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We present a novel approach for extrapolating causal effects away from the margin between treatment and non-treatment in sharp regression discontinuity designs with multiple covariates. Our methods apply both to settings in which treatment…

Econometrics · Economics 2025-07-02 Ben Deaner , Soonwoo Kwon

This paper provides a unified framework for bounding policy relevant treatment effects using instrumental variables. In this framework, the treatment selection may depend on multidimensional unobserved heterogeneity. We derive bilinear…

Econometrics · Economics 2025-05-09 Takuya Ura , Lina Zhang

This study considers the treatment choice problem when outcome variables are binary. We focus on statistical treatment rules that plug in fitted values based on nonparametric kernel regression and show that optimizing two parameters enables…

Econometrics · Economics 2023-09-19 Takuya Ishihara

How should one assess the credibility of assumptions weaker than statistical independence, like quantile independence? In the context of identifying causal effects of a treatment variable, we argue that such deviations should be chosen…

Econometrics · Economics 2018-05-01 Matthew A. Masten , Alexandre Poirier

In the conventional regression-discontinuity (RD) design, the probability that units receive a treatment changes discontinuously as a function of one covariate exceeding a threshold or cutoff point. This paper studies an extended RD design…

Econometrics · Economics 2025-10-13 Eugenio Felipe Merlano

We consider the estimation of treatment effects in settings when multiple treatments are assigned over time and treatments can have a causal effect on future outcomes or the state of the treated unit. We propose an extension of the…

Econometrics · Economics 2021-06-18 Greg Lewis , Vasilis Syrgkanis

Treatment effect estimation in continuous time is crucial for personalized medicine. However, existing methods for this task are limited to point estimates of the potential outcomes, whereas uncertainty estimates have been ignored. Needless…

Machine Learning · Computer Science 2024-04-04 Konstantin Hess , Valentyn Melnychuk , Dennis Frauen , Stefan Feuerriegel

Regularized models are often sensitive to the scales of the features in the data and it has therefore become standard practice to normalize (center and scale) the features before fitting the model. But there are many different ways to…

Machine Learning · Statistics 2025-07-04 Johan Larsson , Jonas Wallin

Standard regression adjustment gives inconsistent estimates of causal effects when there are time-varying treatment effects and time-varying covariates. Loosely speaking, the issue is that some covariates are post-treatment variables…

Methodology · Statistics 2024-03-12 Stephen Bates , Edward Kennedy , Robert Tibshirani , Valerie Ventura , Larry Wasserman

Causal inference plays a fundamental role in various real-world applications. However, in the motivating non-small cell lung cancer (NSCLC) study, it is challenging to estimate the treatment effect of chemotherapy on circulating tumor DNA…

Methodology · Statistics 2025-08-25 Zhixin Qiu , Huichen Zhu , Wenjie Wang , Yanlin Tang

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

Tie-breaker experimental designs are hybrids of Randomized Controlled Trials (RCTs) and Regression Discontinuity Designs (RDDs) in which subjects with moderate scores are placed in an RCT while subjects with extreme scores are…

Methodology · Statistics 2023-01-24 Dan M. Kluger , Art B. Owen

There is a growing literature on design-based methods to estimate average treatment effects for randomized controlled trials (RCTs) using the underpinnings of experiments. In this article, we build on these methods to consider design-based…

Methodology · Statistics 2024-01-17 Peter Z Schochet

When the difference between treatments in a clinical trial is estimated by a difference in means, then it is well known that randomization ensures unbiassed estimation, even if no account is taken of important baseline covariates. However,…

Statistics Theory · Mathematics 2014-07-22 J. N. S. Matthews , Nuri H. Badi

Multivalued treatments are commonplace in applications. We explore the use of discrete-valued instruments to control for selection bias in this setting. Our discussion revolves around the concept of targeting: which instruments target which…

Econometrics · Economics 2026-05-06 Sokbae Lee , Bernard Salanié

We develop point-identification for the local average treatment effect when the binary treatment contains a measurement error. The standard instrumental variable estimator is inconsistent for the parameter since the measurement error is…

Econometrics · Economics 2018-04-11 Takahide Yanagi

Regression discontinuity designs are frequently used to estimate the causal effect of election outcomes and policy interventions. In these contexts, treatment effects are typically estimated with covariates included to improve efficiency.…

Applications · Statistics 2020-05-06 L. Jason Anastasopoulos

Obtaining valid treatment effect inference remains a challenging problem when dealing with numerous instruments and non-sparse control variables. In this paper, we propose a novel ridge regularization-based instrumental variables method for…

Econometrics · Economics 2025-10-17 Xiduo Chen , Xingdong Feng , Antonio F. Galvao , Yeheng Ge

Important questions for impact evaluation require knowledge not only of average effects, but of the distribution of treatment effects. The inability to observe individual counterfactuals makes answering these empirical questions…

Econometrics · Economics 2026-05-25 Bruno Fava

Cause-effect relationships are typically evaluated by comparing outcome responses to binary treatment values, representing two arms of a hypothetical randomized controlled trial. However, in certain applications, treatments of interest are…

Methodology · Statistics 2022-06-15 Razieh Nabi , Todd McNutt , Ilya Shpitser
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