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In many experimental or quasi-experimental studies, outcomes of interest are only observed for subjects who select (or are selected) to engage in the activity generating the outcome. Outcome data is thus endogenously missing for units who…

Methodology · Statistics 2026-01-14 Cyrus Samii , Ye Wang , Junlong Aaron Zhou

This study investigates the identification power gained by combining experimental data, in which treatment is randomized, with observational data, in which treatment is self-selected, for distributional treatment effect (DTE) parameters.…

Econometrics · Economics 2026-04-24 Shosei Sakaguchi

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

This paper provides a nonparametric framework for causal inference with categorical outcomes under binary treatment and binary instrument settings. I decompose the observed joint probability of outcomes and treatment into marginal…

Econometrics · Economics 2025-11-11 Onil Boussim

We propose a method for defining, identifying, and estimating the marginal treatment effect (MTE) without imposing the instrumental variable (IV) assumptions of independence, exclusion, and separability (or monotonicity). Under a new…

Econometrics · Economics 2026-03-02 Zhewen Pan , Zhengxin Wang , Junsen Zhang , Yahong Zhou

In sequential causal inference, one estimates the causal net effect of treatment in treatment sequence on an outcome after last treatment in the presence of time-dependent covariates between treatments, improves the estimation by the…

Methodology · Statistics 2014-11-18 Li Yin , Xiaoqin Wang

Dynamic treatment regimes in oncology and other disease areas often can be characterized by an alternating sequence of treatments or other actions and transition times between disease states. The sequence of transition states may vary…

Applications · Statistics 2015-11-17 Yanxun Xu , Peter Mueller , Abdus S. Wahed , Peter F. Thall

We develop a marginal treatment effect based method to learn about causal effects in multiple treatment models with discrete instruments. We allow selection into treatment to be governed by a general class of threshold crossing models that…

Econometrics · Economics 2026-01-21 Vishal Kamat , Samuel Norris , Matthew Pecenco

In nonlinear panel data models, fixed effects methods are often criticized because they cannot identify average marginal effects (AMEs) in short panels. The common argument is that identifying AMEs requires knowledge of the distribution of…

Econometrics · Economics 2024-07-08 Victor Aguirregabiria , Jesus M. Carro

Triple difference designs have become increasingly popular in empirical economics. The advantage of a triple difference design is that, within a treatment group, it allows for another subgroup of the population -- potentially less impacted…

Econometrics · Economics 2025-06-04 Laura Caron

Heterogeneous treatment effects are driven by treatment effect modifiers, pre-treatment covariates that modify the effect of a treatment on an outcome. Current approaches for uncovering these variables are limited to low-dimensional data,…

Methodology · Statistics 2024-11-12 Philippe Boileau , Ning Leng , Nima S. Hejazi , Mark van der Laan , Sandrine Dudoit

This paper discusses identification, estimation, and inference on dynamic local average treatment effects (LATEs) in instrumental variables (IVs) settings. First, we show that compliers--observations whose treatment status is affected by…

Econometrics · Economics 2025-09-17 Alessandro Casini , Adam McCloskey , Luca Rolla , Raimondo Pala

Optimal treatment regimes are personalized policies for making a treatment decision based on subject characteristics, with the policy chosen to maximize some value. It is common to aim to maximize the mean outcome in the population, via a…

Methodology · Statistics 2022-02-28 Liu Leqi , Edward H. Kennedy

For observational studies, we study the sensitivity of causal inference when treatment assignments may depend on unobserved confounders. We develop a loss minimization approach for estimating bounds on the conditional average treatment…

Methodology · Statistics 2022-03-11 Steve Yadlowsky , Hongseok Namkoong , Sanjay Basu , John Duchi , Lu Tian

We generalize the potential outcome framework to time series with an intervention by defining causal effects on stochastic processes. Interventions in dynamic systems alter not only outcome levels but also evolutionary dynamics -- changing…

In observational studies, treatments are typically not randomized and therefore estimated treatment effects may be subject to confounding bias. The instrumental variable (IV) design plays the role of a quasi-experimental handle since the IV…

Methodology · Statistics 2016-08-30 Lan Liu , Wang Miao , Baoluo Sun , James Robins , Eric Tchetgen Tchetgen

In causal inference about two treatments, Conditional Average Treatment Effects (CATEs) play an important role as a quantity representing an individualized causal effect, defined as a difference between the expected outcomes of the two…

Econometrics · Economics 2023-10-26 Masahiro Kato , Masaaki Imaizumi

This paper considers the identification of treatment effects on conditional transition probabilities. We show that even under random assignment only the instantaneous average treatment effect is point identified. Since treated and control…

Econometrics · Economics 2017-09-27 Johan Vikström , Geert Ridder , Martin Weidner

This article proposes different tests for treatment effect heterogeneity when the outcome of interest, typically a duration variable, may be right-censored. The proposed tests study whether a policy 1) has zero distributional (average)…

Methodology · Statistics 2020-02-19 Pedro H. C. Sant'Anna

In personalised decision making, evidence is required to determine whether an action (treatment) is suitable for an individual. Such evidence can be obtained by modelling treatment effect heterogeneity in subgroups. The existing…

Methodology · Statistics 2022-06-24 Jiuyong Li , Lin Liu , Shisheng Zhang , Saisai Ma , Thuc Duy Le , Jixue Liu