abstract:
I devise a difference-in-differences design that accounts for the possibility that some treatment effect is split in the reactions to two or more events. At the intersection of settings with a single treatment and with multiple treatments, regression-based methods for this split-treatment design can be subject both to negative weights and contamination bias. I propose a simple solution, a first-difference regression with sample constraints in the spirit of Dube et al.’s (2023) LP-DiD, that allows to identify and estimate sensible causal parameters of interest. This estimator is efficient under random walk errors and unrestricted heterogeneity across groups and events.
Keywords: Difference-in-differences; Heterogeneous treatment effects; Multiple treatments; Contamination bias. (search for similar items in EconPapers)
JEL-codes: C21 C23 (search for similar items in EconPapers)
Pages: 57 pages
Date: 2024-04
New Economics Papers: this item is included in nep-ecm and nep-mac
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Persistent link: https://EconPapers.repec.org/RePEc:crb:wpaper:2024-11
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