Discussion on “Instrumented difference‐in‐differences” by Ye, Ertefaie, Flory, Hennessy, Small

Zhiqiang Tan

Biometrics, 2023, vol. 79, issue 2, 587-591

Abstract: Ye, Ertefaie, Flory, Hennessy, and Small (YEFHS) proposed a new method, instrumented difference‐in‐differences, for dealing with unmeasured confounding. In this note, I connect and compare assumptions and identifications in instrumental variable (IV) and difference‐in‐differences (DID) methods with those in YEFHS, derive new identification results, and discuss different choices when extending such results to adjust for covariates.

Date: 2023
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