Difference in Difference

Difference in Difference is a super cool causal inference technique to estimate true causal impact of any intervention. Mostly used in fields of social sciences, marketing & anywhere we have an opportunity to do experiment and wish to estimate the true incremental impact.

Difference-in-differences compares the changes in outcomes over time between units that are enrolled in a program (the treatment group) and units that are not (the comparison group). This allows us to correct for any differences between the treatment and comparison groups that are constant over time.

Here are the notes notes and R implementation I used while teaching this to a cohort.