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In many scientific studies, it is of interest to determine whether an exposure has a causal effect on an outcome. In observational studies, this is a challenging task due to the presence of confounding variables that affect both the…

Methodology · Statistics 2020-10-07 Ted Westling

This paper studies inference in randomized controlled trials with covariate-adaptive randomization when there are multiple treatments. More specifically, we study inference about the average effect of one or more treatments relative to…

Econometrics · Economics 2019-01-21 Federico A. Bugni , Ivan A. Canay , Azeem M. Shaikh

In a unified framework, we provide estimators and confidence bands for a variety of treatment effects when the outcome of interest, typically a duration, is subjected to right censoring. Our methodology accommodates average, distributional,…

Methodology · Statistics 2017-10-04 Pedro H. C. Sant'Anna

We propose a new method for studying environments with unobserved individual heterogeneity. Based on model-implied pairwise inequalities, the method classifies individuals in the sample into groups defined by discrete unobserved…

Econometrics · Economics 2020-11-19 Elena Krasnokutskaya , Kyungchul Song , Xun Tang

The Predictive Approaches to Treatment Effect Heterogeneity statement focused on baseline risk as a robust predictor of treatment effect and provided guidance on risk-based assessment of treatment effect heterogeneity in the RCT setting.…

We propose a doubly robust approach to characterizing treatment effect heterogeneity in observational studies. We develop a frequentist inferential procedure that utilizes posterior distributions for both the propensity score and outcome…

Methodology · Statistics 2022-07-21 Heejun Shin , Joseph Antonelli

This article presents identification results for the marginal treatment effect (MTE) when there is sample selection. We show that the MTE is partially identified for individuals who are always observed regardless of treatment, and derive…

Econometrics · Economics 2021-12-15 Otávio Bartalotti , Désiré Kédagni , Vitor Possebom

We study the identification of heterogeneous, intertemporal treatment effects (TE) when potential outcomes depend on past treatments. First, applying a dynamic panel data model to observed outcomes, we show that an instrumental variable…

Econometrics · Economics 2025-09-09 Philip Marx , Elie Tamer , Xun Tang

We provide an inferential framework to assess variable importance for heterogeneous treatment effects. This assessment is especially useful in high-risk domains such as medicine, where decision makers hesitate to rely on black-box treatment…

Methodology · Statistics 2026-05-11 Pawel Morzywolek , Peter B. Gilbert , Alex Luedtke

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…

Econometrics · Economics 2026-01-14 Shoya Ishimaru

Performing causal inference in observational studies requires we assume confounding variables are correctly adjusted for. G-computation methods are often used in these scenarios, with several recent proposals using Bayesian versions of…

Methodology · Statistics 2021-10-25 Daniel Daly-Grafstein , Paul Gustafson

In this paper, we propose a doubly robust method to present the heterogeneity of the average treatment effect with respect to observed covariates of interest. We consider a situation where a large number of covariates are needed for…

Methodology · Statistics 2017-11-27 Sokbae Lee , Ryo Okui , Yoon-Jae Whang

We study causal inference in sample selection models where a continuous or multivalued treatment affects both outcome and their observability (eg., employment or survey response). We generalized the widely used Lee (2009)'s bounds for…

Econometrics · Economics 2025-10-29 Ying-Ying Lee , Chu-An Liu

Estimating heterogeneous treatment effects across individuals has attracted growing attention as a statistical tool for performing critical decision-making. We propose a Bayesian inference framework that quantifies the uncertainty in…

Methodology · Statistics 2023-12-19 Shunsuke Horii , Yoichi Chikahara

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

We propose a new estimator for heterogeneous treatment effects in a partially linear model (PLM) with multiple exogenous covariates and a potentially endogenous treatment variable. Our approach integrates a Robinson transformation to handle…

Econometrics · Economics 2024-10-04 Xiaolin Sun

Randomized controlled experiment has long been accepted as the golden standard for establishing causal link and estimating causal effect in various scientific fields. Average treatment effect is often used to summarize the effect…

Applications · Statistics 2016-10-14 Alex Deng , Pengchuan Zhang , Shouyuan Chen , Dong Woo Kim , Jiannan Lu

This paper concerns robust inference on average treatment effects following model selection. In the selection on observables framework, we show how to construct confidence intervals based on a doubly-robust estimator that are robust to…

Statistics Theory · Mathematics 2018-04-13 Max H. Farrell

Analyses of heterogeneous treatment effects (HTE) are common in applied causal inference research. However, when outcomes are latent variables assessed via psychometric instruments such as educational tests, standard methods ignore the…

We develop a general estimation and inference procedure for the common parameters in linear panel data regression models with nonparametric two-way specification of unobserved heterogeneity. The procedure takes as input any first-step…

Econometrics · Economics 2026-05-08 Hugo Freeman , Dennis Kristensen
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