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This paper investigates the case of interference, when a unit's treatment also affects other units' outcome. When interference is at work, policy evaluation mostly relies on the use of randomized experiments under cluster interference and…

Methodology · Statistics 2023-06-13 Laura Forastiere , Davide Del Prete , Valerio Leone Sciabolazza

Synthetic control methods are widely used to estimate the treatment effect on a single treated unit in time-series settings. A common approach to estimate synthetic control weights is to regress the treated unit's pre-treatment outcome and…

Methodology · Statistics 2025-03-06 Chan Park , Eric Tchetgen Tchetgen

We consider the asymptotic properties of the Synthetic Control (SC) estimator when both the number of pre-treatment periods and control units are large. If potential outcomes follow a linear factor model, we provide conditions under which…

Econometrics · Economics 2020-05-27 Bruno Ferman

Synthetic control methods are widely used for policy evaluation, but most existing approaches rule out interference among units, compromising validity when such effects are present. We develop a framework that accommodates contaminated…

Methodology · Statistics 2026-02-03 Peiyu He , Yilin Li , Xu Shi , Wang Miao

Synthetic control methods can produce misleading counterfactual predictions when outcome series contain unit-specific stochastic trends, a common feature of nonstationary macroeconomic data. Existing remedies, such as pre-filtering or…

Econometrics · Economics 2026-05-21 Ziyi Liu , Yiqing Xu

When constructing a model to estimate the causal effect of a treatment, it is necessary to control for other factors which may have confounding effects. Because the ignorability assumption is not testable, however, it is usually unclear…

Methodology · Statistics 2022-09-07 Spencer Woody , Carlos M. Carvalho , Jared S. Murray

This paper is a survey of recent contributions on estimation in stochastic differential equations with mixed-effects. These models involve N stochastic differential equations with common drift and diffusion functions but random parameters…

Statistics Theory · Mathematics 2020-09-17 Maud Delattre

In most real-world systems units are interconnected and can be represented as networks consisting of nodes and edges. For instance, in social systems individuals can have social ties, family or financial relationships. In settings where…

Methodology · Statistics 2018-07-31 Laura Forastiere , Fabrizia Mealli , Albert Wu , Edoardo Airoldi

We propose principled prediction intervals to quantify the uncertainty of a large class of synthetic control predictions (or estimators) in settings with staggered treatment adoption, offering precise non-asymptotic coverage probability…

Econometrics · Economics 2025-02-04 Matias D. Cattaneo , Yingjie Feng , Filippo Palomba , Rocio Titiunik

Understanding treatment effect heterogeneity has become increasingly important in many fields. In this paper we study distributions and quantiles of individual treatment effects to provide a more comprehensive and robust understanding of…

Methodology · Statistics 2026-03-31 Zhe Chen , Xinran Li

The synthetic control method (SCM) is a widely used tool for evaluating causal effects of policy changes in panel data settings. Recent studies have extended its framework to accommodate complex outcomes that take values in metric spaces,…

Methodology · Statistics 2026-01-13 Ryo Okano , Daisuke Kurisu

The synthetic control method offers a way to quantify the effect of an intervention using weighted averages of untreated units to approximate the counterfactual outcome that the treated unit(s) would have experienced in the absence of the…

Methodology · Statistics 2022-10-12 Matias D. Cattaneo , Yingjie Feng , Filippo Palomba , Rocio Titiunik

The synthetic control method (SCM) has become a popular tool for estimating causal effects in policy evaluation, where a single treated unit is observed, and a heterogeneous set of untreated units with pre- and post-policy change data are…

Methodology · Statistics 2023-08-21 Jizhou Liu , Eric J. Tchetgen Tchetgen , Carlos Varjão

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

Indirect experiments provide a valuable framework for estimating treatment effects in situations where conducting randomized control trials (RCTs) is impractical or unethical. Unlike RCTs, indirect experiments estimate treatment effects by…

Machine Learning · Computer Science 2023-12-06 Yash Chandak , Shiv Shankar , Vasilis Syrgkanis , Emma Brunskill

Classical causal inference assumes treatments meant for a given unit do not have an effect on other units. This assumption is violated in interference problems, where new types of spillover causal effects arise, and causal inference becomes…

Methodology · Statistics 2024-09-30 Ilya Shpitser , Chan Park , Eric Tchetgen Tchetgen , Ryan Andrews

Uncertainty quantification is a fundamental problem in the analysis and interpretation of synthetic control (SC) methods. We develop conditional prediction intervals in the SC framework, and provide conditions under which these intervals…

Methodology · Statistics 2021-09-09 Matias D. Cattaneo , Yingjie Feng , Rocio Titiunik

In many observational studies, researchers are often interested in studying the effects of multiple exposures on a single outcome. Standard approaches for high-dimensional data such as the lasso assume the associations between the exposures…

Methodology · Statistics 2025-11-06 Dingke Tang , Dehan Kong , Linbo Wang

In this article we propose a set of simple principles to guide empirical practice in synthetic control studies. The proposed principles follow from formal properties of synthetic control estimators, and pertain to the nature, implications,…

Methodology · Statistics 2022-03-15 Alberto Abadie , Jaume Vives-i-Bastida

This article extends the widely-used synthetic controls estimator for evaluating causal effects of policy changes to quantile functions. The proposed method provides a geometrically faithful estimate of the entire counterfactual quantile…

Econometrics · Economics 2022-01-03 Florian Gunsilius