Nonparametric Heterogeneous Treatment Effect Estimation in Repeated Cross Sectional Designs

Abstract

Identifying heterogeneity in a population's response to a health or policy intervention is crucial for evaluating and informing policy decisions. We propose a novel heterogeneous treatment effect estimator in the difference-in-differences design with repeated cross sectional data, where we observe different samples of a population at two time periods separated by the onset of a policy intervention, as well as samples of a population that serves as the control. Our estimator has orthogonality properties that enable fast rates on learning the treatment effect while allowing slower rates for estimating nuisance components. Our proposal shows promising empirical performance across a variety of simulation setups.