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We introduce novel estimators for quantile causal effects with high dimensional panel data (large $N$ and $T$), where only one or a few units are affected by the intervention or policy. Our method extends the generalized synthetic control…

Methodology · Statistics 2025-06-19 Yihong Xu , Li Zheng

Unmeasured confounding is a key threat to reliable causal inference based on observational studies. Motivated from two powerful natural experiment devices, the instrumental variables and difference-in-differences, we propose a new method…

Methodology · Statistics 2021-11-09 Ting Ye , Ashkan Ertefaie , James Flory , Sean Hennessy , Dylan S. Small

We give an approach for characterizing interference by lower bounding the number of units whose outcome depends on selected groups of treated individuals, such as depending on the treatment of others, or others who are at least a certain…

Methodology · Statistics 2025-11-04 David Choi

The counterfactual distribution models the effect of the treatment in the untreated group. While most of the work focuses on the expected values of the treatment effect, one may be interested in the whole counterfactual distribution or…

Machine Learning · Statistics 2022-11-04 Diego Martinez-Taboada , Dino Sejdinovic

Treatment effect estimation is a fundamental problem in causal inference. We focus on designing efficient randomized controlled trials, to accurately estimate the effect of some treatment on a population of $n$ individuals. In particular,…

Machine Learning · Computer Science 2022-10-14 Raghavendra Addanki , David Arbour , Tung Mai , Cameron Musco , Anup Rao

Interventional effects for mediation analysis were proposed as a solution to the lack of identifiability of natural (in)direct effects in the presence of a mediator-outcome confounder affected by exposure. We present a theoretical and…

Methodology · Statistics 2020-11-17 Iván Díaz , Nima S. Hejazi , Kara E. Rudolph , Mark J. van der Laan

Across health applications, researchers model outcomes as a function of time to an event, but the event time is right-censored for participants who exit the study or otherwise do not experience the event during follow-up. When censoring…

Methodology · Statistics 2025-11-21 Jesus E. Vazquez , Yanyuan Ma , Karen Marder , Tanya P. Garcia

Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct…

Methodology · Statistics 2022-08-05 Baoluo Sun , Yifan Cui , Eric Tchetgen Tchetgen

We consider linear regression model estimation where the covariate of interest is randomly censored. Under a non-informative censoring mechanism, one may obtain valid estimates by deleting censored observations. However, this comes at a…

Applications · Statistics 2017-10-24 Folefac Atem , Roland A. Matsouaka

This paper studies the identification, estimation, and inference of long-term (binary) treatment effect parameters when balanced panel data is not available, or consists of only a subset of the available data. We develop a new estimator:…

Econometrics · Economics 2025-02-04 Christophe Bellégo , David Benatia , Vincent Dortet-Bernardet

Structural Nested Mean Models (SNMMs) are useful for causal inference of treatment effects in longitudinal observational studies. Most existing works assume that the data are collected at pre-fixed time points for all subjects, which,…

Methodology · Statistics 2020-01-13 Shu Yang

Estimating the causal effect of a treatment or health policy with observational data can be challenging due to an imbalance of and a lack of overlap between treated and control covariate distributions. In the presence of limited overlap,…

Methodology · Statistics 2025-03-24 Martha Barnard , Jared D. Huling , Julian Wolfson

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

Estimating heterogeneous treatment effects has become increasingly important in many fields and life and death decisions are now based on these estimates: for example, selecting a personalized course of medical treatment. Recently, a…

Methodology · Statistics 2019-04-01 Sören R. Künzel , Simon J. S. Walter , Jasjeet S. Sekhon

Estimating treatment effects using observation data often relies on the assumption of no unmeasured confounders. However, unmeasured confounding variables may exist in many real-world problems. It can lead to a biased estimation without…

Methodology · Statistics 2024-11-19 Namhwa Lee , Shujie Ma

This paper studies identification of average treatment effects in a panel data setting. It introduces a novel nonparametric factor model and proves identification of average treatment effects. The identification proof is based on the…

Econometrics · Economics 2025-03-26 Susan Athey , Guido Imbens

Consider a situation with two treatments, the first of which is randomized but the second is not, and the multifactor version of this. Interest is in treatment effects, defined using standard factorial notation. We define estimators for the…

The average treatment effect can obscure important heterogeneity when individuals respond differently to a treatment. While the conditional average treatment effect (CATE) function captures such heterogeneity, it is difficult to communicate…

Methodology · Statistics 2026-05-18 Anders Munch , Thomas A. Gerds

Given the long follow-up periods that are often required for treatment or intervention studies, the potential to use surrogate markers to decrease the required follow-up time is a very attractive goal. However, previous studies have shown…

Methodology · Statistics 2016-08-12 Layla Parast , Tianxi Cai , Lu Tian

Randomized experiments in which the treatment of a unit can affect the outcomes of other units are becoming increasingly common in healthcare, economics, and in the social and information sciences. From a causal inference perspective, the…

Methodology · Statistics 2017-02-14 Daniel L. Sussman , Edoardo M. Airoldi