Discussion on "Instrumented difference-in-differences" by Ye, Ertefaie, Flory, Hennessy, Small.

Biometrics

Department of Statistics, Rutgers University, Piscataway, New Jersey, USA.

Published: June 2023

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.

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Source
http://dx.doi.org/10.1111/biom.13781DOI Listing

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