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Nonlinearity and endogeneity are prevalent challenges in causal analysis using observational data. This paper proposes an inference procedure for a nonlinear and endogenous marginal effect function, defined as the derivative of the…

Econometrics · Economics 2024-06-19 Qingliang Fan , Zijian Guo , Ziwei Mei , Cun-Hui Zhang

Triple difference designs have become increasingly popular in empirical economics. The advantage of a triple difference design is that, within a treatment group, it allows for another subgroup of the population -- potentially less impacted…

Econometrics · Economics 2025-06-04 Laura Caron

This paper extends difference-in-differences to settings with continuous treatments. Specifically, the average treatment effect on the treated (ATT) at any level of treatment intensity is identified under a conditional parallel trends…

Econometrics · Economics 2026-01-05 Lucas Z. Zhang

Estimating causal effects under interference, where the stable unit treatment value assumption is violated, is critical in fields such as regional and public economics. Much of the existing research on causal inference under interference…

Methodology · Statistics 2026-02-03 Akihiro Sato , Shonosuke Sugasawa

This paper considers identification and estimation of causal effect parameters from participating in a binary treatment in a difference in differences (DID) setup when the parallel trends assumption holds after conditioning on observed…

Econometrics · Economics 2024-06-25 Carolina Caetano , Brantly Callaway , Stroud Payne , Hugo Sant'Anna Rodrigues

This paper considers the practically important case of nonparametrically estimating heterogeneous average treatment effects that vary with a limited number of discrete and continuous covariates in a selection-on-observables framework where…

Econometrics · Economics 2019-08-26 Michael Zimmert , Michael Lechner

We consider treatment-effect estimation with a two-periods panel, where units are untreated at period one, and receive strictly positive doses at period two. First, we consider designs with some quasi-untreated units, with a period-two dose…

Econometrics · Economics 2026-04-02 Clément de Chaisemartin , Diego Ciccia , Xavier D'Haultfœuille , Felix Knau

Using observational data to estimate the effect of a treatment is a powerful tool for decision-making when randomized experiments are infeasible or costly. However, observational data often yields biased estimates of treatment effects,…

Methodology · Statistics 2022-03-01 Tobias Hatt , Stefan Feuerriegel

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

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 studies inference on treatment effects in panel data settings with unobserved confounding. We model outcome variables through a factor model with random factors and loadings. Such factors and loadings may act as unobserved…

Econometrics · Economics 2023-12-05 Guido W. Imbens , Davide Viviano

We introduce a new nonparametric causal decomposition approach that identifies the mechanisms by which a treatment variable contributes to a group-based outcome disparity. Our approach distinguishes three mechanisms: group differences in 1)…

Methodology · Statistics 2024-12-17 Ang Yu , Felix Elwert

This paper studies identification and estimation of the average treatment effect on the treated (ATT) in difference-in-difference (DID) designs when the variable that classifies individuals into treatment and control groups (treatment…

Econometrics · Economics 2022-08-05 Akanksha Negi , Digvijay Singh Negi

We study a continuous treatment effect model in the presence of treatment spillovers through social networks. We assume that one's outcome is affected not only by his/her own treatment but also by a (weighted) average of his/her neighbors'…

Econometrics · Economics 2023-01-12 Tadao Hoshino

We consider a general difference-in-differences model in which the treatment variable of interest may be non-binary and its value may change in each period. It is generally difficult to estimate treatment parameters defined with the…

Econometrics · Economics 2023-05-30 Takahide Yanagi

In this paper, we establish sufficient conditions for identifying treatment effects on continuous outcomes in endogenous and multi-valued discrete treatment settings with unobserved heterogeneity. We employ the monotonicity assumption for…

Econometrics · Economics 2023-04-27 Koki Fusejima

Empirical studies using Regression Discontinuity (RD) designs often explore heterogeneous treatment effects based on pretreatment covariates, even though no formal statistical methods exist for such analyses. This has led to the widespread…

In randomized trials and observational studies, it is often necessary to evaluate the extent to which an intervention affects a time-to-event outcome, which is only partially observed due to right censoring. For instance, in infectious…

Methodology · Statistics 2024-12-16 Yutong Jin , Peter B. Gilbert , Aaron Hudson

Randomized clinical trials typically aim to estimate a marginal treatment effect. While covariate adjustment can improve precision, it may change the estimand in nonlinear models due to noncollapsibility, leading to conditional rather than…

Methodology · Statistics 2026-05-25 Leticia Wuethrich , Torsten Hothorn

Difference-in-differences is a popular method for observational health policy evaluation. It relies on a causal assumption that in the absence of intervention, treatment groups' outcomes would have evolved in parallel to those of comparison…

Methodology · Statistics 2026-02-09 Alyssa Bilinski , Laura A. Hatfield