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Researchers are often challenged with assessing the impact of an intervention on an outcome of interest in situations where the intervention is non-randomised, the intervention is only applied to one or few units, the intervention is…

In this paper, we introduce the direct potential outcome system as a framework for analyzing dynamic causal effects of assignments on outcomes in observational time series settings. We provide conditions under which common predictive time…

Econometrics · Economics 2025-01-23 Ashesh Rambachan , Neil Shephard

The standard approach to causal modelling especially in social and health sciences is the potential outcomes framework due to Neyman and Rubin. In this framework, observations are thought to be drawn from a distribution over variables of…

Methodology · Statistics 2025-07-18 Benedikt Höltgen , Robert C. Williamson

This paper studies estimation of causal effects in a panel data setting. We introduce a new estimator, the Triply RObust Panel (TROP) estimator, that combines (i) a flexible model for the potential outcomes based on a low-rank factor…

Methodology · Statistics 2026-02-11 Susan Athey , Guido Imbens , Zhaonan Qu , Davide Viviano

Recent work on dynamic interventions has greatly expanded the range of causal questions researchers can study while weakening identifying assumptions and yielding effects that are more practically relevant. However, most work in dynamic…

Methodology · Statistics 2019-07-10 Jacqueline A Mauro , Edward H Kennedy , Daniel Nagin

When studying treatment effects in multilevel studies, investigators commonly use (semi-)parametric estimators, which make strong parametric assumptions about the outcome, the treatment, and/or the correlation structure between study units…

Methodology · Statistics 2022-05-12 Chan Park , Hyunseung Kang

Understanding treatment effect heterogeneity has become increasingly important in many fields. In this paper we study distributions and quantiles of individual treatment effects to provide a more comprehensive and robust understanding of…

Methodology · Statistics 2026-03-31 Zhe Chen , Xinran Li

Doubly robust estimators of causal effects are a popular means of estimating causal effects. Such estimators combine an estimate of the conditional mean of the outcome given treatment and confounders (the so-called outcome regression) with…

Methodology · Statistics 2019-01-17 David Benkeser , Weixin Cai , Mark J van der Laan

Empirical economists are often deterred from the application of fixed effects binary choice models mainly for two reasons: the incidental parameter problem and the computational challenge even in moderately large panels. Using the example…

Econometrics · Economics 2020-10-27 Daniel Czarnowske , Amrei Stammann

We introduce novel estimators for quantile causal effects with high dimensional panel data (large $N$ and $T$), where only one or a few units are affected by the intervention or policy. Our method extends the generalized synthetic control…

Methodology · Statistics 2025-06-19 Yihong Xu , Li Zheng

In settings where interference between units is possible, we define the prevalence of indirect effects to be the number of units who are affected by the treatment of others. This quantity does not fully identify an indirect effect, but may…

Methodology · Statistics 2024-01-18 David Choi

We develop new semiparametric methods for estimating treatment effects. We focus on settings where the outcome distributions may be thick tailed, where treatment effects may be small, where sample sizes are large and where assignment is…

Methodology · Statistics 2023-08-24 Susan Athey , Peter J. Bickel , Aiyou Chen , Guido W. Imbens , Michael Pollmann

Typical causal effects are defined based on the marginal distribution of potential outcomes. However, many real-world applications require causal estimands involving the joint distribution of potential outcomes to enable more nuanced…

Methodology · Statistics 2026-04-17 Peng Wu , Xiaojie Mao

Cluster-randomized trials (CRTs) are widely used to evaluate group-level interventions and increasingly collect multiple outcomes capturing complementary dimensions of benefit and risk. Investigators often seek a single global summary of…

Methodology · Statistics 2026-01-22 Xinyuan Chen , Fan Li

Many outcomes of interest in the social and health sciences, as well as in modern applications in computational social science and experimentation on social media platforms, are ordinal and do not have a meaningful scale. Causal analyses…

Methodology · Statistics 2015-01-07 Alexander Volfovsky , Edoardo M. Airoldi , Donald B. Rubin

We study identification and estimation of causal effects in settings with panel data. Traditionally researchers follow model-based identification strategies relying on assumptions governing the relation between the potential outcomes and…

Econometrics · Economics 2022-02-18 Dmitry Arkhangelsky , Guido W. Imbens

Generalizing causal estimates in randomized experiments to a broader target population is essential for guiding decisions by policymakers and practitioners in the social and biomedical sciences. While recent papers developed various…

Methodology · Statistics 2021-11-03 Melody Huang , Naoki Egami , Erin Hartman , Luke Miratrix

Many research questions involve time-to-event outcomes that can be prevented from occurring due to competing events. In these settings, we must be careful about the causal interpretation of classical statistical estimands. In particular,…

Methodology · Statistics 2020-09-01 Torben Martinussen , Mats Julius Stensrud

Causal identification of treatment effects for infectious disease outcomes in interconnected populations is challenging because infection outcomes may be transmissible to others, and treatment given to one individual may affect others'…

Methodology · Statistics 2021-05-11 Xiaoxuan Cai , Eben Kenah , Forrest W. Crawford

This paper introduces a new fixed effects estimator for linear panel data models with clustered time patterns of unobserved heterogeneity. The method avoids non-convex and combinatorial optimization by combining a preliminary consistent…

Econometrics · Economics 2025-04-21 Martin Mugnier