Bayesian Estimation of Cohort-Time-Stratum Specific Effects in Staggered Difference-in-Differences (opens in new tab)

arXiv:2505.18391v4 Announce Type: replace-cross Abstract: Difference-in-Differences designs with staggered treatment adoption are widely used to study heterogeneous treatment effects across cohorts and time periods. We develop a probabilistic framework for estimating potentially high-dimensional ATT arrays that vary across cohorts, periods, and strata defined by baseline covariates. The framework jointly estimates subgroup-specific treatment effects through a unified likelihood-based model, s...