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Misclassification in Difference-in-differences Models

Augustine Denteh, Désiré Kédagni

arXiv 25 Jul 2022 · Econometrics · 4 citations (OpenAlex)

arXiv:2207.11890 · PDF · DOI · OpenAlex · Extracted main text

Abstract

The difference-in-differences (DID) design is one of the most popular methods used in empirical economics research. However, there is almost no work examining what the DID method identifies in the presence of a misclassified treatment variable. This paper studies the identification of treatment effects in DID designs when the treatment is misclassified. Misclassification arises in various ways, including when the timing of a policy intervention is ambiguous or when researchers need to infer treatment from auxiliary data. We show that the DID estimand is biased and recovers a weighted average of the average treatment effects on the treated (ATT) in two subpopulations -- the correctly classified and misclassified groups. In some cases, the DID estimand may yield the wrong sign and is otherwise attenuated. We provide bounds on the ATT when the researcher has access to information on the extent of misclassification in the data. We demonstrate our theoretical results using simulations and provide two empirical applications to guide researchers in performing sensitivity analysis using our proposed methods.

Citation extraction

34
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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
1Nguimkeu, Pierre and Denteh, Augustine and Tchernis, Rusty (2019) On the estimation of treatment effects with endogenous misreporting self0.92843100%
2Kresch, Evan Plous (2020) The buck stops where? federalism, uncertainty, and investment in the brazilian water and sanitation sector0.87472100%
3Miller, S (2012) The effect of insurance on emergency room visits: An analysis of the 2006 Massachusetts health reform0.73732100%
4Galasso, Alberto and Luo, Hong (2022) When does product liability risk chill innovation? Evidence from medical implants0.73732100%
5Bindler, Anna and Hjalmarsson, Randi (2018) How Punishment Severity Affects Jury Verdicts: Evidence from Two Natural Experiments0.6939333%
6Hausman, J. A. and J. Abrevaya and F. M. Scott-Morton (1998) Misclassification of the dependent variable in a discrete-response setting0.6443267%
7Santiago Acerenza and Kyunghoon Ban and Désiré Kédagni (2024) Local Average and Marginal Treatment Effects with a Misclassified Treatment self0.64422100%
8Draca, Mirko and Machin, Stephen and Van Reenen, John (2011) Minimum wages and firm profitability0.64422100%
9Groen, Jeffrey A and Polivka, Anne E (2008) The effect of Hurricane Katrina on the labor market outcomes of evacuees0.64422100%
10Negi, Akanksha and Negi, Digvijay S (2025) Difference-in-Differences With a Misclassified Treatment0.64422100%

Showing the top 10 of 34 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
1Staggered Adoption DiD Designs with Misclassification and Anticipation0.73732
22106.005360.40511
3Robust difference-in-differences models0.40511
4Estimating Program Participation with Partial Validation0.40511