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Long-term causal inference has drawn increasing attention in many scientific domains. Existing methods mainly focus on estimating average long-term causal effects by combining long-term observational data and short-term experimental data.…

Machine Learning · Computer Science 2025-03-04 Weilin Chen , Ruichu Cai , Junjie Wan , Zeqin Yang , José Miguel Hernández-Lobato

This paper studies identification of average treatment effects in a panel data setting. It introduces a novel nonparametric factor model and proves identification of average treatment effects. The identification proof is based on the…

Econometrics · Economics 2025-03-26 Susan Athey , Guido Imbens

This paper introduces an overidentification test of two alternative assumptions to identify the average treatment effect on the treated in a two-period panel data setting: unconfoundedness and common trends. Under the unconfoundedness…

Econometrics · Economics 2024-06-25 Martin Huber , Eva-Maria Oeß

Standard tests of the "no-treatment-effect" hypothesis for a comparative experiment include permutation tests, the Wilcoxon rank sum test, two-sample $t$ tests, and Fisher-type randomization tests. Practitioners are aware that these…

Methodology · Statistics 2015-09-11 Joseph B. Lang

Performing causal inference in observational studies requires we assume confounding variables are correctly adjusted for. G-computation methods are often used in these scenarios, with several recent proposals using Bayesian versions of…

Methodology · Statistics 2021-10-25 Daniel Daly-Grafstein , Paul Gustafson

In this paper we study the problems of estimating heterogeneity in causal effects in experimental or observational studies and conducting inference about the magnitude of the differences in treatment effects across subsets of the…

Machine Learning · Statistics 2022-06-08 Susan Athey , Guido Imbens

When studying treatment effects in multilevel studies, investigators commonly use (semi-)parametric estimators, which make strong parametric assumptions about the outcome, the treatment, and/or the correlation structure between study units…

Methodology · Statistics 2022-05-12 Chan Park , Hyunseung Kang

In many practical situations, randomly assigning treatments to subjects is uncommon due to feasibility constraints. For example, economic aid programs and merit-based scholarships are often restricted to those meeting specific income or…

In oncology the efficacy of novel therapeutics often differs across patient subgroups, and these variations are difficult to predict during the initial phases of the drug development process. The relation between the power of randomized…

Methodology · Statistics 2025-06-05 Boyu Ren , Federico Ferrari , Sandra Fortini , Steffen Ventz , Lorenzo Trippa

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

A very classical problem in statistics is to test the stochastic superiority of one distribution to another. However, many existing approaches are developed for independent samples and, moreover, do not take censored data into account. We…

Methodology · Statistics 2023-06-19 Dennis Dobler , Kathrin Möllenhoff

This paper proposes new nonparametric diagnostic tools to assess the asymptotic validity of different treatment effects estimators that rely on the correct specification of the propensity score. We derive a particular restriction relating…

Methodology · Statistics 2019-02-11 Pedro H. C. Sant'Anna , Xiaojun Song

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 new modeling and estimation approach to select the optimal treatment regime from different options through constructing a robust estimating equation. The method is protected against misspecification of the propensity score…

Methodology · Statistics 2022-11-15 Trinetri Ghosh , Yanyuan Ma , Wensheng Zhu , Yuanjia Wang

Individuals often respond differently to identical treatments, and characterizing such variability in treatment response is an important aim in the practice of personalized medicine. In this article, we describe a non-parametric accelerated…

Methodology · Statistics 2017-06-22 Nicholas C. Henderson , Thomas A. Louis , Gary L. Rosner , Ravi Varadhan

In many observational studies in social science and medicine, subjects or units are connected, and one unit's treatment and attributes may affect another's treatment and outcome, violating the stable unit treatment value assumption (SUTVA)…

Methodology · Statistics 2024-06-25 Zhaonan Qu , Ruoxuan Xiong , Jizhou Liu , Guido Imbens

This paper studies the identification of causal effects of a continuous treatment using a new difference-in-difference strategy. Our approach allows for endogeneity of the treatment, and employs repeated cross-sections. It requires an…

Econometrics · Economics 2023-04-18 Xavier D'Haultfoeuille , Stefan Hoderlein , Yuya Sasaki

No unmeasured confounding is often assumed in estimating treatment effects in observational data when using approaches such as propensity scores and inverse probability weighting. However, in many such studies due to the limitation of the…

Applications · Statistics 2019-08-06 Rong Huang , Ronghui Xu , Parambir S. Dulai

We present a novel family of nonparametric omnibus tests of the hypothesis that two unknown but estimable functions are equal in distribution when applied to the observed data structure. We developed these tests, which represent a…

Statistics Theory · Mathematics 2017-06-15 Alexander R. Luedtke , Marco Carone , Mark J. van der Laan

We argue that randomized controlled trials (RCTs) are special even among settings where average treatment effects are identified by a nonparametric unconfoundedness assumption. This claim follows from two results of Robins and Ritov (1997):…

Methodology · Statistics 2021-09-28 P. M. Aronow , James M. Robins , Theo Saarinen , Fredrik Sävje , Jasjeet Sekhon