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Comment
. 2023 Jun;79(2):582-586.
doi: 10.1111/biom.13779. Epub 2022 Nov 11.

Discussion on "Instrumented difference-in-differences" by Ting Ye, Ashkan Ertefaie, James Flory, Sean Hennessy, and Dylan S. Small

Jad Beyhum  1 , Jean-Pierre Florens  2 , Ingrid Van Keilegom  1
Affiliations
Comment

Discussion on "Instrumented difference-in-differences" by Ting Ye, Ashkan Ertefaie, James Flory, Sean Hennessy, and Dylan S. Small

Jad Beyhum et al. Biometrics. 2023 Jun.

Abstract

We discuss Ye et al. 2022, which combines instrumental variables methods with difference in differences. First, we compare the paper to other works in the difference in differences literatures and argue that the main contribution lies in the multiply robust estimation approach. Then, we reformulate the causal assumptions in Ye et al. 2022 in the usual theoretical framework of the instrumental variables literature. This clarifies in which sense the difference in differences design can weaken the standard instrumental variable conditions.

Keywords: differences-in-differences; instrumental variable; multiply robust inference.

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Comment on

  • Instrumented difference-in-differences.
    Ye T, Ertefaie A, Flory J, Hennessy S, Small DS. Ye T, et al. Biometrics. 2023 Jun;79(2):569-581. doi: 10.1111/biom.13783. Epub 2022 Nov 9. Biometrics. 2023. PMID: 36305081 Free PMC article.

References

REFERENCES

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    1. De Chaisemartin, C. & D'Haultfoeuille, X. (2022) Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: a survey. Technical report.

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