Related papers: Inference in Regression Discontinuity Designs with…
We study regression discontinuity designs when covariates are included in the estimation. We examine local polynomial estimators that include discrete or continuous covariates in an additive separable way, but without imposing any…
Regression discontinuity designs are frequently used to estimate the causal effect of election outcomes and policy interventions. In these contexts, treatment effects are typically estimated with covariates included to improve efficiency.…
This paper studies the case of possibly high-dimensional covariates in the regression discontinuity design (RDD) analysis. In particular, we propose estimation and inference methods for the RDD models with covariate selection which perform…
This paper concerns statistical inference for the components of a high-dimensional regression parameter despite possible endogeneity of each regressor. Given a first-stage linear model for the endogenous regressors and a second-stage linear…
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…
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…
Inference for high-dimensional logistic regression models using penalized methods has been a challenging research problem. As an illustration, a major difficulty is the significant bias of the Lasso estimator, which limits its direct…
This paper studies inference in the high-dimensional linear regression model with outliers. Sparsity constraints are imposed on the vector of coefficients of the covariates. The number of outliers can grow with the sample size while their…
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…
This paper is concerned with inference on the regression function of a high-dimensional linear model when outcomes are missing at random. We propose an estimator which combines a Lasso pilot estimate of the regression function with a bias…
We study high-dimensional regression with missing entries in the covariates. A common strategy in practice is to \emph{impute} the missing entries with an appropriate substitute and then implement a standard statistical procedure acting as…
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…
Consider the problem of estimating average treatment effects when a large number of covariates are used to adjust for possible confounding through outcome regression and propensity score models. The conventional approach of model building…
In this work, we consider causal inference in various high-dimensional treatment settings, including for single multi-valued treatments and vector treatments with binary or continuous components, when the number of treatments can be…
We propose a new estimation method for heterogeneous causal effects which utilizes a regression discontinuity (RD) design for multiple datasets with different thresholds. The standard RD design is frequently used in applied researches, but…
We study identification and estimation in the Regression Discontinuity Design (RDD) with a multivalued treatment variable. We also allow for the inclusion of covariates. We show that without additional information, treatment effects are not…
We propose robust methods for inference on the effect of a treatment variable on a scalar outcome in the presence of very many controls. Our setting is a partially linear model with possibly non-Gaussian and heteroscedastic disturbances.…
It is more and more frequently the case in applications that the data we observe come from one or more random variables taking values in an infinite dimensional space, e.g. curves. The need to have tools adapted to the nature of these data…
The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…
Regression Discontinuity Design (RDD) is a popular framework for estimating a causal effect in settings where treatment is assigned if an observed covariate exceeds a fixed threshold. We consider estimation and inference in the common…