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We address a core problem in causal inference: estimating heterogeneous treatment effects using panel data with general treatment patterns. Many existing methods either do not utilize the potential underlying structure in panel data or have…

Machine Learning · Statistics 2024-06-11 Retsef Levi , Elisabeth Paulson , Georgia Perakis , Emily Zhang

It is increasingly common to augment randomized controlled trial with external controls from observational data, to evaluate the treatment effect of an intervention. Traditional approaches to treatment effect estimation involve ambiguous…

Methodology · Statistics 2025-03-28 Bo Liu , Laine Thomas , Rury R. Holman , Fan Li

Applied macroeconomists frequently use impulse response estimators motivated by linear models. We study whether the estimands of such procedures have a causal interpretation when the true data generating process is in fact nonlinear. We…

Econometrics · Economics 2025-11-18 Michal Kolesár , Mikkel Plagborg-Møller

In this paper, we propose a data-adaptive empirical likelihood-based approach for treatment effect estimation and inference, which overcomes the obstacle of the traditional empirical likelihood-based approaches in the high-dimensional…

Methodology · Statistics 2020-12-15 Wei Liang , Ying Yan

The hypothesis of homogeneous treatment effects is central to the instrumental variables literature. This assumption signifies that treatment effects are constant across all subjects. It allows to interpret instrumental variable estimates…

Econometrics · Economics 2023-04-17 Jad Beyhum , Jean-Pierre Florens , Elia Lapenta , Ingrid Van Keilegom

A fundamental limitation of causal inference in observational studies is that perceived evidence for an effect might instead be explained by factors not accounted for in the primary analysis. Methods for assessing the sensitivity of a…

Methodology · Statistics 2018-09-14 Colin B. Fogarty

Doubly robust estimators of causal effects are a popular means of estimating causal effects. Such estimators combine an estimate of the conditional mean of the outcome given treatment and confounders (the so-called outcome regression) with…

Methodology · Statistics 2019-01-17 David Benkeser , Weixin Cai , Mark J van der Laan

Causal inference is widely used in various fields, such as biology, psychology and economics, etc. In observational studies, we need to balance the covariates before estimating causal effect. This study extends the one-dimensional entropy…

Methodology · Statistics 2022-05-19 Juan Chen , Yingchun Zhou

Linear regressions with period and group fixed effects are widely used to estimate policies' effects: 26 of the 100 most cited papers published by the American Economic Review from 2015 to 2019 estimate such regressions. It has recently…

Econometrics · Economics 2022-06-22 Clément de Chaisemartin , Xavier D'Haultfœuille

We consider the estimation of heterogeneous treatment effects with arbitrary machine learning methods in the presence of unobserved confounders with the aid of a valid instrument. Such settings arise in A/B tests with an intent-to-treat…

Econometrics · Economics 2019-06-07 Vasilis Syrgkanis , Victor Lei , Miruna Oprescu , Maggie Hei , Keith Battocchi , Greg Lewis

We propose a matching method that recovers direct treatment effects from randomized experiments where units are connected in an observed network, and units that share edges can potentially influence each others' outcomes. Traditional…

Estimating causal effects of continuous treatments is a common problem in practice, for example, in studying average dose-response functions. Classical analyses typically assume that all confounders are fully observed, whereas in real-world…

Statistics Theory · Mathematics 2026-04-14 Shuyuan Chen , Peng Zhang , Yifan Cui

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

We consider estimation and inference of the effects of a policy in the absence of an untreated or control group. We obtain unbiased estimators of individual (heterogeneous) treatment effects and a consistent and asymptotically normal…

Econometrics · Economics 2026-01-13 Irene Botosaru , Raffaella Giacomini , Martin Weidner

Single-parameter summaries of variable effects in regression settings are desirable for ease of interpretation. However (partially) linear models for example, which would deliver these, may fit poorly to the data. On the other hand, an…

Statistics Theory · Mathematics 2025-07-28 Harvey Klyne , Rajen D. Shah

When the Stable Unit Treatment Value Assumption is violated and there is interference among units, there is not a uniquely defined Average Treatment Effect, and alternative estimands may be of interest. Among these are average unit-level…

Methodology · Statistics 2025-06-30 Molly Offer-Westort , Drew Dimmery

The literature on regression kink designs develops identification results for average effects of continuous treatments (Card, Lee, Pei, and Weber, 2015), average effects of binary treatments (Dong, 2018), and quantile-wise effects of…

Methodology · Statistics 2020-12-16 Heng Chen , Harold D. Chiang , Yuya Sasaki

Estimating heterogeneous treatment effect is an important task in causal inference with wide application fields. It has also attracted increasing attention from machine learning community in recent years. In this work, we reinterpret the…

Methodology · Statistics 2018-10-26 Ran Chen , Hanzhong Liu

A basic principle in the design of observational studies is to approximate the randomized experiment that would have been conducted under controlled circumstances. Now, linear regression models are commonly used to analyze observational…

Methodology · Statistics 2022-07-08 Ambarish Chattopadhyay , Jose R. Zubizarreta

Randomized experiments are the gold standard for estimating treatment effects, yet network interference challenges the validity of traditional estimators by violating the stable unit treatment value assumption and introducing bias. While…

Methodology · Statistics 2024-09-02 Xin Lu , Hongzi Li , Hanzhong Liu