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We address a core problem in causal inference: estimating heterogeneous treatment effects using panel data with general treatment patterns. Many existing methods either do not utilize the potential underlying structure in panel data or have…

Machine Learning · Statistics 2024-06-11 Retsef Levi , Elisabeth Paulson , Georgia Perakis , Emily Zhang

Treatment effect estimation is essential for informed decision-making in many fields such as healthcare, economics, and public policy. While flexible machine learning models have been widely applied for estimating heterogeneous treatment…

Machine Learning · Computer Science 2025-09-29 Pascal Memmesheimer , Vincent Heuveline , Jürgen Hesser

Adaptive designs are commonly used in clinical and drug development studies for optimum utilization of available resources. In this article, we consider the problem of estimating the effect of the selected (better) treatment using a…

Statistics Theory · Mathematics 2023-01-24 Masihuddin , Neeraj Misra

We study the problem of estimating the effect function for a continuous treatment, which maps each treatment value to a population-averaged outcome. A central challenge in this setting is confounding: treatment assignment often depends on…

Methodology · Statistics 2026-05-29 Seok-Jin Kim , Kaizheng Wang

We study causal effect estimation from a mixture of observational and interventional data in a confounded linear regression model with multivariate treatments. We show that the statistical efficiency in terms of expected squared error can…

This article investigates the model-robustness of fixed-effects models for analyzing a broad class of longitudinal cluster trials (CTs) such as stepped-wedge, parallel-with-baseline and crossover designs, encompassing both randomized (CRTs)…

Methodology · Statistics 2026-04-10 Kenneth M. Lee , Fan Li

Instrumental variable methods are fundamental to causal inference when treatment assignment is confounded by unobserved variables. In this article, we develop a general nonparametric causal framework for identification and learning with…

Methodology · Statistics 2026-02-10 Shuyuan Chen , Peng Zhang , Yifan Cui

This article develops a covariate balancing approach for the estimation of treatment effects on the treated (ATT) in a difference-in-differences (DID) research design when panel data are available. We show that the proposed covariate…

Econometrics · Economics 2025-08-05 Junjie Li , Yukitoshi Matsushita

Estimating causal effects for survival outcomes in the high-dimensional setting is an extremely important topic for many biomedical applications as well as areas of social sciences. We propose a new orthogonal score method for treatment…

Methodology · Statistics 2024-12-04 Jue Hou , Jelena Bradic , Ronghui Xu

We establish the inferential properties of the mean-difference estimator for the average treatment effect in randomized experiments where each unit in a population is randomized to one of two treatments and then units within treatment…

Statistics Theory · Mathematics 2019-02-19 Zach Branson , Tirthankar Dasgupta

We study treatment effect estimation with functional treatments where the average potential outcome functional is a function of functions, in contrast to continuous treatment effect estimation where the target is a function of real numbers.…

Methodology · Statistics 2024-11-13 Jiayi Wang , Raymond K. W. Wong , Xiaoke Zhang , Kwun Chuen Gary Chan

In this paper, we propose a data-adaptive empirical likelihood-based approach for treatment effect estimation and inference, which overcomes the obstacle of the traditional empirical likelihood-based approaches in the high-dimensional…

Methodology · Statistics 2020-12-15 Wei Liang , Ying Yan

We propose a novel method for estimating heterogeneous treatment effects based on the fused lasso. By first ordering samples based on the propensity or prognostic score, we match units from the treatment and control groups. We then run the…

Adaptive experiments, including efficient average treatment effect estimation and multi-armed bandit algorithms, have garnered attention in various applications, such as social experiments, clinical trials, and online advertisement…

Methodology · Statistics 2021-03-24 Masahiro Kato

The Average Treatment Effect (ATE) is a global measure of the effectiveness of an experimental treatment intervention. Classical methods of its estimation either ignore relevant covariates or do not fully exploit them. Moreover, past work…

Methodology · Statistics 2013-11-05 Emil Pitkin , Richard Berk , Lawrence Brown , Andreas Buja , Ed George , Kai Zhang , Linda Zhao

We consider a correlated random coefficient panel data model with two-way fixed effects and interactive fixed effects in a fixed T framework. We propose a two-way mean group (TW-MG) estimator for the expected value of the slope coefficient…

Econometrics · Economics 2025-08-15 Xun Lu , Liangjun Su

Inferring the heterogeneous treatment effect is a fundamental problem in the sciences and commercial applications. In this paper, we focus on estimating Conditional Average Treatment Effect (CATE), that is, the difference in the conditional…

Methodology · Statistics 2021-03-23 Haomiao Meng , Xingye Qiao

Consider the problem of estimating the local average treatment effect with an instrument variable, where the instrument unconfoundedness holds after adjusting for a set of measured covariates. Several unknown functions of the covariates…

Methodology · Statistics 2020-09-22 Baoluo Sun , Zhiqiang Tan

We study estimation of causal effects in staggered rollout designs, i.e. settings where there is staggered treatment adoption and the timing of treatment is as-good-as randomly assigned. We derive the most efficient estimator in a class of…

Econometrics · Economics 2023-05-18 Jonathan Roth , Pedro H. C. Sant'Anna

In the conventional regression-discontinuity (RD) design, the probability that units receive a treatment changes discontinuously as a function of one covariate exceeding a threshold or cutoff point. This paper studies an extended RD design…

Econometrics · Economics 2025-10-13 Eugenio Felipe Merlano