Related papers: Difference-in-Differences Estimators of Intertempo…
Estimating how a treatment affects different individuals, known as heterogeneous treatment effect estimation, is an important problem in empirical sciences. In the last few years, there has been a considerable interest in adapting machine…
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…
Understanding treatment effect heterogeneity is vital to many scientific fields because the same treatment may affect different individuals differently. Quantile regression provides a natural framework for modeling such heterogeneity. We…
Recent work has focused on nonparametric estimation of conditional treatment effects, but inference has remained relatively unexplored. We propose a class of nonparametric tests for both quantitative and qualitative treatment effect…
Many interventions are both beneficial to initiate and harmful to stop. Traditionally, to determine whether to deploy that intervention in a time-limited way depends on if, on average, the increase in the benefits of starting it outweigh…
Applied work often studies the effect of a binary variable ("treatment") using linear models with additive effects. I study the interpretation of the OLS estimands in such models when treatment effects are heterogeneous. I show that the…
This paper focuses on estimating the coefficients and average partial effects of observed regressors in nonlinear panel data models with interactive fixed effects, using the common correlated effects (CCE) framework. The proposed two-step…
This paper provides a new approach for identifying and estimating the Average Treatment Effect on the Treated under a linear factor model that allows for multiple time-varying unobservables. Unlike the majority of the literature on…
Analysis of effect heterogeneity at the group level is standard practice in empirical treatment evaluation. However, treatments analyzed are often aggregates of multiple underlying treatments which are themselves heterogeneous, e.g.…
Difference-in-differences (DID) is a method to evaluate the effect of a treatment. In its basic version, a "control group" is untreated at two dates, whereas a "treatment group" becomes fully treated at the second date. However, in many…
Consider a situation with two treatments, the first of which is randomized but the second is not, and the multifactor version of this. Interest is in treatment effects, defined using standard factorial notation. We define estimators for the…
When the Stable Unit Treatment Value Assumption is violated and there is interference among units, there is not a uniquely defined Average Treatment Effect, and alternative estimands may be of interest. Among these are average unit-level…
Stepped wedge cluster randomized controlled trials are typically analyzed using models that assume the full effect of the treatment is achieved instantaneously. We provide an analytical framework for scenarios in which the treatment effect…
In semi-logarithmic regressions, treatment coefficients are often interpreted as approximations of the average treatment effect (ATE) in percentage points. This paper highlights the overlooked bias of this approximation under treatment…
There is strong interest in estimating how the magnitude of treatment effects of an intervention vary across sub-groups of the population of interest. In our paper, we propose a two-study approach to first propose and then test…
Estimation of heterogeneous treatment effects is an essential component of precision medicine. Model and algorithm-based methods have been developed within the causal inference framework to achieve valid estimation and inference. Existing…
In recent years, there has been a growing interest in the prediction of individualized treatment effects. While there is a rapidly growing literature on the development of such models, there is little literature on the evaluation of their…
A new meta-algorithm for estimating the conditional average treatment effects is proposed in the paper. The main idea underlying the algorithm is to consider a new dataset consisting of feature vectors produced by means of concatenation of…
To investigate causal mechanisms, causal mediation analysis decomposes the total treatment effect into the natural direct and indirect effects. This paper examines the estimation of the direct and indirect effects in a general treatment…
We propose a difference-in-differences (DiD) framework designed for time-varying continuous treatments across multiple periods. Specifically, we estimate the average treatment effect on the treated (ATET) by comparing distinct non-zero…