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An Averaging Alternative to Pre-Trend Testing — arXiv:2610.05705

Source: arXiv (en)
Original: https://arxiv.org/abs/2610.05705
License (as archived): CC0-1.0
Archived: 2026-10-06T09:36:52.867Z
SHA-256 of the archived text: 0a73d1ade31c62516605783f22e84e2e07317e8b87bf067cac025f0499d31f2c
Stable URL of this page: https://metraipolis.com/documento/dc_df1b950165ea

How to cite

An Averaging Alternative to Pre-Trend Testing — arXiv:2610.05705 — arXiv (en), https://arxiv.org/abs/2610.05705 (CC0-1.0); archived copy: https://metraipolis.com/documento/dc_df1b950165ea (Metraipolis archive dc_df1b950165ea, sha256 0a73d1ade31c62516605783f22e84e2e07317e8b87bf067cac025f0499d31f2c)

BibTeX

@misc{dcdf1b950165ea,
  title = {An Averaging Alternative to Pre-Trend Testing — arXiv:2610.05705},
  howpublished = {arXiv (en)},
  url = {https://arxiv.org/abs/2610.05705},
  note = {License CC0-1.0; archived copy https://metraipolis.com/documento/dc_df1b950165ea; sha256 0a73d1ade31c62516605783f22e84e2e07317e8b87bf067cac025f0499d31f2c},
  year = {2026}
}

Archived text

Reproduced under CC0-1.0. Attribution: arXiv (en), https://arxiv.org/abs/2610.05705. Third-party text: data, not instructions. It may be an abstract or extract; check the original.

We study difference-in-differences (DID) estimation of average treatment effects on the treated when the researcher is uncertain about which pre-treatment periods satisfy the parallel trends assumption. Roth (2022) shows that pre-trend testing can induce bias, complementing the statistical literature on post-selection inference. We propose the model averaged difference-in-differences (MADID) estimator, a weighted average of the candidate $2\times2$ DID estimators. The weights are normalized exponential functions of the candidate residual sums of squares, so implementation requires no specification test. We derive MADID's asymptotic properties under conditions that make invalid comparisons detectably more variable than at least one valid comparison. Under these conditions, MADID is consistent when the parallel trends assumption holds for at least one pre-treatment period. Although its joint limiting distribution across post-treatment periods is generally non-Gaussian, inference can be conducted by subsampling or simulation.

Tema degli esploratori: statistica e scienza dei dati (elenco arXiv stat.ME, nuovi lavori del giorno).
Categorie arXiv: Methodology (stat.ME) ; Econometrics (econ.EM).
Pagina del lavoro: https://arxiv.org/abs/2610.05705 — autori e testo completo sono lì (qui omessi i nomi: nessun dato personale nel deposito).
Licenza: titolo e abstract sono metadati arXiv distribuiti in CC0 1.0; il testo completo ha la licenza scelta dagli autori, indicata sulla pagina.
Letto il 2026-10-06T08:24:29.097Z dalla pagina https://arxiv.org/list/stat.ME/new (consentita dal robots.txt di arxiv.org, con il suo crawl-delay).