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This paper studies the estimation and inference of treatment effects in panel data settings when treatments change dynamically over time. We propose a balancing method that allows for (i) treatments to be assigned dynamically over time…

Econometrics · Economics 2026-02-24 Davide Viviano , Jelena Bradic

Non-randomized treatment effect models are widely used for the assessment of treatment effects in various fields and in particular social science disciplines like political science, psychometry, psychology. More specifically, these are…

Methodology · Statistics 2021-12-02 Debarghya Mukherjee , Moulinath Banerjee , Ya'acov Ritov

This study proposes a new Bayesian approach to infer binary treatment effects. The approach treats counterfactual untreated outcomes as missing observations and infers them by completing a matrix composed of realized and potential untreated…

Methodology · Statistics 2021-04-20 Masahiro Tanaka

The synthetic controls (SC) methodology is a prominent tool for policy evaluation in panel data applications. Researchers commonly justify the SC framework with a low-rank matrix factor model that assumes the potential outcomes are…

Econometrics · Economics 2024-08-27 Anish Agarwal , Devavrat Shah , Dennis Shen

We propose robust methods for inference on the effect of a treatment variable on a scalar outcome in the presence of very many controls. Our setting is a partially linear model with possibly non-Gaussian and heteroscedastic disturbances.…

Methodology · Statistics 2017-10-05 Alexandre Belloni , Victor Chernozhukov , Christian Hansen

We investigate large-sample properties of treatment effect estimators under unknown interference in randomized experiments. The inferential target is a generalization of the average treatment effect estimand that marginalizes over potential…

Statistics Theory · Mathematics 2019-10-25 Fredrik Sävje , Peter M. Aronow , Michael G. Hudgens

Estimating heterogeneous treatment effects is an important problem across many domains. In order to accurately estimate such treatment effects, one typically relies on data from observational studies or randomized experiments. Currently,…

Machine Learning · Statistics 2022-02-28 Tobias Hatt , Jeroen Berrevoets , Alicia Curth , Stefan Feuerriegel , Mihaela van der Schaar

This paper presents a general difference-in-differences framework for identifying path-dependent treatment effects when treatment histories are partially observed. We introduce a novel robust estimator that adjusts for missing histories…

Econometrics · Economics 2025-06-18 Akanksha Negi , Didier Nibbering

Effect modification occurs when the effect of the treatment on an outcome varies according to the level of other covariates and often has important implications in decision making. When there are tens or hundreds of covariates, it becomes…

Methodology · Statistics 2021-11-23 Qingyuan Zhao , Dylan S. Small , Ashkan Ertefaie

Unobserved heterogeneous treatment effects have been emphasized in the recent policy evaluation literature (see e.g., Heckman and Vytlacil, 2005). This paper proposes a nonparametric test for unobserved heterogeneous treatment effects in a…

Econometrics · Economics 2021-08-17 Yu-Chin Hsu , Ta-Cheng Huang , Haiqing Xu

We investigate the estimation of the causal effect of a treatment variable on an outcome in the presence of a latent confounder. We first show that the causal effect is identifiable under certain conditions when data is available from…

Artificial Intelligence · Computer Science 2025-06-16 Yaroslav Kivva , Sina Akbari , Saber Salehkaleybar , Negar Kiyavash

Instrumental variable methods are fundamental to causal inference when treatment assignment is confounded by unobserved variables. In this article, we develop a general nonparametric causal framework for identification and learning with…

Methodology · Statistics 2026-02-10 Shuyuan Chen , Peng Zhang , Yifan Cui

Treatment effect estimation is a fundamental problem in causal inference. We focus on designing efficient randomized controlled trials, to accurately estimate the effect of some treatment on a population of $n$ individuals. In particular,…

Machine Learning · Computer Science 2022-10-14 Raghavendra Addanki , David Arbour , Tung Mai , Cameron Musco , Anup Rao

Synthetic control (SC) methods are commonly used to estimate the treatment effect on a single treated unit in panel data settings. An SC is a weighted average of control units built to match the treated unit, with weights typically…

Methodology · Statistics 2023-02-21 Xu Shi , Kendrick Li , Wang Miao , Mengtong Hu , Eric Tchetgen Tchetgen

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

Randomized experiments (a.k.a. A/B tests) are a powerful tool for estimating treatment effects, to inform decisions making in business, healthcare and other applications. In many problems, the treatment has a lasting effect that evolves…

Machine Learning · Computer Science 2022-10-17 Ziyang Tang , Yiheng Duan , Stephanie Zhang , Lihong Li

Most causal inference methods consider counterfactual variables under interventions that set the treatment deterministically. With continuous or multi-valued treatments or exposures, such counterfactuals may be of little practical interest…

Methodology · Statistics 2021-07-07 Iván Díaz , Nicholas Williams , Katherine L. Hoffman , Edward J. Schenck

Multivalued treatment models have typically been studied under restrictive assumptions: ordered choice, and more recently unordered monotonicity. We show how treatment effects can be identified in a more general class of models that allows…

Econometrics · Economics 2018-05-02 Sokbae Lee , Bernard Salanié

A new meta-algorithm for estimating the conditional average treatment effects is proposed in the paper. The main idea underlying the algorithm is to consider a new dataset consisting of feature vectors produced by means of concatenation of…

Machine Learning · Statistics 2019-09-10 Lev V. Utkin , Mikhail V. Kots , Viacheslav S. Chukanov

We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…

Econometrics · Economics 2024-07-24 Undral Byambadalai , Tatsushi Oka , Shota Yasui