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A Design Argument to not use TWFE with Differential Timing Diff-in-Diff
Difference-in-Differences

A Design Argument to not use TWFE with Differential Timing Diff-in-Diff

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scott cunningham
Jul 30, 2025
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Scott's Mixtape Substack
Scott's Mixtape Substack
A Design Argument to not use TWFE with Differential Timing Diff-in-Diff
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Short post today, but I’m going to make a short argument in favor of the newer diff-in-diff estimators, not based on heterogenous treatment effects, but on the basis of design.

When you take a design approach to causal inference, you are thinking very carefully ex ante about how you would try and replicate the randomized trial. And in the randomized tr…

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