Regression modelQuasi-experimental / causal inference
Panel Data Difference-in-Differences (Panel DiD / TWFE)
Panel Data Difference-in-Differences extends the classic two-period DiD design to settings with multiple units observed across many time periods. By absorbing unit-level fixed effects and time fixed effects simultaneously, it isolates the causal effect of a treatment or policy change while controlling for both time-invariant unit heterogeneity and common time shocks affecting all units.
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Sources
- Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355
- Bertrand, M., Duflo, E., & Mullainathan, S. (2004). How Much Should We Trust Differences-in-Differences Estimates? Quarterly Journal of Economics, 119(1), 249-275. DOI: 10.1162/003355304772839588 ↗
Related methods
Referenced by
Dynamic Difference-in-DifferencesHeterogeneous Treatment Effect Difference-in-DifferencesMulti-period Difference-in-differencesPanel Data Causal Impact AnalysisPanel Data Entropy BalancingPanel Data Interrupted Time SeriesPanel Data Marginal Structural ModelPanel Data Matching EstimatorPanel Data Placebo TestPanel Data Propensity Score MatchingPanel Data Propensity Score WeightingPanel Data Regression Discontinuity DesignPanel Data Synthetic Control MethodPanel Event Study in Education ResearchRobust Difference-in-Differences