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Heterogeneous treatment effect models allow us to compare treatments at subgroup and individual levels, and are of increasing popularity in applications like personalized medicine, advertising, and education. In this talk, we first survey…

Methodology · Statistics 2022-01-28 Zijun Gao , Trevor Hastie

State-level policy evaluations commonly employ a difference-in-differences (DID) study design; yet within this framework, statistical model specification varies notably across studies. Motivated by applied state-level opioid policy…

The method of difference-in-differences (DID) is widely used to study the causal effect of policy interventions in observational studies. DID employs a before and after comparison of the treated and control units to remove bias due to…

Methodology · Statistics 2022-06-15 Ting Ye , Luke Keele , Raiden Hasegawa , Dylan S. Small

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

Model informed precision dosing (MIPD) is a Bayesian framework to individualize drug therapy based on prior knowledge and patient-specific monitoring data. Typically, prior knowledge results from controlled clinical trials with a more…

Computation · Statistics 2025-05-27 Franziska Thoma , Niklas Hartung , Manfred Opper , Wilhelm Huisinga

Quasi-experimental causal inference methods have become central in empirical operations management for guiding managerial decisions. Among these, empiricists utilize the Difference-in-Differences (DiD) estimator, which relies on the…

Methodology · Statistics 2026-05-13 Mingxuan Ge , Dae Woong Ham

The difference-in-differences (DID) design is widely used in observational studies to estimate the causal effect of a treatment when repeated observations over time are available. Yet, almost all existing methods assume linearity in the…

Applications · Statistics 2020-09-29 Soichiro Yamauchi

Estimating how a treatment affects units individually, known as heterogeneous treatment effect (HTE) estimation, is an essential part of decision-making and policy implementation. The accumulation of large amounts of data in many domains,…

Machine Learning · Computer Science 2022-06-28 Christopher Tran , Elena Zheleva

Causal effect estimation for dynamic treatment regimes (DTRs) contributes to sequential decision making. However, censoring and time-dependent confounding under DTRs are challenging as the amount of observational data declines over time due…

Machine Learning · Statistics 2021-09-27 Adi Lin , Jie Lu , Junyu Xuan , Fujin Zhu , Guangquan Zhang

Difference-in-differences (DID) is a widely used quasi-experimental design for causal inference, traditionally applied to scalar or Euclidean outcomes, while extensions to outcomes residing in non-Euclidean spaces remain limited. Existing…

Methodology · Statistics 2025-01-30 Yidong Zhou , Daisuke Kurisu , Taisuke Otsu , Hans-Georg Müller

This paper introduces the Difference-in-Differences Bayesian Causal Forest (DiD-BCF), a novel non-parametric model addressing key challenges in DiD estimation, such as staggered adoption and heterogeneous treatment effects. DiD-BCF provides…

Methodology · Statistics 2025-06-10 Hugo Gobato Souto , Francisco Louzada Neto

We present a Bayesian procedure for estimation of pairwise intervention effects in a high-dimensional system of categorical variables. We assume that we have observational data generated from an unknown causal Bayesian network for which…

Methodology · Statistics 2025-07-02 Vera Kvisgaard , Johan Pensar

This paper introduces a novel approach for estimating heterogeneous treatment effects of binary treatment in panel data, particularly focusing on short panel data with large cross-sectional data and observed confoundings. In contrast to…

Methodology · Statistics 2024-06-05 Meijia Wang , Ignacio Martinez , P. Richard Hahn

In response to the increasing complexity of policy environments and the proliferation of high-dimensional data, this paper introduces the S-DIDML estimator a framework grounded in structure and semiparametrically flexible for causal…

Methodology · Statistics 2025-07-15 Yile Yu , Anzhi Xu

Regression discontinuity designs (RDD) are widely used for causal inference. In many empirical applications, treatment effects vary substantially with covariates, and ignoring such heterogeneity can lead to misleading conclusions, which…

Methodology · Statistics 2026-03-05 Daisuke Kondo , Shonosuke Sugasawa

This paper studies identification and estimation of the average treatment effect on the treated (ATT) in difference-in-difference (DID) designs when the variable that classifies individuals into treatment and control groups (treatment…

Econometrics · Economics 2022-08-05 Akanksha Negi , Digvijay Singh Negi

This paper studies Difference-in-Differences (DiD) setups with repeated cross-sectional data and potential compositional changes across time periods. We begin our analysis by deriving the efficient influence function and the semiparametric…

Econometrics · Economics 2025-11-17 Pedro H. C. Sant'Anna , Qi Xu

Violations of the parallel trends assumption pose significant challenges for causal inference in difference-in-differences (DiD) studies, especially in policy evaluations where pre-treatment dynamics and external shocks may bias estimates.…

Methodology · Statistics 2025-08-06 Seong Woo Han , Nandita Mitra , Gary Hettinger , Arman Oganisian

Treatment effects of stochastic policy shifts quantify differences in outcomes across counterfactual scenarios with varying treatment distributions. Stochastic policy shifts may be of interest in settings where it is unrealistic or…

Methodology · Statistics 2026-03-31 Michael Jetsupphasuk , Chenwei Fang , Didong Li , Michael G. Hudgens

This paper considers identification and estimation of causal effect parameters from participating in a binary treatment in a difference in differences (DID) setup when the parallel trends assumption holds after conditioning on observed…

Econometrics · Economics 2024-06-25 Carolina Caetano , Brantly Callaway , Stroud Payne , Hugo Sant'Anna Rodrigues