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We study the causal effect with a functional treatment variable, where practical applications often arise in neuroscience, biomedical sciences, etc. Previous research concerning the effect of a functional variable on an outcome is typically…

Methodology · Statistics 2025-05-20 Ruoxu Tan , Wei Huang , Zheng Zhang , Guosheng Yin

This paper develops a framework for identifying treatment effects when a policy simultaneously alters both the incentive to participate and the outcome of interest -- such as hiring decisions and wages in response to employment subsidies;…

Econometrics · Economics 2025-09-01 Haotian Deng

It is increasingly common to augment randomized controlled trial with external controls from observational data, to evaluate the treatment effect of an intervention. Traditional approaches to treatment effect estimation involve ambiguous…

Methodology · Statistics 2025-03-28 Bo Liu , Laine Thomas , Rury R. Holman , Fan Li

Oversubscribed treatments are often allocated using randomized waiting lists. Applicants are ranked randomly, and treatment offers are made following that ranking until all seats are filled. To estimate causal effects, researchers often…

Methodology · Statistics 2018-10-24 Clement de Chaisemartin , Luc Behaghel

The decomposition of the overall effect of a treatment into direct and indirect effects is here investigated with reference to a recursive system of binary random variables. We show how, for the single mediator context, the marginal effect…

Methodology · Statistics 2025-11-14 Martina Raggi , Elena Stanghellini , Marco Doretti

Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. With control variables to correct for endogeneity, nonparametric identification of treatment effects requires strong support…

Econometrics · Economics 2025-01-28 Whitney K. Newey , Sami Stouli

This paper studies the identifying power of an instrumental variable in the nonparametric heterogeneous treatment effect framework when a binary treatment is mismeasured and endogenous. Using a binary instrumental variable, I characterize…

Statistics Theory · Mathematics 2017-05-22 Takuya Ura

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

When the Stable Unit Treatment Value Assumption is violated and there is interference among units, there is not a uniquely defined Average Treatment Effect, and alternative estimands may be of interest. Among these are average unit-level…

Methodology · Statistics 2025-06-30 Molly Offer-Westort , Drew Dimmery

Time-to-event analyses are often plagued by both -- possibly unmeasured -- confounding and competing risks. To deal with the former, the use of instrumental variables for effect estimation is rapidly gaining ground. We show how to make use…

Methodology · Statistics 2018-01-04 Torben Martinussen , Stijn Vansteelandt

Considerable interest has recently been focused on studying multiple phenotypes simultaneously in both epidemiological and genomic studies, either to capture the multidimensionality of complex disorders or to understand shared etiology of…

Methodology · Statistics 2015-11-26 Denis Agniel , Katherine P. Liao , Tianxi Cai

Treatment effect heterogeneity is of a great concern when evaluating policy impact: "is the treatment Pareto-improving?", "what is the proportion of people who are better off under the treatment?", etc. However, even in the simple case of a…

Econometrics · Economics 2025-09-18 Myungkou Shin

Instrumental variable (IV) methods are used to estimate causal effects in settings with unobserved confounding, where we cannot directly experiment on the treatment variable. Instruments are variables which only affect the outcome…

Methodology · Statistics 2023-05-26 Elisabeth Ailer , Jason Hartford , Niki Kilbertus

We provide an inferential framework to assess variable importance for heterogeneous treatment effects. This assessment is especially useful in high-risk domains such as medicine, where decision makers hesitate to rely on black-box treatment…

Methodology · Statistics 2026-05-11 Pawel Morzywolek , Peter B. Gilbert , Alex Luedtke

We study identification and estimation of the average treatment effect in a correlated random coefficients model that allows for first stage heterogeneity and binary instruments. The model also allows for multiple endogenous variables and…

Methodology · Statistics 2014-01-03 Matthew A. Masten , Alexander Torgovitsky

Estimating heterogeneous treatment effects has become increasingly important in many fields and life and death decisions are now based on these estimates: for example, selecting a personalized course of medical treatment. Recently, a…

Methodology · Statistics 2019-04-01 Sören R. Künzel , Simon J. S. Walter , Jasjeet S. Sekhon

Assessing causal effects in the presence of unobserved confounding is a challenging problem. Existing studies leveraged proxy variables or multiple treatments to adjust for the confounding bias. In particular, the latter approach attributes…

Methodology · Statistics 2023-10-17 Yong Wu , Mingzhou Liu , Jing Yan , Yanwei Fu , Shouyan Wang , Yizhou Wang , Xinwei Sun

Policy evaluation in empirical microeconomics has been focusing on estimating the average treatment effect and more recently the heterogeneous treatment effects, often relying on the unconfoundedness assumption. We propose a method based on…

Econometrics · Economics 2023-06-06 Wei Tian

Survey questions often ask respondents to select from ordered scales where the meanings of the categories are subjective, leaving each individual free to apply their own definitions in answering. This paper studies the use of these…

Econometrics · Economics 2025-01-29 Leonard Goff

Estimators that weight observed outcomes to form effect estimates have a long tradition. Their outcome weights are widely used in established procedures, such as checking covariate balance, characterizing target populations, or detecting…

Econometrics · Economics 2024-12-13 Michael C. Knaus