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This paper considers identification and inference for the distribution of treatment effects conditional on observable covariates. Since the conditional distribution of treatment effects is not point identified without strong assumptions, we…

Econometrics · Economics 2023-11-23 Sungwon Lee

Treatment effect heterogeneity is central to policy evaluation, social science, and precision medicine, where interventions can affect individuals differently. In observational studies, covariates, treatment, and outcomes are often only…

Methodology · Statistics 2026-02-24 Shuozhi Zuo , Yixin Wang , Fan Yang

This paper studies the identification and estimation of heterogeneous effects of an endogenous treatment under interference and spillovers in a large single-network setting. We model endogenous treatment selection as an equilibrium outcome…

Econometrics · Economics 2025-12-17 Lin Chen , Yuya Sasaki

In this article, we review quantile models with endogeneity. We focus on models that achieve identification through the use of instrumental variables and discuss conditions under which partial and point identification are obtained. We…

Applications · Statistics 2017-10-03 Victor Chernozhukov , Christian Hansen

Inferring causal effects of continuous-valued treatments from observational data is a crucial task promising to better inform policy- and decision-makers. A critical assumption needed to identify these effects is that all confounding…

There are many kinds of exogeneity assumptions. How should researchers choose among them? When exogeneity is imposed on an unobservable like a potential outcome, we argue that the form of exogeneity should be chosen based on the kind of…

Econometrics · Economics 2022-05-06 Matthew A. Masten , Alexandre Poirier

Estimating treatment effects conditional on observed covariates can improve the ability to tailor treatments to particular individuals. Doing so effectively requires dealing with potential confounding, and also enough data to adequately…

The estimation of heterogeneous treatment effects in the potential outcome setting is biased when there exists model misspecification or unobserved confounding. As these biases are unobservable, what model to use when remains a critical…

Methodology · Statistics 2024-05-09 Shonosuke Sugasawa , Kosaku Takanashi , Kenichiro McAlinn , Edoardo M. Airoldi

We develop an empirical framework to identify and estimate the effects of treatments on outcomes of interest when the treatments are the result of strategic interaction (e.g., bargaining, oligopolistic entry, peer effects). We consider a…

Econometrics · Economics 2019-09-04 Jorge Balat , Sukjin Han

Many treatment variables used in empirical applications nest multiple unobserved versions of a treatment. I show that instrumental variable (IV) estimands for the effect of a composite treatment are IV-specific weighted averages of effects…

General Economics · Economics 2022-11-24 Clint Harris

The empirical literature on program evaluation limits its scope almost exclusively to models where treatment effects are homogenous for observationally identical individuals. This paper considers a treatment effect model in which treatment…

Methodology · Statistics 2019-02-20 Jason Abrevaya , Haiqing Xu

We propose a framework for testing the homogeneity of conditional average treatment effects (CATEs) across multiple experimental and observational studies. Our approach leverages multiple randomized trials to assess whether treatment…

Econometrics · Economics 2026-02-25 Ana Armendariz , Martin Huber

We investigate the estimation of the causal effect of a treatment variable on an outcome in the presence of a latent confounder. We first show that the causal effect is identifiable under certain conditions when data is available from…

Artificial Intelligence · Computer Science 2025-06-16 Yaroslav Kivva , Sina Akbari , Saber Salehkaleybar , Negar Kiyavash

This paper considers conducting inference about the effect of a treatment (or exposure) on an outcome of interest. In the ideal setting where treatment is assigned randomly, under certain assumptions the treatment effect is identifiable…

Methodology · Statistics 2015-03-06 Amy Richardson , Michael G. Hudgens , Peter B. Gilbert , Jason P. Fine

Heterogeneous treatment effects are of major interest in economics. For example, a poverty reduction measure would be best evaluated by its effects on those who would be poor in the absence of the treatment, or by the share among the poor…

Econometrics · Economics 2025-08-07 Tetsuya Kaji , Jianfei Cao

We propose a method for conducting asymptotically valid inference for treatment effects in a multi-valued treatment framework where the number of units in the treatment arms can be small and do not grow with the sample size. We accomplish…

Econometrics · Economics 2021-05-25 Marina Dias , Demian Pouzo

Policy evaluation in empirical microeconomics has been focusing on estimating the average treatment effect and more recently the heterogeneous treatment effects, often relying on the unconfoundedness assumption. We propose a method based on…

Econometrics · Economics 2023-06-06 Wei Tian

This paper investigates the identification and inference of treatment effects in randomized controlled trials with social interactions. Two key network features characterize the setting and introduce endogeneity: (1) latent variables may…

Econometrics · Economics 2024-12-04 Mengsi Gao

Exclusion and exogeneity are core assumptions in instrumental variable (IV) analyses, but their empirical validity is often debated. This paper develops new sensitivity analyses for these assumptions. Our results accommodate arbitrary…

Econometrics · Economics 2026-04-10 Paul Diegert , Matthew A. Masten , Alexandre Poirier

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…

Econometrics · Economics 2025-03-28 Koki Fusejima , Takuya Ishihara