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The proximal causal inference framework enables the identification and estimation of causal effects in the presence of unmeasured confounding by leveraging two disjoint sets of observed strong proxies: negative control treatments and…

Methodology · Statistics 2025-12-16 Antonio Olivas-Martinez , Peter B. Gilbert , Andrea Rotnitzky

Methods for estimating heterogeneous treatment effect in observational data have largely focused on continuous or binary outcomes, and have been relatively less vetted with survival outcomes. Using flexible machine learning methods in the…

Applications · Statistics 2021-07-09 Liangyuan Hu , Jiayi Ji , Fan Li

We combine two recently proposed nonparametric difference-in-differences methods, extending them to enable the examination of treatment effect heterogeneity in the staggered adoption setting using machine learning. The proposed method,…

Econometrics · Economics 2023-10-19 Julia Hatamyar , Noemi Kreif , Rudi Rocha , Martin Huber

Suppose it is of interest to characterize effect heterogeneity of an intervention across levels of a baseline covariate using only pre- and post- intervention outcome measurements from those who received the intervention, i.e. with no…

Methodology · Statistics 2023-06-21 Zach Shahn

We propose a nonlinear difference-in-differences method to estimate multivariate counterfactual distributions in classical treatment and control study designs with observational data. Our approach sheds a new light on existing approaches…

Methodology · Statistics 2024-03-11 William Torous , Florian Gunsilius , Philippe Rigollet

We study causal inference in sample selection models where a continuous or multivalued treatment affects both outcome and their observability (eg., employment or survey response). We generalized the widely used Lee (2009)'s bounds for…

Econometrics · Economics 2025-10-29 Ying-Ying Lee , Chu-An Liu

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

Propensity score trimming, which discards subjects with propensity scores below a threshold, is a common way to address positivity violations that complicate causal effect estimation. However, most works on trimming assume treatment is…

Methodology · Statistics 2024-07-31 Zach Branson , Edward H. Kennedy , Sivaraman Balakrishnan , Larry Wasserman

Treatment effects of stochastic policy shifts quantify differences in outcomes across counterfactual scenarios with varying treatment distributions. Stochastic policy shifts may be of interest in settings where it is unrealistic or…

Methodology · Statistics 2026-03-31 Michael Jetsupphasuk , Chenwei Fang , Didong Li , Michael G. Hudgens

Optogenetics is a powerful neuroscience technique for studying how neural circuit manipulation affects behavior. Standard analysis conventions discard information and severely limit the scope of the causal questions that can be probed. To…

Methodology · Statistics 2025-07-02 Gabriel Loewinger , Alexander W. Levis , Francisco Pereira

Marginal structural models are a popular tool for investigating the effects of time-varying treatments, but they require an assumption of no unobserved confounders between the treatment and outcome. With observational data, this assumption…

Methodology · Statistics 2021-06-10 Matthew Blackwell , Soichiro Yamauchi

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…

Estimating varying treatment effects in randomized trials with noncompliance is inherently challenging since variation comes from two separate sources: variation in the impact itself and variation in the compliance rate. In this setting,…

Applications · Statistics 2024-08-28 Jared D. Fisher , David W. Puelz , Sameer K. Deshpande

This paper develops a nonparametric framework to identify and estimate distributional treatment effects under nonseparable endogeneity. We begin by revisiting the widely adopted \emph{rank similarity} (RS) assumption and characterizing it…

Econometrics · Economics 2025-10-21 Sukjin Han , Haiqing Xu

We propose an instrumental variable framework for identifying and estimating causal effects of discrete and continuous treatments with binary instruments. The basis of our approach is a local copula representation of the joint distribution…

Econometrics · Economics 2024-12-17 Victor Chernozhukov , Iván Fernández-Val , Sukjin Han , Kaspar Wüthrich

The presence of unobserved confounders is one of the main challenges in identifying treatment effects. In this paper, we propose a new approach to causal inference using panel data with large large $N$ and $T$. Our approach imputes the…

Econometrics · Economics 2025-03-28 Ben Deaner , Chen-Wei Hsiang , Andrei Zeleneev

Unobserved heterogeneous treatment effects have been emphasized in the recent policy evaluation literature (see e.g., Heckman and Vytlacil, 2005). This paper proposes a nonparametric test for unobserved heterogeneous treatment effects in a…

Econometrics · Economics 2021-08-17 Yu-Chin Hsu , Ta-Cheng Huang , Haiqing Xu

In economic program evaluation, it is common to obtain panel data in which outcomes are indicators that an individual has reached an absorbing state. For example, they may indicate whether an individual has exited a period of unemployment,…

Econometrics · Economics 2026-05-26 Ben Deaner , Hyejin Ku

This paper presents a novel nonlinear regression model for estimating heterogeneous treatment effects from observational data, geared specifically towards situations with small effect sizes, heterogeneous effects, and strong confounding.…

Methodology · Statistics 2019-11-14 P. Richard Hahn , Jared S. Murray , Carlos Carvalho

Difference-in-differences is undoubtedly one of the most widely used methods for evaluating the causal effect of an intervention in observational (i.e., nonrandomized) settings. The approach is typically used when pre- and post-exposure…

Methodology · Statistics 2023-08-21 Eric Tchetgen Tchetgen , Chan Park , David Richardson