Efficient Estimation for Staggered Rollout Designs

• Tác giả: Jonathan Roth, Pedro H. C Sant'Anna
• Ngôn ngữ: eng
• Ký hiệu phân loại: 001.434 Experimental method
• Thông tin xuất bản: 2021
• Bộ sưu tập: Metadata
• ID: 166138

Tóm tắt

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.