Semiparametric Bayesian Difference-in-Differences (opens in new tab)

arXiv:2412.04605v4 Announce Type: replace-cross Abstract: This paper studies semiparametric Bayesian inference for the average treatment effect on the treated (ATT) within the difference-in-differences (DiD) research design. We propose two new Bayesian methods with frequentist validity. The first one is the semiparametric Bayesian outcome regression, where we place a Gaussian process prior on the conditional mean function of the control group. The second method is a doubly robust Bayesian pro...