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We investigate large-sample properties of treatment effect estimators under unknown interference in randomized experiments. The inferential target is a generalization of the average treatment effect estimand that marginalizes over potential…
A recent literature has shown that when adoption of a treatment is staggered and average treatment effects vary across groups and over time, difference-in-differences regression does not identify an easily interpretable measure of the…
Estimating heterogeneous treatment effects has become increasingly important in many fields and life and death decisions are now based on these estimates: for example, selecting a personalized course of medical treatment. Recently, a…
Staggered treatment adoption arises in the evaluation of policy impact and implementation in many settings, including both randomized stepped-wedge trials and non-randomized quasi-experiments with panel data. In both settings, getting an…
We consider estimation and inference of the effects of a policy in the absence of an untreated or control group. We obtain unbiased estimators of individual (heterogeneous) treatment effects and a consistent and asymptotically normal…
The traditional model specification of stepped-wedge cluster-randomized trials assumes a homogeneous treatment effect across time while adjusting for fixed-time effects. However, when treatment effects vary over time, the constant effect…
This paper studies the interactive fixed effects (IFE) estimator in a panel-data setting with heterogeneous treatment effects. We show that, if the treatment-effect heterogeneity admits a linear factor structure, the IFE estimator could…
Treatment effect heterogeneity is of a great concern when evaluating policy impact: "is the treatment Pareto-improving?", "what is the proportion of people who are better off under the treatment?", etc. However, even in the simple case of a…
We propose a new, flexible model for inference of the effect of a binary treatment on a continuous outcome observed over subsequent time periods. The model allows to seperate association due to endogeneity of treatment selection from…
This paper studies identification and estimation of average causal effects, such as average marginal or treatment effects, in fixed effects logit models with short panels. Relating the identified set of these effects to an extremal moment…
When estimating treatment effects, the golden standard is to conduct a randomized experiment and then contrast outcomes associated with the treatment group and the control group. However, in many cases, randomized experiments are either…
Matching estimators for average treatment effects are widely used in the binary treatment setting, in which missing potential outcomes are imputed as the average of observed outcomes of all matches for each unit. With more than two…
In classical study designs, the aim is often to learn about the effects of a treatment or intervention on a single outcome; in many modern studies, however, data on multiple outcomes are collected and it is of interest to explore effects on…
There is a large literature on semiparametric estimation of average treatment effects under unconfounded treatment assignment in settings with a fixed number of covariates. More recently attention has focused on settings with a large number…
Estimating heterogeneous treatment effects is a well-studied topic in the statistics literature. More recently, it has regained attention due to an increasing need for precision medicine as well as the increased use of state-of-art machine…
Practitioners in medicine, business, political science, and other fields are increasingly aware that decisions should be personalized to each patient, customer, or voter. A given treatment (e.g. a drug or advertisement) should be…
In a unified framework, we provide estimators and confidence bands for a variety of treatment effects when the outcome of interest, typically a duration, is subjected to right censoring. Our methodology accommodates average, distributional,…
We study a new model where the potential outcomes, corresponding to the values of a (possibly continuous) treatment, are linked through common factors. The factors can be estimated using a panel of regressors. We propose a procedure to…
In empirical studies with time-to-event outcomes, investigators often leverage observational data to conduct causal inference on the effect of exposure when randomized controlled trial data is unavailable. Model misspecification and lack of…
We consider identification and inference for the average treatment effect and heterogeneous treatment effect conditional on observable covariates in the presence of unmeasured confounding. Since point identification of these treatment…