Scott's Substack • 117 implied HN points • 31 Jan 24
- No anticipation means the baseline period is equal to Y(0) not Y(1)
- Difference-in-differences coefficient equals ATT in the post period for the treatment group plus parallel trends bias minus ATT in the incorrectly specified baseline period
- Difference-in-differences always requires three assumptions to point identify the ATT: SUTVA, Parallel trends, and No Anticipation