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The Difference-in-Differences (DiD) method is a fundamental tool for causal inference, yet its application is often complicated by missing data. Although recent work has developed robust DiD estimators for complex settings like staggered…

Methodology · Statistics 2026-01-27 Lorenzo Testa , Edward H. Kennedy , Matthew Reimherr

The causal inference model proposed by Lee (2008) for the regression discontinuity design (RDD) relies on assumptions that imply the continuity of the density of the assignment (running) variable. The test for this implication is commonly…

Econometrics · Economics 2024-06-28 Federico Crippa

We present simple low-level conditions for identification in regression discontinuity designs using a potential outcome framework for the manipulation of the running variable. Using this framework, we replace the existing identification…

Econometrics · Economics 2024-09-18 Takuya Ishihara , Masayuki Sawada

Selecting input variables or design points for statistical models has been of great interest in adaptive design and active learning. Motivated by two scientific examples, this paper presents a strategy of selecting the design points for a…

Machine Learning · Statistics 2021-02-12 Chiwoo Park , Peihua Qiu , Jennifer Carpena-Núñez , Rahul Rao , Michael Susner , Benji Maruyama

In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates.…

Machine Learning · Computer Science 2024-09-13 Antti Pöllänen , Pekka Marttinen

Distribution Regression (DR) on stochastic processes describes the learning task of regression on collections of time series. Path signatures, a technique prevalent in stochastic analysis, have been used to solve the DR problem. Recent…

Machine Learning · Computer Science 2024-10-15 Andrew Alden , Carmine Ventre , Blanka Horvath

In observational studies, the causal effect of a treatment may be confounded with variables that are related to both the treatment and the outcome of interest. In order to identify a causal effect, such studies often rely on the…

Methodology · Statistics 2017-10-17 Emma Persson , Jenny Häggström , Ingeborg Waernbaum , Xavier de Luna

In this paper the regression discontinuity design is adapted to the survival analysis setting with right-censored data, studied in an intensity based counting process framework. In particular, a local polynomial regression version of the…

Methodology · Statistics 2022-10-07 Emil Aas Stoltenberg

This paper studies the identifying power of an instrumental variable in the nonparametric heterogeneous treatment effect framework when a binary treatment is mismeasured and endogenous. Using a binary instrumental variable, I characterize…

Statistics Theory · Mathematics 2017-05-22 Takuya Ura

Randomized discontinuation design (RDD) is an enrichment strategy commonly used to address limitations of traditional placebo-controlled trials, particularly the ethical concern of prolonged placebo exposure. RDD consists of two phases: an…

Methodology · Statistics 2025-06-03 Ayon Mukherjee , Oleksandr Sverdlov , Ngoc-Thuy Ha , Yu Deng

This paper analyzes difference-in-differences designs with a continuous treatment. We show that treatment-on-the-treated-type parameters are identified under a parallel trends assumption analogous to the binary treatment case. However,…

Econometrics · Economics 2026-01-05 Brantly Callaway , Andrew Goodman-Bacon , Pedro H. C. Sant'Anna

Personalized medicine seeks to identify the causal effect of treatment for a particular patient as opposed to a clinical population at large. Most investigators estimate such personalized treatment effects by regressing the outcome of a…

Machine Learning · Statistics 2021-09-02 Eric V. Strobl , Shyam Visweswaran

Traditional instrumental variable (IV) estimators face a fundamental constraint: they can only accommodate as many endogenous treatment variables as available instruments. This limitation becomes particularly challenging in settings where…

Machine Learning · Computer Science 2025-06-25 Shiangyi Lin , Hui Lan , Vasilis Syrgkanis

This paper introduces BART-RDD, a sum-of-trees regression model built around a novel regression tree prior, which incorporates the special covariate structure of regression discontinuity designs. Specifically, the tree splitting process is…

Methodology · Statistics 2024-07-22 Rafael Alcantara , Meijia Wang , P. Richard Hahn , Hedibert Lopes

Randomized Controlled Trials (RCT) are the current gold standards to empirically measure the effect of a new drug. However, they may be of limited size and resorting to complementary non-randomized data, referred to as observational, is…

Methodology · Statistics 2025-06-11 Ahmed Boughdiri , Julie Josse , Erwan Scornet

This paper considers nonparametric identification and estimation of the regression function when a covariate is mismeasured. The measurement error need not be classical. Employing the small measurement error approximation, we establish…

Econometrics · Economics 2024-03-19 Kirill S. Evdokimov , Andrei Zeleneev

We consider treatment-effect estimation using a first-difference regression of an outcome evolution $\Delta Y$ on a treatment evolution $\Delta D$. Under a causal model in levels with a time-varying effect, the regression residual is a…

Econometrics · Economics 2025-07-04 Facundo Argañaraz , Clément de Chaisemartin , Ziteng Lei

In this paper, we apply doubly robust approach to estimate, when some covariates are given, the conditional average treatment effect under parametric, semiparametric and nonparametric structure of the nuisance propensity score and outcome…

Statistics Theory · Mathematics 2020-09-15 Chuyun Ye , Keli Guo , Lixing Zhu

This paper provides a formal econometric framework behind the newly developed difference-in-discontinuities design (DiDC). Despite its increasing use in applied research, there are currently limited studies of its properties. We formalize…

Econometrics · Economics 2026-01-28 Pedro Picchetti , Cristine C. X. Pinto , Stephanie T. Shinoki

This paper investigates how certain relationship between observed and counterfactual distributions serves as an identifying condition for treatment effects when the treatment is endogenous, and shows that this condition holds in a range of…

Econometrics · Economics 2023-11-28 Sukjin Han , Haiqing Xu
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