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Estimating treatment effects, especially individualized treatment effects (ITE), using observational data is challenging due to the complex situations of confounding bias. Existing approaches for estimating treatment effects from…
High-dimensional data can be useful for causal inference by providing many confounders that may bolster the plausibility of the ignorability assumption. Propensity score methods are powerful tools for causal inference, are popular in health…
The estimation of causal treatment effects from observational data is a fundamental problem in causal inference. To avoid bias, the effect estimator must control for all confounders. Hence practitioners often collect data for as many…
Selection of covariates is crucial in the estimation of average treatment effects given observational data with high or even ultra-high dimensional pretreatment variables. Existing methods for this problem typically assume sparse linear…
Randomized experimentation (also known as A/B testing or bucket testing) is widely used in the internet industry to measure the metric impact obtained by different treatment variants. A/B tests identify the treatment variant showing the…
Understanding treatment effect heterogeneity is vital for scientific and policy research. However, identifying and evaluating heterogeneous treatment effects pose significant challenges due to the typically unknown subgroup structure.…
In this paper we study the problems of estimating heterogeneity in causal effects in experimental or observational studies and conducting inference about the magnitude of the differences in treatment effects across subsets of the…
We propose a new method to estimate causal effects from nonexperimental data. Each pair of sample units is first associated with a stochastic 'treatment' - differences in factors between units - and an effect - a resultant outcome…
This paper studies the identification, estimation, and inference of long-term (binary) treatment effect parameters when balanced panel data is not available, or consists of only a subset of the available data. We develop a new estimator:…
For non-randomized studies, the regression discontinuity design (RDD) can be used to identify and estimate causal effects from a "locally-randomized" subgroup of subjects, under relatively mild conditions. However, current models focus…
Causal inference has received great attention across different fields from economics, statistics, education, medicine, to machine learning. Within this area, inferring causal effects at individual level in observational studies has become…
Difference-in-differences is based on a parallel trends assumption, which states that changes over time in average potential outcomes are independent of treatment assignment, possibly conditional on covariates. With time-varying treatments,…
We present the \textit{hierarchical Dirichlet scaling process} (HDSP), a Bayesian nonparametric mixed membership model. The HDSP generalizes the hierarchical Dirichlet process (HDP) to model the correlation structure between metadata in the…
We study the problem of inferring heterogeneous treatment effects from time-to-event data. While both the related problems of (i) estimating treatment effects for binary or continuous outcomes and (ii) predicting survival outcomes have been…
Modern heterogeneity-robust difference-in-differences estimators derive their asymptotic properties under iid, cluster, or fixed-design frameworks that abstract from complex survey sampling, yet practitioners routinely apply them to…
In this work, we consider causal inference in various high-dimensional treatment settings, including for single multi-valued treatments and vector treatments with binary or continuous components, when the number of treatments can be…
Under what circumstances is it a threat to the parallel trends assumption required for Difference in Differences (DiD) studies if treatment decisions are based on past values of the outcome? We explore via simulation studies whether…
This paper develops a performant Bayesian approach to conditional average treatment effect (CATE) estimation in regression discontinuity designs (RDD), an increasingly prevalent form of quasi-experiment that facilitates causal inference.…
This paper examines the identification and estimation of heterogeneous treatment effects in event studies, emphasizing the importance of both lagged dependent variables and treatment effect heterogeneity. We show that omitting lagged…
This paper studies the identification of causal effects of a continuous treatment using a new difference-in-difference strategy. Our approach allows for endogeneity of the treatment, and employs repeated cross-sections. It requires an…