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The conditional average treatment effect (CATE) is frequently estimated to refute the homogeneous treatment effect assumption. Under this assumption, all units making up the population under study experience identical benefit from a given…

In this work, we consider causal inference in various high-dimensional treatment settings, including for single multi-valued treatments and vector treatments with binary or continuous components, when the number of treatments can be…

Statistics Theory · Mathematics 2026-02-26 Patrick Kramer , Edward H. Kennedy , Isaac M. Opper

Every design choice will have different effects on different units. However traditional A/B tests are often underpowered to identify these heterogeneous effects. This is especially true when the set of unit-level attributes is…

Artificial Intelligence · Computer Science 2016-11-09 Alexander Peysakhovich , Akos Lada

Researchers are often interested in treatment effects on outcomes that are only defined conditional on a post-treatment event status. For example, in a study of the effect of different cancer treatments on quality of life at end of…

Instrumental variable methods are widely used to address unmeasured confounding, yet much of the existing literature has focused on the binary instrument setting. Extensions to continuous instruments often impose strong parametric…

Methodology · Statistics 2025-08-12 Zhenghao Zeng , Alexander W. Levis , JungHo Lee , Edward H. Kennedy , Luke Keele

We propose a new estimator for average causal effects of a binary treatment with panel data in settings with general treatment patterns. Our approach augments the popular two-way-fixed-effects specification with unit-specific weights that…

Econometrics · Economics 2024-03-06 Dmitry Arkhangelsky , Guido W. Imbens , Lihua Lei , Xiaoman Luo

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

There is a dearth of robust methods to estimate the causal effects of multiple treatments when the outcome is binary. This paper uses two unique sets of simulations to propose and evaluate the use of Bayesian Additive Regression Trees…

Methodology · Statistics 2020-01-22 Liangyuan Hu , Chenyang Gu , Michael Lopez , Jiayi Ji , Juan Wisnivesky

Unmeasured confounding presents a significant challenge in causal inference from observational studies. Classical approaches often rely on collecting proxy variables, such as instrumental variables. However, in applications where the…

Methodology · Statistics 2025-01-16 Xiaochuan Shi , Dehan Kong , Linbo Wang

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

Causal effect estimation for dynamic treatment regimes (DTRs) contributes to sequential decision making. However, censoring and time-dependent confounding under DTRs are challenging as the amount of observational data declines over time due…

Machine Learning · Statistics 2021-09-27 Adi Lin , Jie Lu , Junyu Xuan , Fujin Zhu , Guangquan Zhang

Clinical trials often evaluate multiple outcome variables to form a comprehensive picture of the effects of a new treatment. The resulting multidimensional insight contributes to clinically relevant and efficient decision-making about…

Methodology · Statistics 2023-08-14 X. M. Kavelaars , J. Mulder , M. C. Kaptein

This paper considers the evaluation of discretely distributed treatments when outcomes are only observed for a subpopulation due to sample selection or outcome attrition. For identification, we combine a selection-on-observables assumption…

Econometrics · Economics 2021-07-16 Michela Bia , Martin Huber , Lukáš Lafférs

In sequential causal inference, one estimates the causal net effect of treatment in treatment sequence on an outcome after last treatment in the presence of time-dependent covariates between treatments, improves the estimation by the…

Methodology · Statistics 2014-11-18 Li Yin , Xiaoqin Wang

This paper studies inference in randomized controlled trials with multiple treatments, where treatment status is determined according to a "matched tuples" design. Here, by a matched tuples design, we mean an experimental design where units…

Econometrics · Economics 2023-11-06 Yuehao Bai , Jizhou Liu , Max Tabord-Meehan

This paper assesses when the validity of difference-in-differences depends on functional form. We provide a novel characterization: the parallel trends assumption holds under all strictly monotonic transformations of the outcome if and only…

Econometrics · Economics 2022-09-21 Jonathan Roth , Pedro H. C. Sant'Anna

Understanding how the causal effect of a treatment evolves over time, including the potential for waning, is important for informed decisions on treatment discontinuation or repetition. For example, waning vaccine protection influences…

Methodology · Statistics 2025-11-25 Eni Musta , Joris Mooij

Bidirectional causal relationships arising from mutual interactions between variables are commonly observed within biomedical, econometrical, and social science contexts. When such relationships are further complicated by unobserved…

Methodology · Statistics 2026-01-27 Yafang Deng , Kang Shuai , Shanshan Luo

We study two-way-fixed-effects regressions (TWFE) with several treatment variables. Under a parallel trends assumption, we show that the coefficient on each treatment identifies a weighted sum of that treatment's effect, with possibly…

Econometrics · Economics 2023-04-18 Clément de Chaisemartin , Xavier D'Haultfœuille

We study identification and estimation of causal effects in settings with panel data. Traditionally researchers follow model-based identification strategies relying on assumptions governing the relation between the potential outcomes and…

Econometrics · Economics 2022-02-18 Dmitry Arkhangelsky , Guido W. Imbens