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Estimating treatment effects plays a crucial role in causal inference, having many real-world applications like policy analysis and decision making. Nevertheless, estimating treatment effects in the longitudinal setting in the presence of…

Machine Learning · Computer Science 2023-02-22 Defu Cao , James Enouen , Yan Liu

This paper considers the instrumental variable quantile regression model (Chernozhukov and Hansen, 2005, 2013) with a binary endogenous treatment. It offers two identification results when the treatment status is not directly observed. The…

Methodology · Statistics 2021-02-24 Takuya Ura

In the context of a binary outcome, treatment, and instrument, Balke and Pearl (1993, 1997) es- tablish that the monotonicity condition of Imbens and Angrist (1994) has no identifying power beyond instrument exogeneity for average potential…

Econometrics · Economics 2026-02-10 Yuehao Bai , Shunzhuang Huang , Sarah Moon , Azeem M. Shaikh , Edward J. Vytlacil

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

Reliable estimation of treatment effects from observational data is important in many disciplines such as medicine. However, estimation is challenging when unconfoundedness as a standard assumption in the causal inference literature is…

Machine Learning · Computer Science 2024-10-15 Jonas Schweisthal , Dennis Frauen , Maresa Schröder , Konstantin Hess , Niki Kilbertus , Stefan Feuerriegel

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…

Machine Learning · Computer Science 2024-10-18 Christopher Tran , Keith Burghardt , Kristina Lerman , Elena Zheleva

The estimation of causal effects using quasiexperiments often relies on the use of unusual or serendipitous sources of exogenous variation. When the goal is estimating the same causal effects across many different settings, the same unusual…

Econometrics · Economics 2026-05-26 Nick Huntington-Klein

In cohort studies, non-random medication use can pose barriers to estimation of the natural history trend in a mean biomarker value (namely, the association between a predictor of interest and a biomarker outcome that would be observed in…

Methodology · Statistics 2021-01-25 Andrew J. Spieker , Joseph A. C. Delaney , Robyn L. McClelland

This paper introduces a novel approach for estimating heterogeneous treatment effects of binary treatment in panel data, particularly focusing on short panel data with large cross-sectional data and observed confoundings. In contrast to…

Methodology · Statistics 2024-06-05 Meijia Wang , Ignacio Martinez , P. Richard Hahn

This paper presents a general difference-in-differences framework for identifying path-dependent treatment effects when treatment histories are partially observed. We introduce a novel robust estimator that adjusts for missing histories…

Econometrics · Economics 2025-06-18 Akanksha Negi , Didier Nibbering

Unobserved confounding presents a major threat to causal inference from observational studies. Recently, several authors suggest that this problem may be overcome in a shared confounding setting where multiple treatments are independent…

Methodology · Statistics 2020-11-25 Dehan Kong , Shu Yang , Linbo Wang

We develop a new identification strategy for average treatment effects on the treated (ATT) in panel data with discrete outcomes. Standard difference-in-differences (DiD) relies on parallel trends, which is frequently violated in…

Econometrics · Economics 2026-03-10 Young Ahn , Hiroyuki Kasahara

We study the identification and estimation of long-term treatment effects when both experimental and observational data are available. Since the long-term outcome is observed only after a long delay, it is not measured in the experimental…

Methodology · Statistics 2024-09-04 Guido Imbens , Nathan Kallus , Xiaojie Mao , Yuhao Wang

For mental disorders, patients' underlying mental states are non-observed latent constructs which have to be inferred from observed multi-domain measurements such as diagnostic symptoms and patient functioning scores. Additionally,…

Machine Learning · Computer Science 2020-11-03 Yuan Chen , Donglin Zeng , Tianchen Xu , Yuanjia Wang

The present paper proposes a new treatment effects estimator that is valid when the number of time periods is small, and the parallel trends condition holds conditional on covariates and unobserved heterogeneity in the form of interactive…

Econometrics · Economics 2023-06-16 Nicholas Brown , Kyle Butts , Joakim Westerlund

Observational studies are regarded as economic alternatives to randomized trials, often used in their stead to investigate and determine treatment efficacy. Due to lack of sample size, observational studies commonly combine data from…

Machine Learning · Statistics 2022-05-16 Tianhui Zhou , William E. Carson , Michael Hunter Klein , David Carlson

This paper proposes a novel approach for estimating treatment effects in panel data settings, addressing key limitations of the standard difference-in-differences (DID) approach. The standard approach relies on the parallel trends…

Econometrics · Economics 2026-01-14 Shoya Ishimaru

Individualized treatment decisions can improve health outcomes, but using data to make these decisions in a reliable, precise, and generalizable way is challenging with a single dataset. Leveraging multiple randomized controlled trials…

This paper studies identification of the effect of a mis-classified, binary, endogenous regressor when a discrete-valued instrumental variable is available. We begin by showing that the only existing point identification result for this…

Econometrics · Economics 2020-11-17 Francis J. DiTraglia , Camilo Garcia-Jimeno

Recent years have seen a swell in methods that focus on estimating "individual treatment effects". These methods are often focused on the estimation of heterogeneous treatment effects under ignorability assumptions. This paper hopes to draw…

Methodology · Statistics 2021-08-12 Brian G. Vegetabile