2025/07/16 by Stanisław M. S. Halkiewicz, Halkiewicz, Stanisław M. S.
Economics, Econometrics and Finance · Mathematics · #Advanced Causal Inference Techniques #Econometrics (econ.EM) #Economic and Environmental Valuation #FOS: Computer and information sciences #FOS: Economics and business #Health Systems, Economic Evaluations, Quality of Life #Methodology (stat.ME)
paper · pdf · doi:10.48550/arxiv.2507.12690
openalex publication_date 2025/07/16 · openalex created_date 2025/10/18 · openalex updated_date 2026/07/28
This paper introduces the Non-Additive Difference-in-Differences (NA-DiD) framework, which extends classical DiD by incorporating non-additive measures the Choquet integral for effect aggregation. It serves as a novel econometric tool for impact evaluation, particularly in settings with non-additive treatment effects. First, we introduce the integral representation of the classial DiD model, and then extend it to non-additive measures, therefore deriving the formulae for NA-DiD estimation. Then, we give its theoretical properties. Applying NA-DiD to a simulated hospital hygiene intervention, we find that classical DiD can overestimate treatment effects, f.e. failing to account for compliance erosion. In contrast, NA-DiD provides a more accurate estimate by incorporating non-linear aggregation. The Julia implementation of the techniques used and introduced in this article is provided in the appendices.