Related papers: Identification of Peer Effects using Panel Data
In this paper, we present a general specification for Functional Effects Models, which use Machine Learning (ML) methodologies to learn individual-specific preference parameters from socio-demographic characteristics, therefore accounting…
We consider identification and inference for the average treatment effect and heterogeneous treatment effect conditional on observable covariates in the presence of unmeasured confounding. Since point identification of these treatment…
A broad set of empirical phenomenon in the study of social, economic and machine behaviour can be modelled as complex systems with averaging dynamics. However many of these models naturally result in consensus or consensus-like outcomes. In…
We study spillover effects in corporate toxic emissions using a heterogeneous panel network of U.S. industrial facilities from 2000-2023. Rather than imposing a network structure a priori, we uncover an unobserved web of influence directly…
This paper provides a nonparametric framework for causal inference with categorical outcomes under binary treatment and binary instrument settings. I decompose the observed joint probability of outcomes and treatment into marginal…
Treatment effect heterogeneity occurs when individual characteristics influence the effect of a treatment. We propose a novel approach that combines prognostic score matching and conditional inference trees to characterize effect…
This paper introduces estimation methods for grouped latent heterogeneity in panel data quantile regression. We assume that the observed individuals come from a heterogeneous population with a finite number of types. The number of types and…
There is strong interest in estimating how the magnitude of treatment effects of an intervention vary across sub-groups of the population of interest. In our paper, we propose a two-study approach to first propose and then test…
In network settings, interference between units makes causal inference more challenging as outcomes may depend on the treatments received by others in the network. Typical estimands in network settings focus on treatment effects aggregated…
This paper proposes an Anderson-Rubin (AR) test for the presence of peer effects in panel data without the need to specify the network structure. The unrestricted model of our test is a linear panel data model of social interactions with…
In most medical research, the average treatment effect is used to evaluate a treatment's performance. However, precision medicine requires knowledge of individual treatment effects: What is the difference between a unit's measurement under…
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…
This paper proposes a new method to identify leaders and followers in a network. Prior works use spatial autoregression models (SARs) which implicitly assume that each individual in the network has the same peer effects on others.…
Online health communities offer the promise of support benefits to users, in particular because these communities enable users to find peers with similar experiences. Building mutually supportive connections between peers is a key…
The presence of unobserved node specific heterogeneity in Exponential Random Graph Models (ERGM) is a general concern, both with respect to model validity as well as estimation instability. We therefore extend the ERGM by including node…
We consider the estimation of heterogeneous treatment effects with arbitrary machine learning methods in the presence of unobserved confounders with the aid of a valid instrument. Such settings arise in A/B tests with an intent-to-treat…
We consider a setting in which we have a treatment and a large number of covariates for a set of observations, and wish to model their relationship with an outcome of interest. We propose a simple method for modeling interactions between…
In this paper, we estimate and leverage latent constant group structure to generate the point, set, and density forecasts for short dynamic panel data. We implement a nonparametric Bayesian approach to simultaneously identify coefficients…
This paper proposes nonparametric kernel-smoothing estimation for panel data to examine the degree of heterogeneity across cross-sectional units. We first estimate the sample mean, autocovariances, and autocorrelations for each unit and…
In recurrent event studies, panel binary data arise when subjects are observed at discrete time points and only the recurrent event status within each observation window is recorded. Such data frequently occur in longitudinal studies due to…