论文标题

用于差异分析的通用非参数框架

A Universal Nonparametric Framework for Difference-in-Differences Analyses

论文作者

Park, Chan, Tchetgen, Eric Tchetgen

论文摘要

差异(DID)是评估现实世界政策干预效果的流行方法。先前在可用的情况下和治疗后结果测量的设置中,在替代性识别假设下进行了几种方法。但是,这些方法遭受了几种局限性,要么(i)它们仅适用于连续结果以及对所治疗的平均治疗效果,要么(ii)它们取决于结果的规模,或(iii)他们假设缺乏给定预处理前的协方差和结果测量值,或缺乏(IV),或者缺乏(IV),或者缺乏半疗法的效率理论。在本文中,我们开发了一个新的框架,用于在满足(i) - (iv)的设置中的因果识别和推断,使其普遍适用,与现有的DID方法不同。我们框架的关键是一个优势比率等值(OREC)假设,该假设指出,在治疗前和治疗后的期间,有关治疗和无治疗潜在结果的普遍优势比稳定。值得注意的是,该框架在某个简单的位置转移模型下恢复了标准的模型,但很容易将其推广到非线性尺度。根据OREC的假设,我们为对治疗的任何潜在治疗效果建立了非参数鉴定,从原则上则可以识别出无效混淆的更强假设。此外,我们开发了一种一致的,渐近线性的和半参数有效的治疗效果,对通过利用最近的学习理论治疗的治疗效应。我们通过模拟研究和两个现实世界应用使用Zika病毒爆发数据和交通安全数据来说明我们的框架。

Difference-in-differences (DiD) is a popular method to evaluate treatment effects of real-world policy interventions. Several approaches have previously developed under alternative identifying assumptions in settings where pre- and post-treatment outcome measurements are available. However, these approaches suffer from several limitations, either (i) they only apply to continuous outcomes and the average treatment effect on the treated, or (ii) they depend on the scale of the outcome, or (iii) they assume the absence of unmeasured confounding given pre-treatment covariate and outcome measurements, or (iv) they lack semiparametric efficiency theory. In this paper, we develop a new framework for causal identification and inference in DiD settings that satisfies (i)-(iv), making it universally applicable, unlike existing DiD methods. Key to our framework is an odds ratio equi-confounding (OREC) assumption, which states that the generalized odds ratio relating treatment and treatment-free potential outcome is stable across pre- and post-treatment periods. Notably, the framework recovers the standard DiD model under a certain simple location-shift model, but readily generalizes to nonlinear scales. Under the OREC assumption, we establish nonparametric identification for any potential treatment effect on the treated in view, which in principle would be identifiable under the stronger assumption of no unmeasured confounding. Moreover, we develop a consistent, asymptotically linear, and semiparametric efficient estimator of treatment effects on the treated by leveraging recent learning theory. We illustrate our framework through simulation studies and two real-world applications using Zika virus outbreak data and traffic safety data.

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