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This paper develops methods for uncertainty quantification in causal inference settings with random network interference. We study the large-sample distributional properties of the classical difference-in-means Hajek treatment effect…

Methodology · Statistics 2025-11-11 Matias D. Cattaneo , Yihan He , Ruiqi Rae Yu

Evaluating treatment effect heterogeneity widely informs treatment decision making. At the moment, much emphasis is placed on the estimation of the conditional average treatment effect via flexible machine learning algorithms. While these…

Methodology · Statistics 2021-05-07 Lihua Lei , Emmanuel J. Candès

Missing exposure information is a very common feature of many observational studies. Here we study identifiability and efficient estimation of causal effects on vector outcomes, in such cases where treatment is unconfounded but partially…

Methodology · Statistics 2020-02-04 Edward H. Kennedy

Factorial experiments are ubiquitous in the social and biomedical sciences, but when units fail to comply with each assigned factors, identification and estimation of the average treatment effects become impossible without strong…

Methodology · Statistics 2025-08-06 Matthew Blackwell , Nicole E. Pashley

Causal inference with interference is a rapidly growing area. The literature has begun to relax the "no-interference" assumption that the treatment received by one individual does not affect the outcomes of other individuals. In this paper…

Methodology · Statistics 2015-03-06 Tyler J. VanderWeele , Eric J. Tchetgen Tchetgen , M. Elizabeth Halloran

Establishing cause-effect relationships from observational data often relies on untestable assumptions. It is crucial to know whether, and to what extent, the conclusions drawn from non-experimental studies are robust to potential…

We provide novel bounds on average treatment effects (on the treated) that are valid under an unconfoundedness assumption. Our bounds are designed to be robust in challenging situations, for example, when the conditioning variables take on…

Econometrics · Economics 2026-05-12 Sokbae Lee , Martin Weidner

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…

Interval identification of parameters such as average treatment effects, average partial effects and welfare is particularly common when using observational data and experimental data with imperfect compliance due to the endogeneity of…

Econometrics · Economics 2025-04-09 Sukjin Han , Adam McCloskey

Recently, there has been great interest in estimating the conditional average treatment effect using flexible machine learning methods. However, in practice, investigators often have working hypotheses about effect heterogeneity across…

Methodology · Statistics 2023-09-13 Chan Park , Hyunseung Kang

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…

We propose a semiparametric method to estimate the average treatment effect under the assumption of unconfoundedness given observational data. Our estimation method alleviates misspecification issues of the propensity score function by…

Econometrics · Economics 2025-01-16 Difang Huang , Jiti Gao , Tatsushi Oka

Given the unconfoundedness assumption, we propose new nonparametric estimators for the reduced dimensional conditional average treatment effect (CATE) function. In the first stage, the nuisance functions necessary for identifying CATE are…

Econometrics · Economics 2021-07-26 Qingliang Fan , Yu-Chin Hsu , Robert P. Lieli , Yichong Zhang

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…

Econometrics · Economics 2026-02-04 Ying Zeng

Instrumental variable (IV) methods are widely used to infer treatment effects in the presence of unmeasured confounding. In this paper, we study nonparametric inference with an IV under a separable binary treatment choice model, which…

Methodology · Statistics 2026-02-03 Chan Park , Eric Tchetgen Tchetgen

The average treatment effect (ATE), the mean difference in potential outcomes under treatment and control, is a canonical causal effect. Overlap, which says that all subjects have non-zero probability of either treatment status, is…

Methodology · Statistics 2026-05-14 Herbert P. Susmann , Alec McClean , Iván Díaz

Treatment effects in regression discontinuity designs (RDDs) are often estimated using local regression methods. \cite{Hahn:01} demonstrated that the identification of the average treatment effect at the cutoff in RDDs relies on the…

Econometrics · Economics 2024-12-30 Weiwei Jiang , Rong J. B. Zhu

This study proposes a method to identify treatment effects without exclusion restrictions in randomized experiments with noncompliance. Exploiting a baseline survey commonly available in randomized experiments, I decompose the…

General Economics · Economics 2021-06-03 Masayuki Sawada

Causal inference from observational data requires assumptions. These assumptions range from measuring confounders to identifying instruments. Traditionally, causal inference assumptions have focused on estimation of effects for a single…

Machine Learning · Statistics 2019-03-04 Rajesh Ranganath , Adler Perotte

In this paper I develop a breakdown frontier approach to assess the sensitivity of Local Average Treatment Effects (LATE) estimates to violations of monotonicity and independence of the instrument. I parametrize violations of independence…

Econometrics · Economics 2026-03-31 Pedro Picchetti