Posts tagged difference in differences

Difference in differences

• 26 September 2022
Benjamin T. Vincent
intermediate
causal inference quasi experiments difference in differences time series regression posterior predictive panel data counterfactuals

This notebook provides a brief overview of the difference in differences approach to causal inference, and shows a working example of how to conduct this type of analysis under the Bayesian framework, using PyMC. While the notebooks provides a high level overview of the approach, I recommend consulting two excellent textbooks on causal inference. Both The Effect [Huntington-Klein, 2021] and Causal Inference: The Mixtape [Cunningham, 2021] have chapters devoted to difference in differences.

Read more ...

---