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Interactive fixed effects are routinely controlled for in linear panel models. While an analogous fixed effects (FE) estimator for nonlinear models has been available in the literature (Chen, Fernandez-Val and Weidner, 2021), it sees much…

Econometrics · Economics 2026-03-25 Andrei Zeleneev , Weisheng Zhang

Consider sensitivity analysis for estimating average treatment effects under unmeasured confounding, assumed to satisfy a marginal sensitivity model. At the population level, we provide new representations for the sharp population bounds…

Methodology · Statistics 2022-09-26 Zhiqiang Tan

We derive fixed effects estimators of parameters and average partial effects in (possibly dynamic) nonlinear panel data models with individual and time effects. They cover logit, probit, ordered probit, Poisson and Tobit models that are…

Methodology · Statistics 2018-12-19 Ivan Fernandez-Val , Martin Weidner

Causal inference in connected populations is non-trivial, because the treatment assignments of units can affect the outcomes of other units via treatment and outcome spillover. Since outcome spillover induces dependence among outcomes,…

Methodology · Statistics 2025-12-25 Subhankar Bhadra , Michael Schweinberger

This paper studies non-separable models with a continuous treatment when the dimension of the control variables is high and potentially larger than the effective sample size. We propose a three-step estimation procedure to estimate the…

Methodology · Statistics 2019-03-07 Liangjun Su , Takuya Ura , Yichong Zhang

Recent methods have been developed to map single-cell lineage statistics to population growth. Because population growth selects for exponentially rare phenotypes, these methods inherently depend on sampling large deviations from finite…

Statistical Mechanics · Physics 2025-01-16 Trevor GrandPre , Ethan Levien , Ariel Amir

Treatment effect estimation is essential for informed decision-making in many fields such as healthcare, economics, and public policy. While flexible machine learning models have been widely applied for estimating heterogeneous treatment…

Machine Learning · Computer Science 2025-09-29 Pascal Memmesheimer , Vincent Heuveline , Jürgen Hesser

The estimation of causal effects is a fundamental goal in the field of causal inference. However, it is challenging for various reasons. One reason is that the exposure (or treatment) is naturally continuous in many real-world scenarios.…

Methodology · Statistics 2023-12-01 Suhwan Bong , Kwonsang Lee

This paper considers the problem of design-based inference for the average treatment effect in finely stratified experiments. Here, by "design-based'' we mean that the only source of uncertainty stems from the randomness in treatment…

Econometrics · Economics 2025-05-08 Yuehao Bai , Xun Huang , Joseph P. Romano , Azeem M. Shaikh , Max Tabord-Meehan

Estimation of causal effects is fundamental in situations were the underlying system will be subject to active interventions. Part of building a causal inference engine is defining how variables relate to each other, that is, defining the…

Methodology · Statistics 2021-03-02 Sergio Garrido , Stanislav S. Borysov , Jeppe Rich , Francisco C. Pereira

The probability of benefit is a valuable and important measure of treatment effect, which has advantages over the average treatment effect. Particularly for an ordinal outcome, it has a better interpretation and can make apparent different…

Methodology · Statistics 2023-05-19 Erin E Gabriel , Michael C Sachs , Andreas Kryger Jensen

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

Scientists regularly pose questions about treatment effects on outcomes conditional on a post-treatment event. However, causal inference in such settings requires care, even in perfectly executed randomized experiments. Recently, the…

Methodology · Statistics 2026-02-19 Chan Park , Mats Stensrud , Eric Tchetgen Tchetgen

This article attempts to offer some perspectives on Bayesian inference for finite population quantities when the units in the population are assumed to exhibit complex dependencies. Beginning with an overview of Bayesian hierarchical…

Methodology · Statistics 2025-09-15 Sudipto Banerjee

This paper is concerned with the selection and estimation of fixed and random effects in linear mixed effects models. We propose a class of nonconcave penalized profile likelihood methods for selecting and estimating important fixed…

Statistics Theory · Mathematics 2012-11-05 Yingying Fan , Runze Li

Cluster randomization trials commonly employ multiple endpoints. When a single summary of treatment effects across endpoints is of primary interest, global hypothesis testing/effect estimation methods represent a common analysis strategy.…

Methodology · Statistics 2025-05-19 E. Davies Smith , V. Jairath , G. Zou

Meta-analysis, by synthesizing effect estimates from multiple studies conducted in diverse settings, stands at the top of the evidence hierarchy in clinical research. Yet, conventional approaches based on fixed- or random-effects models…

The proximal causal inference framework enables the identification and estimation of causal effects in the presence of unmeasured confounding by leveraging two disjoint sets of observed strong proxies: negative control treatments and…

Methodology · Statistics 2025-12-16 Antonio Olivas-Martinez , Peter B. Gilbert , Andrea Rotnitzky

We consider treatment-effect estimation with a two-periods panel, where units are untreated at period one, and receive strictly positive doses at period two. First, we consider designs with some quasi-untreated units, with a period-two dose…

Econometrics · Economics 2026-04-02 Clément de Chaisemartin , Diego Ciccia , Xavier D'Haultfœuille , Felix Knau

We study how to efficiently estimate average treatment effects (ATEs) using adaptive experiments. In adaptive experiments, experimenters sequentially assign treatments to experimental units while updating treatment assignment probabilities…

Machine Learning · Statistics 2025-02-21 Masahiro Kato , Takuya Ishihara , Junya Honda , Yusuke Narita
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