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Efficient Estimation for Staggered Rollout Designs

Jonathan Roth, Pedro H. C. Sant'Anna

arXiv 2 Feb 2021 · Econometrics · publishedJournal of Political Economy Microeconomics (2023) · 3 citations (OpenAlex)

arXiv:2102.01291 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We study estimation of causal effects in staggered rollout designs, i.e. settings where there is staggered treatment adoption and the timing of treatment is as-good-as randomly assigned. We derive the most efficient estimator in a class of estimators that nests several popular generalized difference-in-differences methods. A feasible plug-in version of the efficient estimator is asymptotically unbiased with efficiency (weakly) dominating that of existing approaches. We provide both $t$-based and permutation-test-based methods for inference. In an application to a training program for police officers, confidence intervals for the proposed estimator are as much as eight times shorter than for existing approaches.

Citation extraction

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1de Chaisemartin and D'Haultfoeuille (2020) Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects1.000123100%
2Athey and Imbens (2022) Design-based analysis in Difference-In-Differences settings with staggered adoption1.00083100%
3Wood, Tyler and Papachristos (2020) Procedural justice training reduces police use of force and complaints against officers0.9619389%
4Callaway and Sant'Anna (2021) Difference-in-Differences with multiple time periods0.91434676%
5Sun and Abraham (2021) Estimating dynamic treatment effects in event studies with heterogeneous treatment effects0.88820470%
6Wood, Tyler, Papachristos, Roth and Sant'Anna (2020) Revised Findings for “Procedural justice training reduces police use of force and complaints against officers self0.88820470%
7Lin (2013) Agnostic notes on regression adjustments to experimental data: Reexamining Freedman’s critique0.874152100%
8Li and Ding (2017) General Forms of Finite Population Central Limit Theorems with Applications to Causal Inference0.87412367%
9McKenzie (2012) Beyond baseline and follow-up: The case for more T in experiments0.87462100%
10Wu and Ding (2021) Randomization Tests for Weak Null Hypotheses in Randomized Experiments0.8435360%

Showing the top 10 of 63 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1What's Trending in Difference-in-Differences? A Synthesis of the Recent Econometrics Literature0.92843
2Design-Robust Two-Way-Fixed-Effects Regression For Panel Data \@thefnmark\@footnotetextGenerous support from the Office of Naval Research through ONR grants N00014-17-1-2131 and N00014-19-1-2468 is gratefully acknowledged0.87452
3Revisiting Event Study Designs: Robust and Efficient Estimation0.64422
4Difference-in-Differences Designs: A Practitioner's Guide0.64422
5Finitely Heterogeneous Treatment Effect in Event-study0.51132
6Design-based Estimation Theory for Complex Experiments0.51121
7Triple Difference Designs with Heterogeneous Treatment Effects0.51121
8Design-Based Uncertainty for Quasi-Experiments0.40511
9Robust and Efficient Estimation of Potential Outcome Means Under Random Assignment0.40511
10A Design-Based Perspective on Synthetic Control Methods0.40511