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Causal inference in observational panel data has become a central concern in economics,policy analysis,and the broader social sciences.To address the core contradiction where traditional difference-in-differences (DID) struggles with…

Machine Learning · Statistics 2025-07-23 Yile Yu , Anzhi Xu , Yi Wang

This paper develops a difference-in-differences (DiD) estimation method that selects the optimal length of pre-trends by minimizing the mean squared error (MSE). Conventional DiD regression models, such as the two-way fixed effects model or…

Econometrics · Economics 2026-05-07 Yamato Igarashi

Causal inference, estimating causal effects from observational data, is a fundamental tool in many disciplines. Of particular importance across a variety of domains is the continuous treatment setting, where the variable of intervention has…

Machine Learning · Computer Science 2026-05-15 Christopher Stith , Medha Barath , Vahid Balazadeh , Jesse C. Cresswell , Rahul G. Krishnan

The instrumental variable (IV) approach is commonly used to infer causal effects in the presence of unmeasured confounding. Existing methods typically aim to estimate the mean causal effects, whereas a few other methods focus on quantile…

Methodology · Statistics 2025-03-13 Anastasiia Holovchak , Sorawit Saengkyongam , Nicolai Meinshausen , Xinwei Shen

Integrating high-dimensional, heterogeneous data from multi-site cohort studies with complex hierarchical structures poses significant feature selection and prediction challenges. We extend the Bayesian Integrative Analysis and Prediction…

Methodology · Statistics 2025-01-30 Aidan Neher , Apostolos Stamenos , Mark Fiecas , Sandra Safo , Thierry Chekouo

In a tie-breaker design (TBD), subjects with high values of a running variable are given some (usually desirable) treatment, subjects with low values are not, and subjects in the middle are randomized. TBDs are intermediate between…

Methodology · Statistics 2025-05-12 Tim P. Morrison , Art B. Owen

There is an increasing interest in estimating heterogeneity in causal effects in randomized and observational studies. However, little research has been conducted to understand heterogeneity in an instrumental variables study. In this work,…

Methodology · Statistics 2021-01-20 Michael Johnson , Jiongyi Cao , Hyunseung Kang

Causal effect estimation from observational data is a crucial but challenging task. Currently, only a limited number of data-driven causal effect estimation methods are available. These methods either provide only a bound estimation of the…

Methodology · Statistics 2020-11-10 Debo Cheng , Jiuyong Li , Lin Liu , Kui Yu , Thuc Duy Lee , Jixue Liu

We consider estimating the conditional average treatment effect for everyone by eliminating confounding and selection bias. Unfortunately, randomized clinical trials (RCTs) eliminate confounding but impose strict exclusion criteria that…

Machine Learning · Statistics 2021-06-15 Eric V. Strobl , Thomas A. Lasko

In economic program evaluation, it is common to obtain panel data in which outcomes are indicators that an individual has reached an absorbing state. For example, they may indicate whether an individual has exited a period of unemployment,…

Econometrics · Economics 2026-05-26 Ben Deaner , Hyejin Ku

We introduce HTAD, a novel model for diagnosis prediction using Electronic Health Records (EHR) represented as Heterogeneous Information Networks. Recent studies on modeling EHR have shown success in automatically learning representations…

Machine Learning · Computer Science 2019-12-24 Anahita Hosseini , Tyler Davis , Majid Sarrafzadeh

This paper establishes sufficient conditions for the identification of the marginal treatment effects with multivalued treatments. Our model is based on a multinomial choice model with utility maximization. Our MTE generalizes the MTE…

Econometrics · Economics 2024-12-30 Toshiki Tsuda

Difference-in-Differences designs with staggered treatment adoption are widely used to study heterogeneous treatment effects across cohorts and time periods. We develop a probabilistic framework for estimating potentially high-dimensional…

Econometrics · Economics 2026-05-22 Siddhartha Chib , Kenichi Shimizu

The regression discontinuity (RD) design is a quasi-experimental design that estimates the causal effects of a treatment by exploiting naturally occurring treatment rules. It can be applied in any context where a particular treatment or…

The regression discontinuity design (RDD) is a quasi-experimental design that can be used to identify and estimate the causal effect of a treatment using observational data. In an RDD, a pre-specified rule is used for treatment assignment,…

Methodology · Statistics 2016-01-05 Panayiota Constantinou , Aidan G. O'Keeffe

The objective is to model longitudinal and survival data jointly taking into account the dependence between the two responses in a real HIV/AIDS dataset using a shared parameter approach inside a Bayesian framework. We propose a linear…

Applications · Statistics 2016-05-02 Rui Martins

Hierarchical random effect models are used for different purposes in clinical research and other areas. In general, the main focus is on population parameters related to the expected treatment effects or group differences among all units of…

Applications · Statistics 2021-04-07 Maryna Prus , Norbert Benda , Rainer Schwabe

Recent methodological developments have introduced new black-box approaches to better estimate heterogeneous treatment effects; however, these methods fall short of providing interpretable characterizations of the underlying individuals who…

Methodology · Statistics 2025-08-19 Melody Huang , Tiffany M. Tang , Ana M. Kenney

An optimal dynamic treatment regime (DTR) is a sequence of decision rules aimed at providing the best course of treatments individualized to patients. While conventional DTR estimation uses longitudinal data, such data can also be…

Methodology · Statistics 2025-02-06 Larry Dong , Eleanor Pullenayegum , Rodolphe Thiébaut , Olli Saarela

Detecting associations between microbial compositions and sample characteristics is one of the most important tasks in microbiome studies. Most of the existing methods apply univariate models to single microbial species separately, with…

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