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Empirical‐likelihood‐based difference‐in‐differences estimators

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  • Jing Qin
  • And Biao Zhang

Abstract

Summary. Recently there has been a surge in econometric and epidemiologic works focusing on estimating average treatment effects under various sets of assumptions. Estimation of average treatment effects in observational studies often requires adjustment for differences in pretreatment variables. Rosenbaum and Rubin have proposed the propensity score method for estimating the average treatment effect by adjusting pretreatment variables. In this paper, the empirical likelihood method is used to estimate average treatment effects on the treated under the difference‐in‐differences framework. The advantage of this approach is that the common marginal covariate information can be incorporated naturally to enhance the estimation of average treatment effects. Compared with other approaches in the literature, the method proposed can provide more efficient estimation. A simulation study and a real economic data analysis are presented.

Suggested Citation

  • Jing Qin & And Biao Zhang, 2008. "Empirical‐likelihood‐based difference‐in‐differences estimators," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(2), pages 329-349, April.
    • Handle: RePEc:bla:jorssb:v:70:y:2008:i:2:p:329-349
    DOI: 10.1111/j.1467-9868.2007.00638.x
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    Cited by:

    1. Tang, Shengfang & Huang, Zhilin, 2022. "Empirical likelihood confidence interval for difference-in-differences estimator with panel data," Economics Letters, Elsevier, vol. 216(C).
    2. Callaway, Brantly & Sant’Anna, Pedro H.C., 2021. "Difference-in-Differences with multiple time periods," Journal of Econometrics, Elsevier, vol. 225(2), pages 200-230.
    3. Bryan S. Graham & Cristine Campos de Xavier Pinto & Daniel Egel, 2016. "Efficient Estimation of Data Combination Models by the Method of Auxiliary-to-Study Tilting (AST)," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 288-301, April.
    4. Myoung-jae Lee, 2016. "Generalized Difference in Differences With Panel Data and Least Squares Estimator," Sociological Methods & Research, , vol. 45(1), pages 134-157, February.
    5. Norwood, Patricia & Eberth, Barbara & Farrar, Shelley & Anable, Jillian & Ludbrook, Anne, 2014. "Active travel intervention and physical activity behaviour: An evaluation," Social Science & Medicine, Elsevier, vol. 113(C), pages 50-58.

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