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2021

Efficient Estimation for Staggered Rollout Designs

Roth, Jonathan, Sant'Anna, Pedro H. C.

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We study estimation of causal effects in staggered rollout designs, i.e.

settings where there is staggered treatment adoption and the timing of treatment is as-good-as randomly assigned.
We derive the most efficient estimator in a class of estimators that nests several popular generalized difference-in-differences methods.
A feasible plug-in version of the efficient estimator is asymptotically unbiased with efficiency (weakly) dominating that of existing approaches.

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arXiv: 1911.03764
Original
1911
Earlier work this paper cites.
Wu, Jason and Peng Ding
1913
Earlier work this paper cites.
arXiv: 2008.00602
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2008
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Li, Xinran and Peng Ding
2017
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Working Paper
2018
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