Biometrics. 2022 Nov 21. doi: 10.1111/biom.13785. Online ahead of print.
ABSTRACT
I discuss the assumptions needed for identification of average treatment effects and local average treatment effects in instrumented difference-in-differences (IDID), and the possible trade-offs between assumptions of standard IV and those needed for the new proposal IDID, in one- and two-sample settings. I also discuss the interpretation of the estimands identified under monotonicity. I conclude by suggesting possible extensions to the estimation method, by outlining a strategy to use data-adaptive estimation of the nuisance parameters, based on recent developments.
PMID:36408762 | DOI:10.1111/biom.13785
