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This paper extends the linear grouped fixed effects (GFE) panel model to allow for heteroskedasticity from a discrete latent group variable. Key features of GFE are preserved, such as individuals belonging to one of a finite number of…

Econometrics · Economics 2023-10-27 Jorge A. Rivero

Estimating causal effects from nonexperimental data is a fundamental problem in many fields of science. A key component of this task is selecting an appropriate set of covariates for confounding adjustment to avoid bias. Most existing…

Machine Learning · Computer Science 2025-10-28 Zheng Li , Xichen Guo , Feng Xie , Yan Zeng , Hao Zhang , Zhi Geng

Marginal structural models are a popular tool for investigating the effects of time-varying treatments, but they require an assumption of no unobserved confounders between the treatment and outcome. With observational data, this assumption…

Methodology · Statistics 2021-06-10 Matthew Blackwell , Soichiro Yamauchi

We propose a method for estimating long-term treatment effects with many short-term proxy outcomes: a central challenge when experimenting on digital platforms. We formalize this challenge as a latent variable problem where observed proxies…

Econometrics · Economics 2026-01-13 Apoorva Lal , Guido Imbens , Peter Hull

For linear regression models with cross-section or panel data, it is natural to assume that the disturbances are clustered in two dimensions. However, the finite-sample properties of two-way cluster-robust tests and confidence intervals are…

Econometrics · Economics 2026-03-13 James G. MacKinnon , Morten Ørregaard Nielsen , Matthew D. Webb

Normalising flows (NFs) for discrete data are challenging because parameterising bijective transformations of discrete variables requires predicting discrete/integer parameters. Having a neural network architecture predict discrete…

Machine Learning · Computer Science 2020-06-12 Rob Hesselink , Wilker Aziz

The problem addressed in this article is the bias to income and expenditure elasticities estimated on pseudo-panel data caused by measurement error and unobserved heterogeneity. We gauge empirically these biases by comparing…

Applications · Statistics 2007-10-03 François Gardes , Greg Duncan , Patrice Gaubert , Marc Gurgand , Christophe Starzec

When a linear model is adjusted to control for additional explanatory variables the sign of a fitted coefficient may reverse. Here these reversals are studied using coefficients of determination. The resulting theory can be used to…

Methodology · Statistics 2015-03-11 Brian Knaeble , Seth Dutter

This paper studies large $N$ and large $T$ conditional quantile panel data models with interactive fixed effects. We propose a nuclear norm penalized estimator of the coefficients on the covariates and the low-rank matrix formed by the…

Econometrics · Economics 2021-03-17 Junlong Feng

Inference on common parameters in panel data models with individual-specific fixed effects is a classic example of Neyman and Scott's (1948) incidental parameter problem (IPP). One solution to this IPP is functional differencing (Bonhomme…

Econometrics · Economics 2023-05-05 Geert Dhaene , Martin Weidner

We present new results for nonparametric identification of causal effects using noisy proxies for unobserved confounders. Our approach builds on the results of \citet{Hu2008} who tackle the problem of general measurement error. We call this…

Econometrics · Economics 2023-05-05 Ben Deaner

We study the problem of detecting a common change point in large panel data based on a mean shift model, wherein the errors exhibit both temporal and cross-sectional dependence. A least squares based procedure is used to estimate the…

Statistics Theory · Mathematics 2019-04-26 Monika Bhattacharjee , Moulinath Banerjee , George Michailidis

Plausible identification of conditional average treatment effects (CATEs) may rely on controlling for a large number of variables to account for confounding factors. In these high-dimensional settings, estimation of the CATE requires…

Econometrics · Economics 2023-01-18 Adam Baybutt , Manu Navjeevan

We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in a high dimensional setting. The setting allows the number of time varying regressors to be larger than the sample size.…

Methodology · Statistics 2017-10-05 Alexandre Belloni , Victor Chernozhukov , Christian Hansen , Damian Kozbur

We study the incidental parameter problem for the ``three-way'' Poisson {Pseudo-Maximum Likelihood} (``PPML'') estimator recently recommended for identifying the effects of trade policies and in other panel data gravity settings. Despite…

Econometrics · Economics 2021-06-23 Martin Weidner , Thomas Zylkin

This paper proposes a framework that incorporates the two-way fixed effects model as a special case to conduct causal inference with a continuous treatment. Treatments are allowed to change over time and potential outcomes are dependent on…

Methodology · Statistics 2025-07-01 Zhiguo Xiao , Peikai Wu

I develop a new identification strategy for treatment effects when noisy measurements of unobserved confounding factors are available. I use proxy variables to construct a random variable conditional on which treatment variables become…

Econometrics · Economics 2022-09-30 Kenichi Nagasawa

Learning-based solutions for long-tailed recognition face difficulties in generalizing on balanced test datasets. Due to imbalanced data prior, the learned \textit{a posteriori} distribution is biased toward the most frequent (head)…

Computer Vision and Pattern Recognition · Computer Science 2024-12-24 S Divakar Bhat , Amit More , Mudit Soni , Surbhi Agrawal

In a common experimental setting, the behaviour of a noisy dynamical system is monitored in response to manipulations of one or more control parameters. Here, we introduce a structured model to describe parametric changes in qualitative…

Dynamical Systems · Mathematics 2018-07-05 Gergo Bohner , Maneesh Sahani

This paper introduces a straightforward sieve-based approach for estimating and conducting inference on regression parameters in panel data models with interactive fixed effects. The method's key assumption is that factor loadings can be…

Econometrics · Economics 2025-02-26 Georg Keilbar , Juan M. Rodriguez-Poo , Alexandra Soberon , Weining Wang
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