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Choosing A Headline Estimand from Matching, DID, and Hybrid Designs: A Minimax-Regret Approach

Yechan Park, Yuya Sasaki

arXiv 18 Jun 2026 · Econometrics

arXiv:2606.20435 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Researchers using panel data to estimate causal effects routinely choose among three approaches to using past outcomes: difference-in-differences (DID), conditioning on lagged outcomes (matching, M), and a hybrid that does both (DIDM). The corresponding identifying assumptions are non-nested, leaving little guidance on which to report. We give conditions under which the corresponding estimands are ordered, with DIDM bracketed between matching and DID. This makes DIDM the minimax-regret choice among the three under a broad class of loss functions. We recommend reporting DIDM as the headline estimate, with matching and DID as bounds. We illustrate in applications.

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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
1Chetty, R., Friedman, J. N., and Rockoff, J. E (2014) Measuring the impacts of teachers i: Evaluating bias in teacher value-added estimates1.00053100%
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6Dehejia, R. H. and Wahba, S (1999) Causal effects in nonexperimental studies: Reevaluating the evaluation of training programs0.92843100%
7Heckman, J. J., Ichimura, H., Smith, J. A., and Todd, P. E (1998) Characterizing selection bias using experimental data0.88513569%
8Athey, S., Chetty, R., and Imbens, G (2025) The experimental selection correction estimator: Using experiments to remove biases in observational estimates0.8746367%
9Heckman, J. J., Ichimura, H., and Todd, P (1998) Matching as an econometric evaluation estimator0.8434475%
10Chetty, R., Friedman, J. N., and Rockoff, J. E (2014) Measuring the impacts of teachers ii: Teacher value-added and student outcomes in adulthood0.84333100%

Showing the top 10 of 59 scored citations.