Douglas J. McCallan

Happy to share my new NBER working paper! www.nber.org/papers/w34216

Policy relevance of causal quantities in networks In settings where units' outcomes are affected by others' treatments, there has been a proliferation of ways to quantify effects of treatments on outcomes. Here we describe how many proposed estimands...

When treating one person might affect others, there's an explosion of possible ways to quantify these effects.

Which of these are relevant to applied problems — like choosing a policy governing treatment?

This is the jumping off point for this new short paper:
arxiv.org/abs/2507.14391

*** 𝐡𝐞𝐭𝐞𝐫𝐨𝐠𝐞𝐧𝐞𝐨𝐮𝐬 𝐭𝐫𝐞𝐚𝐭𝐦𝐞𝐧𝐭 𝐞𝐟𝐟𝐞𝐜𝐭𝐬 𝐚𝐧𝐝 𝐑𝐃𝐃 ***

Interested in 𝐑𝐞𝐠𝐫𝐞𝐬𝐬𝐢𝐨𝐧 𝐃𝐢𝐬𝐜𝐨𝐧𝐭𝐢𝐧𝐮𝐢𝐭𝐲 𝐃𝐞𝐬𝐢𝐠𝐧𝐬 and treatment effect heterogeneity?

Check out this new framework by Sebastian Calonico, Matias Cattaneo, Max Farrell, Filippo Palomba & Rocio Titiunik, as well as its companion software paper.

I've been working on a new tool, Refine, to make scholars more productive. If you're interested in being among the very first to try the beta, please read on.

Refine leverages the best current AI models to draw your attention to potential errors and clarity issues in research paper drafts.

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5 (V, Five!) CATE estimation+policy learning papers in a single volume. Could probably teach a good class with this issue alone.

Our Local Projections Difference-in-Differences (LP-DiD) paper is out in the Journal of Applied Econometrics.

LP-DiD is a convenient, flexible and computationally fast framework for estimating DiD using simple well-specified regressions....

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Revisiting the Omitted Price Bias in the Estimation of Production Functions The lack of information on quantities presents significant challenges for estimating production functions. As shown by Klette and Griliches in 1996, deflating nominal variables using aggregate price ...

#econsky

A cool and important example of the importance of measurement error and the interesting research that can be done by taking the problem seriously.

doi.org/10.1111/joie...

I conduct research in good faith and I feel obliged to report a harassment, character assassination and stalking campaign that has lasted over a year, of which I have been a target. This campaign has been disproportionate and damaging. 1/N

Thanks everyone for the replies!

Some links for future me: this awesome list curated by Nick Huntington Klein

www.goodreads.com/review/list/...

And this thread
bsky.app/profile/just...

Omitted Variable Bias in Interacted Models: A Cautionary Tale Abstract. We highlight that analyses using interaction terms to study treatment effect heterogeneity are susceptible to a form of omitted variable bias that is often overlooked in economics. Unlike mo...

yes, but I would say it's good practice to first try the fully interacted model (or equivalently the split sample) before just to be sure.

This paper makes a very good case for it direct.mit.edu/rest/article...

Slowly but surely coming along: we have a new version of our working textbook on diffs in diffs!

papers.ssrn.com/sol3/papers....

Chapters 2 to 4, which cover the set up, classical DIDs, and relaxations of the parallel trends assumptions have been thoroughly revised and are now almost finished.

Writing a new paper in a literature that you haven't written in is like going to a party with all new people and trying to act cool to fit in.

Oh yeah, Ferman (2019)? Totally!

Interesting new paper: arxiv.org/pdf/2503.09907

improves on both rdrobust and rdhonest!

Quite compelling... 1/n

Difference-in-Differences Designs: A Practitioner's Guide Difference-in-Differences (DiD) is arguably the most popular quasi-experimental research design. Its canonical form, with two groups and two periods, is well-understood. However, empirical practices c...

It’s finally out! People, I’ve been hearing about this paper for so many years, but I am grateful it is out.

Andrew Baker, Brantly Callaway, Scott Cunningham,
Andrew Goodman-Bacon, Pedro H. C. Sant’Anna

www.linkedin.com/posts/andrew...

arxiv.org/abs/2503.13323

Here's a couple impressive studies using solar panel suitability and visibility to others
pubmed.ncbi.nlm.nih.gov/30356217/
doi.org/10.1287/mksc...

Journal of Economic Perspectives Vol. 39 No. 1 Winter 2025

Our practical guide to shift-share IV is now out in the JEP!

www.aeaweb.org/issues/793

(Ungated version: www.dropbox.com/scl/fi/el9yn...)

I put together an overview of recent developments in the literature on gender-based violence for @AEAjournals

There's enough material for 2x 1.5hr lectures. I've covered the material in labor & gender economics classes

I hope they can be helpful!

www.dropbox.com/scl/fi/ea7v9...

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If you were taught to test for proportional hazards, talk to your teacher.

The proportional hazards assumption is implausible in most #randomized and #observational studies because the hazard ratios aren't expected to be constant during the follow-up. So "testing" is futile.

But there is more 👇

Just published in @jpube.bsky.social:

"Neighborhoods, Perceived Inequality, and Preferences for Redistribution: Evidence from Barcelona"

By @gerard-domenech.bsky.social

Perceptions and preferences for redistribution Abstract. The relationship between the degree of inequality and the demand for redistribution has been a central question in political science and politica

Perceptions and preferences for redistribution | Stefanie Stantcheva | IFS Deaton Review | Oxford Open Economics academic.oup.com/ooec/article...

Foundations of Machine Learning Research on machine learning, experimental design, economic inequality, and optimal policy

@maxkasy.bsky.social uses POs in his bandit and reinforcement learning slides here maxkasy.github.io/home/ML_Oxfo...

Perceptions, Mindsets and Beliefs Shaping Policy Views (2024 Economica-Coase Lecture) - Social Economics Lab In this lecture, I investigate how perceptions, mindsets, and beliefs influence public attitudes toward economic policies, building on existing research. I introduce a conceptual framework that highli...

Thrilled to share my new paper for my Coase Lecture @LSEnews. I outline my thinking on perceptions & mindsets shaping our policy views- on taxation, climate change, inflation & trade. A wonderful opportunity to share recent research which I am grateful for socialeconomicslab.org/research/pub...

GitHub - reifjulian/wyoung: Control the family-wise error rate when performing multiple hypothesis tests Control the family-wise error rate when performing multiple hypothesis tests - reifjulian/wyoung

Interested in multiple hypothesis testing? The Stata command wyoung is updated to version 2.0 with new support for permutation-based resampling. Install with:

ssc install wyoung, replace

#EconSky
More details here:
github.com/reifjulian/w...

I've decided to collect my DiD materials in a single place.

psantanna.com/did-resources

There, you will find
- 14 lectures of my comprehensive DiD course
- Shorter lectures/talks I have given on DiD
- My DiD R/Stata/Python packages
- Some DiD checklists
- DiD materials from my friends

Enjoy!

A wish for 2025 is that empirical researchers in and beyond economics read or re-read this JEP paper by Guido Imbens and take to heart—and to practice—its message.

www.aeaweb.org/articles?id=...

The last four decks (at least for now) are here:

11 Problems of TWFE: psantanna.com/DiD/11_Stagg...

12 Staggered DiD (mostly CS): psantanna.com/DiD/12_CS.pdf

13 Challenges when Treatment turns on and off: psantanna.com/DiD/13_On_of...

14 Random Treatment Timing: psantanna.com/DiD/14_Rando...

Five more decks:

06 Double Machine Learning: psantanna.com/DiD/06_DML.pdf

07 Repeated Cross Sections: psantanna.com/DiD/07_RCS.pdf

08 Event Study and Dynamics: psantanna.com/DiD/08_ES.pdf

09 TWFE with multiple periods: psantanna.com/DiD/09_Twfe....

10 Pre-tests psantanna.com/DiD/10_Prete...

Here are the first five sets of slides:

01 Introduction: psantanna.com/DiD/01_Intro...

02 Classical 2x2 setup: psantanna.com/DiD/02_two_b...

03 Clustering issues: psantanna.com/DiD/03_Clust...

04 Functional form: psantanna.com/DiD/04_Funct...

05 Covariates: psantanna.com/DiD/05_Covar...

If you've been trained in psych, you've learned that you need to center variables for interaction analysis. You've learned coding schemes for categorical variables. These are all just workarounds to get marginal effects.