Tag: semiparametric

Semiparametric Bayesian Difference-in-Differences arXiv:2412.04605v1 Announce Type: cross Abstract: This paper studies semiparametric Bayesian inference for the average treatment effect on the treated (ATT) within the difference-in-differences research design. We propose two new Bayesian methods with frequentist validity. The first one places a standard Gaussian process prior on the conditional mean function of the control group.…