Related papers: Identification of Peer Effects using Panel Data

We investigate peer role model influence on successful graduation from Therapeutic Communities (TCs) for substance abuse and criminal behavior. We use data from 3 TCs that kept records of exchanges of affirmations among residents and their…

Case-mix heterogeneity across studies complicates meta-analyses. As a result of this, treatments that are equally effective on patient subgroups may appear to have different effectiveness on patient populations with different case mix. It…

We consider identification of peer effects under peer group miss-specification. Two leading cases are missing data and peer group uncertainty. Missing data can take the form of some individuals being entirely absent from the data. The…

This paper proposes a correlated random coefficient linear panel data model, where regressors can be correlated with time-varying and individual-specific random coefficients through both a fixed effect and a time-varying random shock. I…

Graphical models are commonly used to discover associations within gene or protein networks for complex diseases such as cancer. Most existing methods estimate a single graph for a population, while in many cases, researchers are interested…

I study linear panel data models with predetermined regressors (such as lagged dependent variables) where coefficients are individual-specific, allowing for heterogeneity in the effects of the regressors on the dependent variable. I show…

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…

We study treatment-effect estimation using panel data. The treatment may be non-binary, non-absorbing, and the outcome may be affected by treatment lags. We make a parallel-trends assumption, and propose event-study estimators of the effect…

This paper introduces a framework to analyze time-varying spillover effects in panel data. We consider panel models where a unit's outcome depends not only on its own characteristics (private effects) but also on the characteristics of…

In oncology the efficacy of novel therapeutics often differs across patient subgroups, and these variations are difficult to predict during the initial phases of the drug development process. The relation between the power of randomized…

Individuals do not respond uniformly to treatments, events, or interventions. Sociologists routinely partition samples into subgroups to explore how the effects of treatments vary by covariates like race, gender, and socioeconomic status.…

We introduce an approach to deal with self-selection of peers in the linear-in-means model. Contrary to the existing proposals we do not require to specify a model for how the selection of peers comes about. Rather, we exploit two…

This paper studies the identification of causal effects of a continuous treatment using a new difference-in-difference strategy. Our approach allows for endogeneity of the treatment, and employs repeated cross-sections. It requires an…

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…

Interference--in which a unit's outcome is affected by the treatment of other units--poses significant challenges for the identification and estimation of causal effects. Most existing methods for estimating interference effects assume that…

This paper develops a new model and estimation procedure for panel data that allows us to identify heterogeneous structural breaks. We model individual heterogeneity using a grouped pattern. For each group, we allow common structural breaks…

Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models. We consider fixed effect estimation of nonlinear panel single-index models with factor structures in the unobservables,…

Estimating how a treatment affects different individuals, known as heterogeneous treatment effect estimation, is an important problem in empirical sciences. In the last few years, there has been a considerable interest in adapting machine…

In personalised decision making, evidence is required to determine whether an action (treatment) is suitable for an individual. Such evidence can be obtained by modelling treatment effect heterogeneity in subgroups. The existing…

We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in a high dimensional setting. The setting allows the number of time varying regressors to be larger than the sample size.…