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Discussion on “Instrumented difference‐in‐differences” by Ye, Ertefaie, Flory, Hennessy, Small

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  • Zhiqiang Tan

Abstract

Ye, Ertefaie, Flory, Hennessy, and Small (YEFHS) proposed a new method, instrumented difference‐in‐differences, for dealing with unmeasured confounding. In this note, I connect and compare assumptions and identifications in instrumental variable (IV) and difference‐in‐differences (DID) methods with those in YEFHS, derive new identification results, and discuss different choices when extending such results to adjust for covariates.

Suggested Citation

  • Zhiqiang Tan, 2023. "Discussion on “Instrumented difference‐in‐differences” by Ye, Ertefaie, Flory, Hennessy, Small," Biometrics, The International Biometric Society, vol. 79(2), pages 587-591, June.
    • Handle: RePEc:bla:biomet:v:79:y:2023:i:2:p:587-591
    DOI: 10.1111/biom.13781
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    References listed on IDEAS

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    1. Alberto Abadie, 2005. "Semiparametric Difference-in-Differences Estimators," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 72(1), pages 1-19.
    2. Tan, Zhiqiang, 2010. "Marginal and Nested Structural Models Using Instrumental Variables," Journal of the American Statistical Association, American Statistical Association, vol. 105(489), pages 157-169.
    3. Yifan Cui & Eric Tchetgen Tchetgen, 2021. "A Semiparametric Instrumental Variable Approach to Optimal Treatment Regimes Under Endogeneity," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 116(533), pages 162-173, January.
    4. Tan, Zhiqiang, 2006. "Regression and Weighting Methods for Causal Inference Using Instrumental Variables," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1607-1618, December.
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