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This paper provides estimation and inference methods for a conditional average treatment effects (CATE) characterized by a high-dimensional parameter in both homogeneous cross-sectional and unit-heterogeneous dynamic panel data settings. In…

Machine Learning · Statistics 2022-12-13 Vira Semenova , Matt Goldman , Victor Chernozhukov , Matt Taddy

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

We study categorical instrumental variable (IV) models with instrument, treatment, and outcome taking finitely many values. We derive a simple closed-form characterization of the set of joint distributions of potential outcomes that are…

Statistics Theory · Mathematics 2025-11-13 Yilin Song , F. Richard Guo , K. C. Gary Chan , Thomas S. Richardson

This paper studies the identification and estimation of heterogeneous effects of an endogenous treatment under interference and spillovers in a large single-network setting. We model endogenous treatment selection as an equilibrium outcome…

Econometrics · Economics 2025-12-17 Lin Chen , Yuya Sasaki

In causal inference, measuring treatment heterogeneity is crucial as it provides scientific insights into how treatments influence outcomes and guides personalized decision-making. In this work, we study semi-supervised settings where a…

Methodology · Statistics 2025-09-08 Yilizhati Anniwaer , Yuqian Zhang

Empirical researchers are often interested in not only whether a treatment affects an outcome of interest, but also how the treatment effect arises. Causal mediation analysis provides a formal framework to identify causal mechanisms through…

Econometrics · Economics 2022-02-01 Bora Kim

Staggered treatment adoption arises in the evaluation of policy impact and implementation in many settings, including both randomized stepped-wedge trials and non-randomized quasi-experiments with panel data. In both settings, getting an…

Methodology · Statistics 2024-10-14 Lee Kennedy-Shaffer

Random-effects meta-analyses are used to combine evidence of treatment effects from multiple studies. Since treatment effects may vary across trials due to differences in study characteristics, heterogeneity in treatment effects between…

Methodology · Statistics 2017-07-10 Tim Friede , Christian Röver , Simon Wandel , Beat Neuenschwander

The instrumental variable method is a prominent approach to recover under certain conditions, valid inference about a treatment causal effect even when unmeasured confounding might be present. In a groundbreaking paper, Imbens and Angrist…

Methodology · Statistics 2025-08-13 Eric J Tchetgen Tchetgen

The estimation of the causal effect of an endogenous treatment based on an instrumental variable (IV) is often complicated by attrition, sample selection, or non-response in the outcome of interest. To tackle the latter problem, the latent…

Econometrics · Economics 2020-06-04 Martin Huber

Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct…

Methodology · Statistics 2022-08-05 Baoluo Sun , Yifan Cui , Eric Tchetgen Tchetgen

Nonlinearity and endogeneity are prevalent challenges in causal analysis using observational data. This paper proposes an inference procedure for a nonlinear and endogenous marginal effect function, defined as the derivative of the…

Econometrics · Economics 2024-06-19 Qingliang Fan , Zijian Guo , Ziwei Mei , Cun-Hui Zhang

Laparoscopic surgery has been shown through a number of randomized trials to be an effective form of treatment for cholecystitis. Given this evidence, one natural question for clinical practice is: does the effectiveness of laparoscopic…

Methodology · Statistics 2023-11-09 Matteo Bonvini , Zhenghao Zeng , Miaoqing Yu , Edward H. Kennedy , Luke Keele

Instrumental variables (IVs) are widely used to estimate causal effects in the presence of unobserved confounding between exposure and outcome. An IV must affect the outcome exclusively through the exposure and be unconfounded with the…

We combine two recently proposed nonparametric difference-in-differences methods, extending them to enable the examination of treatment effect heterogeneity in the staggered adoption setting using machine learning. The proposed method,…

Econometrics · Economics 2023-10-19 Julia Hatamyar , Noemi Kreif , Rudi Rocha , Martin Huber

This paper develops a nonparametric model that represents how sequences of outcomes and treatment choices influence one another in a dynamic manner. In this setting, we are interested in identifying the average outcome for individuals in…

Econometrics · Economics 2019-01-16 Sukjin Han

State-level policy studies often conduct heterogeneity analyses that quantify how treatment effects vary across state characteristics. These analyses may be used to inform state-specific policy decisions, or to infer how the effect of a…

Under an endogenous binary treatment with heterogeneous effects and multiple instruments, we propose a two-step procedure for identifying complier groups with identical local average treatment effects (LATE) despite relying on distinct…

Econometrics · Economics 2023-11-01 Nicolas Apfel , Helmut Farbmacher , Rebecca Groh , Martin Huber , Henrika Langen

The estimation of heterogeneous treatment effects in the potential outcome setting is biased when there exists model misspecification or unobserved confounding. As these biases are unobservable, what model to use when remains a critical…

Methodology · Statistics 2024-05-09 Shonosuke Sugasawa , Kosaku Takanashi , Kenichiro McAlinn , Edoardo M. Airoldi

This paper reviews and compares methods to assess treatment effect heterogeneity in the context of parametric regression models. These methods include the standard likelihood ratio tests, bootstrap likelihood ratio tests, and Goeman's…

Applications · Statistics 2026-02-06 Yao Chen , Sophie Sun , Konstantinos Sechidis , Cong Zhang , Torsten Hothorn , Björn Bornkamp
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