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We study a semi-/nonparametric regression model with a general form of nonclassical measurement error in the outcome variable. We show equivalence of this model to a generalized regression model. Our main identifying assumptions are a…

Econometrics · Economics 2021-06-01 Christoph Breunig , Stephan Martin

In a unified framework, we provide estimators and confidence bands for a variety of treatment effects when the outcome of interest, typically a duration, is subjected to right censoring. Our methodology accommodates average, distributional,…

Methodology · Statistics 2017-10-04 Pedro H. C. Sant'Anna

Instrumental variables are widely used to deal with unmeasured confounding in observational studies and imperfect randomized controlled trials. In these studies, researchers often target the so-called local average treatment effect as it is…

Methodology · Statistics 2022-03-24 Linbo Wang , Yuexia Zhang , Thomas S. Richardson , James M. Robins

Existing identification and estimation methods for semiparametric sample selection models rely heavily on exclusion restrictions. However, it is difficult in practice to find a credible excluded variable that has a correlation with…

Econometrics · Economics 2024-12-03 Zhewen Pan , Yifan Zhang

Identifying heterogeneity in a population's response to a health or policy intervention is crucial for evaluating and informing policy decisions. We propose a novel heterogeneous treatment effect estimator in the difference-in-differences…

Methodology · Statistics 2021-08-24 Xinkun Nie , Chen Lu , Stefan Wager

Suppose we have a binary treatment used to influence an outcome. Given data from an observational or controlled study, we wish to determine whether or not there exists some subset of observed covariates in which the treatment is more…

Methodology · Statistics 2016-03-22 Alexander R. Luedtke , Mark J. van der Laan

Nonignorable missing data, where the probability of missingness depends on unobserved values, presents a significant challenge in statistical analysis. Traditional methods often rely on strong parametric assumptions that are difficult to…

Methodology · Statistics 2025-09-19 Yujie Zhao

We propose a semiparametric method to estimate the average treatment effect under the assumption of unconfoundedness given observational data. Our estimation method alleviates misspecification issues of the propensity score function by…

Econometrics · Economics 2025-01-16 Difang Huang , Jiti Gao , Tatsushi Oka

We study the identification and estimation of long-term treatment effects when both experimental and observational data are available. Since the long-term outcome is observed only after a long delay, it is not measured in the experimental…

Methodology · Statistics 2024-09-04 Guido Imbens , Nathan Kallus , Xiaojie Mao , Yuhao Wang

Estimating treatment effects using observation data often relies on the assumption of no unmeasured confounders. However, unmeasured confounding variables may exist in many real-world problems. It can lead to a biased estimation without…

Methodology · Statistics 2024-11-19 Namhwa Lee , Shujie Ma

The estimation of the causal effect of an endogenous treatment based on an instrumental variable (IV) is often complicated by attrition, sample selection, or non-response in the outcome of interest. To tackle the latter problem, the latent…

Econometrics · Economics 2020-06-04 Martin Huber

We study settings in which a researcher has an instrumental variable (IV) and seeks to evaluate the effects of a counterfactual policy that alters treatment assignment, such as a directive encouraging randomly assigned judges to release…

Econometrics · Economics 2026-03-16 Michal Kolesár , José Luis Montiel Olea , Jonathan Roth

We develop randomization-based tests for heterogeneous treatment effects in the presence of network interference. Leveraging the exposure mapping framework, we study a broad class of null hypotheses that represent various forms of constant…

Econometrics · Economics 2025-06-25 Julius Owusu

In this paper, we develop a semiparametric sensitivity analysis approach designed to address unmeasured confounding in observational studies with time-to-event outcomes. We target estimation of the marginal distributions of potential…

Methodology · Statistics 2025-11-21 Linda Amoafo , Shiyao Xu , Elizabeth Platz , Daniel Scharfstein

Drawing causal inference with observational studies is the central pillar of many disciplines. One sufficient condition for identifying the causal effect is that the treatment-outcome relationship is unconfounded conditional on the observed…

Statistics Theory · Mathematics 2017-01-17 Peng Ding , Tyler VanderWeele , James Robins

Recently, there has been great interest in estimating the conditional average treatment effect using flexible machine learning methods. However, in practice, investigators often have working hypotheses about effect heterogeneity across…

Methodology · Statistics 2023-09-13 Chan Park , Hyunseung Kang

This paper presents a simple method for carrying out inference in a wide variety of possibly nonlinear IV models under weak assumptions. The method is non-asymptotic in the sense that it provides a finite sample bound on the difference…

Econometrics · Economics 2018-09-12 Joel L. Horowitz

A fundamental question underlying the literature on partial identification is: what can we learn about parameters that are relevant for policy but not necessarily point-identified by the exogenous variation we observe? This paper provides…

Econometrics · Economics 2023-04-07 Philip Marx

This paper provides a new approach for identifying and estimating the Average Treatment Effect on the Treated under a linear factor model that allows for multiple time-varying unobservables. Unlike the majority of the literature on…

Econometrics · Economics 2025-03-28 Koki Fusejima , Takuya Ishihara

We consider an experimental design setting in which units are assigned to treatment after being sampled sequentially from an infinite population. We derive asymptotic efficiency bounds that apply to data from any experiment that assigns…

Methodology · Statistics 2026-05-20 Timothy B. Armstrong
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