Paper reference for Diff-in-diff DML Score function

[RShi8]

Hello, I am new to this topic. Could anyone provide a paper reference for the Neyman orthogonal score function for the diff-in-diff repeated cross-sectional data? The score function in question is listed in the User Guide Section 5.2.6. https://docs.doubleml.org/stable/guide/scores.html. I know one of the reference paper is Chang (2020), but the score function in this paper seems to differ from the score function written in the User Guide. Thus, I would like to know more about the theoretical background for the score function being used for this DML package. Thank you.

[SvenKlaassen]

Hi @RShi8,

the corresponding reference is Zimmer et al. (2018).
The documentation is not optimal (maybe i can find time to update this in the future), but the references are listed in the Example Notebook.
The score is identical to the score of Sant’Anna and Zhao (2020), when using linear models.