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Recently, many researchers have advanced data-driven methods for modeling heterogeneous treatment effects (HTEs). Even still, estimation of HTEs is a difficult task -- these methods frequently over- or under-estimate the treatment effects,…

Methodology · Statistics 2022-03-28 Yizhe Xu , Steve Yadlowsky

Understanding treatment effect heterogeneity is important for decision making in medical and clinical practices, or handling various engineering and marketing challenges. When dealing with high-dimensional covariates or when the effect…

We study regression discontinuity designs with the use of additional covariates for estimation of the average treatment effect. We provide a detailed proof of asymptotic normality of the covariate-adjusted estimator under minimal…

Statistics Theory · Mathematics 2023-10-16 Patrick Kramer , Alexander Kreiß

Linear regressions with period and group fixed effects are widely used to estimate policies' effects: 26 of the 100 most cited papers published by the American Economic Review from 2015 to 2019 estimate such regressions. It has recently…

Econometrics · Economics 2022-06-22 Clément de Chaisemartin , Xavier D'Haultfœuille

Strip-plot designs are very useful when the treatments have a factorial structure and the factors levels are hard-to-change. We develop a randomization-based theory of causal inference from such designs in a potential outcomes framework.…

Statistics Theory · Mathematics 2018-05-18 Fatemah A. Alquallaf , S. Huda , Rahul Mukerjee

This paper develops a class of potential outcomes models characterized by three main features: (i) Unobserved heterogeneity can be represented by a vector of potential outcomes and a type describing the manner in which an instrument…

Econometrics · Economics 2023-10-10 Manu Navjeevan , Rodrigo Pinto , Andres Santos

The research is about a systematic investigation on the following issues. First, we construct different outcome regression-based estimators for conditional average treatment effect under, respectively, true (oracle), parametric,…

Statistics Theory · Mathematics 2020-09-23 Lu Li , Niwen Zhou , Lixing Zhu

Conditional effect estimation has great scientific and policy importance because interventions may impact subjects differently depending on their characteristics. Most research has focused on estimating the conditional average treatment…

Methodology · Statistics 2023-04-25 Alec McClean , Zach Branson , Edward H. Kennedy

This paper introduces a new fixed effects estimator for linear panel data models with clustered time patterns of unobserved heterogeneity. The method avoids non-convex and combinatorial optimization by combining a preliminary consistent…

Econometrics · Economics 2025-04-21 Martin Mugnier

I propose a locally robust semiparametric framework for estimating causal effects using the popular examiner IV design, in the presence of many examiners and possibly many covariates relative to the sample size. The key ingredient of this…

Econometrics · Economics 2024-05-01 Lonjezo Sithole

Multiple regression has been the go-to method for data analysis for generations of scholars due to its transparency, interpretability, and desirable theoretical properties. However, the method's simplicity precludes the discovery of complex…

Machine Learning · Statistics 2021-02-02 Marc Ratkovic , Dustin Tingley

Accurate heterogeneous treatment effect (HTE) estimation is essential for personalized recommendations, making it important to evaluate and compare HTE estimators. Traditional assessment methods are inapplicable due to missing…

Methodology · Statistics 2024-12-30 Zijun Gao

Empirical growth analysis has three major problems --- variable selection, parameter heterogeneity and cross-sectional dependence --- which are addressed independently from each other in most studies. The purpose of this study is to propose…

Econometrics · Economics 2019-03-20 Guohua Feng , Jiti Gao , Bin Peng

Unbiased and consistent variance estimators generally do not exist for design-based treatment effect estimators because experimenters never observe more than one potential outcome for any unit. The problem is exacerbated by interference and…

Methodology · Statistics 2024-07-04 Christopher Harshaw , Joel A. Middleton , Fredrik Sävje

We consider regression models with parametric (linear or nonlinear) regression function and allow responses to be ``missing at random.'' We assume that the errors have mean zero and are independent of the covariates. In order to estimate…

Statistics Theory · Mathematics 2009-08-24 Ursula U. Müller

The increasing popularity of regression discontinuity methods for causal inference in observational studies has led to a proliferation of different estimating strategies, most of which involve first fitting non-parametric regression models…

Methodology · Statistics 2018-06-11 Guido Imbens , Stefan Wager

How should researchers analyze randomized experiments in which the main outcome is latent and measured in multiple ways but each measure contains some degree of error? We first identify a critical study-specific noncomparability problem in…

Econometrics · Economics 2026-01-13 Jiawei Fu , Donald P. Green

How should researchers conduct causal inference when the outcome of interest is latent and measured imperfectly by multiple indicators? We develop a general nonparametric framework for identifying and estimating average treatment effects on…

Methodology · Statistics 2026-04-22 Jiawei Fu , Donald P. Green

In the past two decades, psychological science has experienced an unprecedented replicability crisis which uncovered several issues. Among others, statistical inference is too often viewed as an isolated procedure limited to the analysis of…

Managers, employers, policymakers, and others often seek to understand whether decisions are biased against certain groups. One popular analytic strategy is to estimate disparities after adjusting for observed covariates, typically with a…

Applications · Statistics 2024-01-29 Jongbin Jung , Sam Corbett-Davies , Johann D. Gaebler , Ravi Shroff , Sharad Goel