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We study identification and estimation of the average treatment effect in a correlated random coefficients model that allows for first stage heterogeneity and binary instruments. The model also allows for multiple endogenous variables and…

Methodology · Statistics 2014-01-03 Matthew A. Masten , Alexander Torgovitsky

Randomized experiments are the gold standard for estimating treatment effects, yet network interference challenges the validity of traditional estimators by violating the stable unit treatment value assumption and introducing bias. While…

Methodology · Statistics 2024-09-02 Xin Lu , Hongzi Li , Hanzhong Liu

We consider estimation and inference of the effects of a policy in the absence of an untreated or control group. We obtain unbiased estimators of individual (heterogeneous) treatment effects and a consistent and asymptotically normal…

Econometrics · Economics 2026-01-13 Irene Botosaru , Raffaella Giacomini , Martin Weidner

Many important problems in psychology and biomedical studies require testing for overdispersion, correlation and heterogeneity in mixed effects and latent variable models, and score tests are particularly useful for this purpose. But the…

Statistics Theory · Mathematics 2007-06-13 Hongtu Zhu , Heping Zhang

Heterogeneous treatment effect models allow us to compare treatments at subgroup and individual levels, and are of increasing popularity in applications like personalized medicine, advertising, and education. In this talk, we first survey…

Methodology · Statistics 2022-01-28 Zijun Gao , Trevor Hastie

We provide sufficient conditions for the identification of the heterogeneous treatment effects, defined as the conditional expectation for the differences of potential outcomes given the untreated outcome, under the nonignorable treatment…

Methodology · Statistics 2019-01-15 Keisuke Takahata , Takahiro Hoshino

We study the estimation of peer effects through social networks when researchers do not observe the entire network structure. Special cases include sampled networks, censored networks, and misclassified links. We assume that researchers can…

Econometrics · Economics 2025-09-11 Vincent Boucher , Aristide Houndetoungan

Causal evidence is needed to act and it is often enough for the evidence to point towards a direction of the effect of an action. For example, policymakers might be interested in estimating the effect of slightly increasing taxes on private…

Methodology · Statistics 2020-08-11 Dominik Rothenhäusler , Bin Yu

For many kinds of interventions, such as a new advertisement, marketing intervention, or feature recommendation, it is important to target a specific subset of people for maximizing its benefits at minimum cost or potential harm. However, a…

Methodology · Statistics 2020-11-12 Yanbo Xu , Divyat Mahajan , Liz Manrao , Amit Sharma , Emre Kiciman

This paper proposes a new class of heterogeneous causal quantities, named \textit{outcome conditioned} average structural derivatives (OASD) in a general nonseparable model. OASD is the average partial effect of a marginal change in a…

Econometrics · Economics 2022-11-16 Zequn Jin , Lihua Lin , Zhengyu Zhang

Managers, employers, policymakers, and others often seek to understand whether decisions are biased against certain groups. One popular analytic strategy is to estimate disparities after adjusting for observed covariates, typically with a…

Applications · Statistics 2024-01-29 Jongbin Jung , Sam Corbett-Davies , Johann D. Gaebler , Ravi Shroff , Sharad Goel

There is a large literature on semiparametric estimation of average treatment effects under unconfounded treatment assignment in settings with a fixed number of covariates. More recently attention has focused on settings with a large number…

Methodology · Statistics 2017-10-26 Susan Athey , Guido Imbens , Thai Pham , Stefan Wager

How much do individuals contribute to team output? I propose an econometric framework to quantify individual contributions when only the output of their teams is observed. The identification strategy relies on following individuals who work…

Econometrics · Economics 2021-02-04 Stephane Bonhomme

Randomized controlled experiment has long been accepted as the golden standard for establishing causal link and estimating causal effect in various scientific fields. Average treatment effect is often used to summarize the effect…

Applications · Statistics 2016-10-14 Alex Deng , Pengchuan Zhang , Shouyuan Chen , Dong Woo Kim , Jiannan Lu

Heterogeneity and comorbidity are two interwoven challenges associated with various healthcare problems that greatly hampered research on developing effective treatment and understanding of the underlying neurobiological mechanism. Very few…

Methodology · Statistics 2023-06-27 Richard A Watson , Hengrui Cai , Xinming An , Samuel McLean , Rui Song

This paper focuses on estimating the coefficients and average partial effects of observed regressors in nonlinear panel data models with interactive fixed effects, using the common correlated effects (CCE) framework. The proposed two-step…

Econometrics · Economics 2023-04-27 Liang Chen , Minyuan Zhang

We provide identification results for a broad class of learning models in which continuous outcomes depend on three types of unobservables: known heterogeneity, initially unknown heterogeneity that may be revealed over time, and transitory…

Econometrics · Economics 2025-06-25 Jackson Bunting , Paul Diegert , Arnaud Maurel

Missing exposure information is a very common feature of many observational studies. Here we study identifiability and efficient estimation of causal effects on vector outcomes, in such cases where treatment is unconfounded but partially…

Methodology · Statistics 2020-02-04 Edward H. Kennedy

An important task in drug development is to identify patients, which respond better or worse to an experimental treatment. Identifying predictive covariates, which influence the treatment effect and can be used to define subgroups of…

Methodology · Statistics 2018-11-27 Marius Thomas , Björn Bornkamp , Katja Ickstadt

According to Davey et al. (2011) with a total of 22,453 meta-analyses from the January 2008 Issue of the Cochrane Database of Systematic Reviews, the median number of studies included in each meta-analysis is only three. In other words,…

Methodology · Statistics 2020-02-12 Enxuan Lin , Tiejun Tong , Yong Chen , Yuedong Wang