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We study the application of the grouped fixed effects approach to binary choice models for panel data in presence of severe complete separation. Through data loss, complete separation may lead to biased estimates of Average Partial Effects…

Econometrics · Economics 2025-11-07 Claudia Pigini , Alessandro Pionati , Francesco Valentini

In finite population causal inference exact randomization tests can be constructed for sharp null hypotheses, i.e. hypotheses which fully impute the missing potential outcomes. Oftentimes inference is instead desired for the weak null that…

Statistics Theory · Mathematics 2021-12-03 Peter L. Cohen , Colin B. Fogarty

Randomized trials typically estimate average relative treatment effects, but decisions on the benefit of a treatment are possibly better informed by more individualized predictions of the absolute treatment effect. In case of a binary…

Methodology · Statistics 2021-08-20 J Hoogland , J IntHout , M Belias , MM Rovers , RD Riley , FE Harrell , KGM Moons , TPA Debray , JB Reitsma

Researchers are often interested in treatment effects on outcomes that are only defined conditional on a post-treatment event status. For example, in a study of the effect of different cancer treatments on quality of life at end of…

Bipartite experiments arise in various fields, in which the treatments are randomized over one set of units, while the outcomes are measured over another separate set of units. However, existing methods often rely on strong model…

Methodology · Statistics 2025-04-16 Sizhu Lu , Lei Shi , Yue Fang , Wenxin Zhang , Peng Ding

Transported mediation effects may contribute to understanding how and why interventions may work differently when applied to new populations. However, we are not aware of any estimators for such effects. Thus, we propose several different…

Methodology · Statistics 2020-06-16 Kara E Rudolph , Jonathan Levy , Mark J van der Laan

We present methods for causally interpretable meta-analyses that combine information from multiple randomized trials to estimate potential (counterfactual) outcome means and average treatment effects in a target population. We consider…

In discrete choice panel data, estimation of average effects is crucial for quantifying the effect of covariates, and for policy evaluation and counterfactual analysis. However, in short panels with individual-specific effects, challenges…

Econometrics · Economics 2026-01-27 Cavit Pakel , Martin Weidner

Micro-randomized trials are commonly conducted for optimizing mobile health interventions such as push notifications for behavior change. In analyzing such trials, causal excursion effects are often of primary interest, and their estimation…

Methodology · Statistics 2024-08-19 Yihan Bao , Lauren Bell , Elizabeth Williamson , Claire Garnett , Tianchen Qian

Identifying covariates that modify treatment effects is a central problem in causal inference. Yet existing data-adaptive procedures do not provide finite-sample control over the expected number of false discoveries, risking spurious…

Methodology · Statistics 2026-05-12 Falco J. Bargagli-Stoffi , Omar Melikechi

Relationship between two popular modeling frameworks of causal inference from observational data, namely, causal graphical model and potential outcome causal model is discussed. How some popular causal effect estimators found in…

Methodology · Statistics 2014-11-03 Priyantha Wijayatunga

In causal inference, it is common to estimate the causal effect of a single treatment variable on an outcome. However, practitioners may also be interested in the effect of simultaneous interventions on multiple covariates of a fixed target…

Methodology · Statistics 2022-11-24 Jaime Roquero Gimenez , Dominik Rothenhäusler

We study treatment-effect estimation using panel data. The treatment may be non-binary, non-absorbing, and the outcome may be affected by treatment lags. We make a parallel-trends assumption, and propose event-study estimators of the effect…

Econometrics · Economics 2026-05-13 Clément de Chaisemartin , Xavier D'Haultfœuille

Applied researchers in biomedicine and related fields are often interested in estimating the causal effect of a treatment or intervention. Although randomized clinical trials are considered the gold standard for establishing causal effects,…

We provide new results for nonparametric identification, estimation, and inference of causal effects using `proxy controls': observables that are noisy but informative proxies for unobserved confounding factors. Our analysis applies to…

Econometrics · Economics 2023-11-22 Ben Deaner

This paper studies the problem of efficient estimation of panel data models in the presence of an increasing number of incidental parameters. We formulate the dynamic panel as a simultaneous equations system, and derive the efficiency bound…

Econometrics · Economics 2025-06-13 Jushan Bai

The goal of a well-controlled study is to remove unwanted variation when estimating the causal effect of the intervention of interest. Experiments conducted in the basic sciences frequently achieve this goal using experimental controls,…

Methodology · Statistics 2021-04-22 Kristen B. Hunter , Kristen Koenig , Marie-Abèle Bind

This paper studies a panel data setting where the goal is to estimate causal effects of an intervention by predicting the counterfactual values of outcomes for treated units, had they not received the treatment. Several approaches have been…

Econometrics · Economics 2019-03-26 Susan Athey , Mohsen Bayati , Guido Imbens , Zhaonan Qu

We study the causal effect with a functional treatment variable, where practical applications often arise in neuroscience, biomedical sciences, etc. Previous research concerning the effect of a functional variable on an outcome is typically…

Methodology · Statistics 2025-05-20 Ruoxu Tan , Wei Huang , Zheng Zhang , Guosheng Yin

Causal effect estimation seeks to determine the impact of an intervention from observational data. However, the existing causal inference literature primarily addresses treatment effects on frequently occurring events. But what if we are…

Machine Learning · Statistics 2025-06-18 Jiyuan Tan , Jose Blanchet , Vasilis Syrgkanis