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Selection and parallel trends

Dalia Ghanem, Pedro H. C. Sant'Anna, Kaspar Wüthrich

arXiv 17 Mar 2022 · Econometrics · 21 citations (OpenAlex)

arXiv:2203.09001 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We study the role of selection into treatment in difference-in-differences (DiD) designs. We derive necessary and sufficient conditions for parallel trends assumptions under general classes of selection mechanisms. These conditions characterize the empirical content of parallel trends. We use the necessary conditions to provide a selection-based decomposition of the bias of DiD and provide easy-to-implement strategies for benchmarking its components. We also provide templates for justifying DiD in applications with and without covariates. A reanalysis of the causal effect of NSW training programs demonstrates the usefulness of our selection-based approach to benchmarking the bias of DiD.

Citation extraction

82
references
166
in-text mentions
83
distinct cited
6
self-citations
14,384
main-text words

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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
1Marx, Philip and Tamer, Elie and Tang, Xun (2024) Parallel Trends and Dynamic Choices1.00083100%
2Ashenfelter, Orley C. and Card, David (1985) Using the longitudinal structure of earnings to estimate the effect of training programs0.87482100%
3Roth, Jonathan and Sant'Anna, Pedro H. C. and Bilinski, Alyssa and P… (2023) What's Trending in Difference-in-Differences? A Synthesis of the Recent Econometrics Literature self0.8435460%
4David McKenzie (2022) A new synthesis and key lessons from the recent difference-in-differences literature0.84333100%
5Andrew Baker and Brantly Callaway and Scott Cunningham and Andrew Go… (2026) Difference-in-Differences Designs: A Practitioner's Guide self0.81142100%
6Callaway, Brantly and Sant’Anna, Pedro H. C (2021) Difference-in-Differences with multiple time periods0.7946450%
7Chernozhukov, Victor and Fernández-Val, Iván and Hahn, Jinyong and N… (2013) Average and Quantile Effects in Nonseparable Panel Models0.7375340%
8Stefan Hoderlein and Halbert White (2012) Nonparametric identification in nonseparable panel data models with generalized fixed effects0.7374350%
9Sant’Anna, Pedro H. C. and Zhao, Jun (2020) Doubly robust difference-in-differences estimators0.7373367%
10James J. Heckman and Richard Robb (1985) Alternative methods for evaluating the impact of interventions: An overview0.73732100%

Showing the top 10 of 83 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
1A Bracketing Relationship for Long-Term Policy Evaluation with Combined Experimental and Observational Data1.000135
2Causal Graphs for Conditional Parallel Trends0.95075
3Back to Feedback Dynamics and Heterogeneity in Panel Data0.92843
4Difference-in-Differences Designs: A Practitioner's Guide0.87462
5Dynamic covariate balancing: estimating treatment effects over time with potential local projections0.73733
6Large-Sample Properties of the Synthetic Control Method under Selection on Unobservables0.73732
7Causal Models for Longitudinal and Panel Data: A Survey0.64422
8Dynamic Biases of Static Panel Data Estimators0.64422
9Estimating the Intensive Margin Effect in Panel Data Settings0.64422
10The Chained Difference-in-Differences0.58531