Estimating Heterogeneous Treatment Effects (The Effect, Videos on Causality, Ep 66)

Please visit www.theeffectb... to read The Effect online for free, or find links to purchase a physical copy or ebook.
The Effect is a book about research design and causal inference. How can we use data to learn about the world? How can we answer questions about whether X causes Y even if we can't run a randomized experiment? The book covers these things and plenty more. These videos are meant to accompany the book, although they can also be viewed on their own.
This video relates to material found in Chapter 21 of the book.
A version of this video without background music can be found here: • Estimating Heterogeneo...
Treatment effects almost always can be expected to vary across different individuals. Are we stuck just getting averages over a wide range of people? No! There are some cool methods, old and new, for estimating how a treatment effect varies across groups.

[@JTang-ri8qw]

I was wondering if the sorted effects could be used for diff-in-diff. The original paper Chernozhukov, Fernandez-Val and Luo (2018) appears to aiming for non-linear model. I understand linear model or ols is just a special case of nonlinear models but not sure about the DiD setup (i.e., TWFE).

[@NickHuntingtonKlein]

I see no reason why not off the top of my head