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Many treatments or policy interventions are continuous in nature. Examples include prices, taxes or temperatures. Empirical researchers have usually relied on two-way fixed effect regressions to estimate treatment effects in such cases.…

Econometrics · Economics 2024-02-09 Clément de Chaisemartin , Xavier D'Haultfœuille , Gonzalo Vazquez-Bare

How should one assess the credibility of assumptions weaker than statistical independence, like quantile independence? In the context of identifying causal effects of a treatment variable, we argue that such deviations should be chosen…

Econometrics · Economics 2018-05-01 Matthew A. Masten , Alexandre Poirier

In causal inference, interference occurs when the treatment of one unit may affect the outcomes of other units. The goal of this work is to serve as a guide to the use of linear outcome modeling for estimating causal effects in settings…

Methodology · Statistics 2026-04-01 Eric Tong , Salvador V. Balkus

We consider the identification of average treatment effects on the treated (ATT) in difference-in-differences (DiD) settings in the presence of endogenous sample selection. We first establish that the conventional DiD estimand generally…

Econometrics · Economics 2026-02-17 Gayani Rathnayake , Akanksha Negi , Otavio Bartalotti , Xueyan Zhao

Boundary discontinuity designs are used to learn about causal treatment effects along a continuous assignment boundary that splits units into control and treatment groups according to a bivariate location score. We analyze location-based…

Econometrics · Economics 2026-05-15 Matias D. Cattaneo , Rocio Titiunik , Ruiqi Rae Yu

Causal inference is capable of estimating the treatment effect (i.e., the causal effect of treatment on the outcome) to benefit the decision making in various domains. One fundamental challenge in this research is that the treatment…

Machine Learning · Computer Science 2021-12-28 Qian Li , Zhichao Wang , Shaowu Liu , Gang Li , Guandong Xu

The difference-in-differences (DID) research design is a key identification strategy which allows researchers to estimate causal effects under the parallel trends assumption. While the parallel trends assumption is counterfactual and cannot…

Methodology · Statistics 2026-05-12 Jonas M. Mikhaeil , Christopher Harshaw

Estimating causal effects of continuous treatments is a common problem in practice, for example, in studying average dose-response functions. Classical analyses typically assume that all confounders are fully observed, whereas in real-world…

Statistics Theory · Mathematics 2026-04-14 Shuyuan Chen , Peng Zhang , Yifan Cui

Estimating heterogeneous treatment effects has become increasingly important in many fields and life and death decisions are now based on these estimates: for example, selecting a personalized course of medical treatment. Recently, a…

Methodology · Statistics 2019-04-01 Sören R. Künzel , Simon J. S. Walter , Jasjeet S. Sekhon

Estimating the joint effect of a multivariate, continuous exposure is crucial, particularly in environmental health where interest lies in simultaneously evaluating the impact of multiple environmental pollutants on health. We develop novel…

Identifying heterogeneity in a population's response to a health or policy intervention is crucial for evaluating and informing policy decisions. We propose a novel heterogeneous treatment effect estimator in the difference-in-differences…

Methodology · Statistics 2021-08-24 Xinkun Nie , Chen Lu , Stefan Wager

Estimating the effect of a treatment on a given outcome, conditioned on a vector of covariates, is central in many applications. However, learning the impact of a treatment on a continuous temporal response, when the covariates suffer…

Machine Learning · Computer Science 2019-06-11 Guangyi Zhang , Reza Ashrafi , Anne Juuti , Kirsi Pietiläinen , Pekka Marttinen

A treatment policy defines when and what treatments are applied to affect some outcome of interest. Data-driven decision-making requires the ability to predict what happens if a policy is changed. Existing methods that predict how the…

Machine Learning · Computer Science 2023-06-21 Çağlar Hızlı , ST John , Anne Juuti , Tuure Saarinen , Kirsi Pietiläinen , Pekka Marttinen

Applied Difference-in-Differences studies often involve outcomes that are discrete, mixed, censored, or otherwise non-continuously distributed, while policy questions frequently concern distributional effects rather than mean effects alone.…

Econometrics · Economics 2026-05-22 Nelly K. Djuazon , Emmanuel Selorm Tsyawo

This paper considers conducting inference about the effect of a treatment (or exposure) on an outcome of interest. In the ideal setting where treatment is assigned randomly, under certain assumptions the treatment effect is identifiable…

Methodology · Statistics 2015-03-06 Amy Richardson , Michael G. Hudgens , Peter B. Gilbert , Jason P. Fine

We propose a novel Bayesian model selection technique on linear mixed-effects models to compare multiple treatments with a control. A fully Bayesian approach is implemented to estimate the marginal inclusion probabilities that provide a…

Applications · Statistics 2015-09-28 Lei Gong , James M. Flegal , Stephen R. Spindler , Patricia L. Mote

This paper investigates how certain relationship between observed and counterfactual distributions serves as an identifying condition for treatment effects when the treatment is endogenous, and shows that this condition holds in a range of…

Econometrics · Economics 2023-11-28 Sukjin Han , Haiqing Xu

One of the main tasks of causal inference is estimating well-defined causal parameters. One of the main causal parameters is the average causal effect (ACE) - the expected value of the individual level causal effects in the target…

Methodology · Statistics 2021-12-17 Fernando Pires Hartwig

In treatment allocation problems the individuals to be treated often arrive sequentially. We study a problem in which the policy maker is not only interested in the expected cumulative welfare but is also concerned about the…

Machine Learning · Statistics 2018-08-24 Anders Bredahl Kock , Martin Thyrsgaard

Differences-in-differences (DiD) is a causal inference method for observational longitudinal data that assumes parallel expected potential outcome trajectories between treatment groups under the counterfactual scenario where all units…

Methodology · Statistics 2026-05-12 Michael Jetsupphasuk , Didong Li , Michael G. Hudgens
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