Synthetic Difference in Differences

Dmitry Arkhangelsky, Susan Athey, David A. Hirshberg, Guido W. Imbens and Stefan Wager

Papers from arXiv.org

Abstract: We present a new estimator for causal effects with panel data that builds on insights behind the widely used difference in differences and synthetic control methods. Relative to these methods we find, both theoretically and empirically, that this "synthetic difference in differences" estimator has desirable robustness properties, and that it performs well in settings where the conventional estimators are commonly used in practice. We study the asymptotic behavior of the estimator when the systematic part of the outcome model includes latent unit factors interacted with latent time factors, and we present conditions for consistency and asymptotic normality.

Date: 2018-12, Revised 2021-07
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http://arxiv.org/pdf/1812.09970 Latest version (application/pdf)

Related works:
Journal Article: Synthetic Difference-in-Differences (2021)
Working Paper: Synthetic Difference in Differences (2019)
Working Paper: Synthetic Difference In Differences (2019)
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1812.09970

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