A Flexible, Heterogeneous Treatment Effects Difference-in-Differences Estimator for Repeated Cross-Sections

Deb, P.;, Norton, E.C.;, Wooldridge, J.M.; and Zabel, J.E.;

Health, Econometrics and Data Group (HEDG) Working Papers from HEDG, c/o Department of Economics, University of York

Abstract: This paper proposes a method for estimation of effects in difference -in-differences designs in which the start of treatment is staggered over time and treatment effects are heterogeneous by group, time and covariates, and when the data are repeated cross-sections. We show that a linear-in-parameters regression specification with a sufficiently flexible functional form consisting of group-by-time treatment effects, two-way fixed effects, and interaction terms yields consistent estimates of heterogeneous treatment effects under very general conditions. The estimates are efficient and aggregation of treatment effects and inference are straightforward. We illustrate the use of this model with two empirical examples and provide comparisons to other recently derived estimators.

Keywords: difference-in-differences; causal inference; repeated cross-sections; staggered treatment timing; treatment effect heterogeneity; parallel trends (search for similar items in EconPapers)
JEL-codes: C21 C23 (search for similar items in EconPapers)
Date: 2024-08
New Economics Papers: this item is included in nep-ecm
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