Related papers: probitfe and logitfe: Bias corrections for probit …

Nonlinear longitudinal proportional effect models have been proposed to improve power and provide direct estimates of the proportional treatment effect in randomized clinical trials. These models assume a fixed proportional treatment effect…

We propose a double/debiased machine learning framework to estimate average derivative effects in nonparametric panel models with two-way fixed effects. It extends instrumental variable methods to panel settings, handles continuous…

We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice in, for example, teacher value-added models and other…

Predictive analytics is increasingly used to guide decision-making in many applications. However, in practice, we often have limited data on the true predictive task of interest, and must instead rely on more abundant data on a…

We study a fixed-$T$ panel data logit model for ordered outcomes that accommodates fixed effects and state dependence. We provide identification results for the autoregressive parameter, regression coefficients, and the threshold parameters…

The Arellano-Bond estimator is a fundamental method for dynamic panel data models, widely used in practice. It can be severely biased when the time series dimension of the data, $T$, is long. The source of the bias is the large degree of…

This paper analyzes several different biases that emerge from the (possibly) low-precision nonparametric ingredient in a semiparametric model. We show that both the variance part and the bias part of the nonparametric ingredient can lead to…

Penalized B-splines are routinely used in additive models to describe smooth changes in a response with quantitative covariates. It is typically done through the conditional mean in the exponential family using generalized additive models…

Managing noisy data is a central challenge in direct data-driven control design. We propose an approach for synthesizing model-reference controllers for linear time-invariant (LTI) systems using noisy state-input data, employing novel noise…

In discrete choice panel data, estimation of average effects is crucial for quantifying the effect of covariates, and for policy evaluation and counterfactual analysis. However, in short panels with individual-specific effects, challenges…

This paper proposes a novel approach for estimating treatment effects in panel data settings, addressing key limitations of the standard difference-in-differences (DID) approach. The standard approach relies on the parallel trends…

We develop a framework for quantifying omitted variable bias (OVB) in nonlinear instrumental variable (IV) estimators, including the local average treatment effect (LATE), the LATE for the treated (LATT), and the partially linear IV model…

Weighting and trimming are popular methods for addressing positivity violations in causal inference. While well-studied with single-timepoint data, standard methods do not easily generalize to address non-baseline positivity violations in…

Predictive algorithms inform consequential decisions in settings with selective labels: outcomes are observed only for units selected by past decision makers. This creates an identification problem under unobserved confounding -- when…

Longitudinal data tracking repeated measurements on individuals are highly valued for research because they offer controls for unmeasured individual heterogeneity that might otherwise bias results. Random effects or mixed models approaches,…

Many economically relevant variables (risk, confidence, uncertainty) are latent and therefore not directly observable, which creates identification challenges in applied regressions. This text formalizes how omitting latent factors…

We propose a simple method to learn linear causal cyclic models in the presence of latent variables. The method relies on equilibrium data of the model recorded under a specific kind of interventions ("shift interventions"). The location…

This paper introduces a quantile regression estimator for panel data models with individual heterogeneity and attrition. The method is motivated by the fact that attrition bias is often encountered in Big Data applications. For example,…

Firth (1993, Biometrika) shows that the maximum Jeffreys' prior penalized likelihood estimator in logistic regression has asymptotic bias decreasing with the square of the number of observations when the number of parameters is fixed, which…

Augmenting a smooth cost function with an $\ell_1$ penalty allows analysts to efficiently conduct estimation and variable selection simultaneously in sophisticated models and can be efficiently implemented using proximal gradient methods.…