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We develop a new approach for estimating average treatment effects in observational studies with unobserved group-level heterogeneity. We consider a general model with group-level unconfoundedness and provide conditions under which…

Econometrics · Economics 2023-08-31 Dmitry Arkhangelsky , Guido Imbens

This paper introduces a novel approach for estimating heterogeneous treatment effects of binary treatment in panel data, particularly focusing on short panel data with large cross-sectional data and observed confoundings. In contrast to…

Methodology · Statistics 2024-06-05 Meijia Wang , Ignacio Martinez , P. Richard Hahn

We address a core problem in causal inference: estimating heterogeneous treatment effects using panel data with general treatment patterns. Many existing methods either do not utilize the potential underlying structure in panel data or have…

Machine Learning · Statistics 2024-06-11 Retsef Levi , Elisabeth Paulson , Georgia Perakis , Emily Zhang

Regression analyses based on transformations of cumulative incidence functions are often adopted when modeling and testing for treatment effects in clinical trial settings involving competing and semi-competing risks. Common frameworks…

Methodology · Statistics 2024-01-11 Alexandra Bühler , Richard J Cook , Jerald F Lawless

Nonlinear longitudinal proportional effect models have been proposed to improve power and provide direct estimates of the proportional treatment effect in randomized clinical trials. These models assume a fixed proportional treatment effect…

Methodology · Statistics 2026-01-23 Michael C. Donohue , Philip S. Insel , Oliver Langford

We propose a doubly robust approach to characterizing treatment effect heterogeneity in observational studies. We develop a frequentist inferential procedure that utilizes posterior distributions for both the propensity score and outcome…

Methodology · Statistics 2022-07-21 Heejun Shin , Joseph Antonelli

We develop a framework for difference-in-differences designs with staggered treatment adoption and heterogeneous causal effects. We show that conventional regression-based estimators fail to provide unbiased estimates of relevant estimands…

Econometrics · Economics 2024-01-18 Kirill Borusyak , Xavier Jaravel , Jann Spiess

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

We propose a simple and general framework for nonparametric estimation of heterogeneous treatment effects under fairness constraints. Under standard regularity conditions, we show that the resulting estimators possess the double robustness…

Methodology · Statistics 2023-12-21 Kwangho Kim , José R. Zubizarreta

We propose a new, flexible model for inference of the effect of a binary treatment on a continuous outcome observed over subsequent time periods. The model allows to seperate association due to endogeneity of treatment selection from…

Methodology · Statistics 2021-03-02 Helga Wagner , Sylvia Frühwirth-Schnatter , Liana Jacobi

In multi-site randomized trials with many sites and few randomization units per site, an Empirical-Bayes estimator can be used to estimate the variance of the treatment effect across sites. When this estimator indicates that treatment…

Econometrics · Economics 2024-12-12 Clément de Chaisemartin , Antoine Deeb

Many economic models feature moment conditions that involve latent variables. When the latent variables are individual fixed effects in an auxiliary panel data regression, we construct orthogonal moments that eliminate first-order bias…

Econometrics · Economics 2026-02-10 Jiaqi Huang

In Historical Economics, Persistence studies document the persistence of some historical phenomenon or leverage this persistence to identify causal relationships of interest in the present. In this chapter, we analyze the implications of…

General Economics · Economics 2021-02-17 Alberto Bisin , Andrea Moro

Large-scale data are often characterized by some degree of inhomogeneity as data are either recorded in different time regimes or taken from multiple sources. We look at regression models and the effect of randomly changing coefficients,…

Methodology · Statistics 2016-08-11 Nicolai Meinshausen , Peter Bühlmann

When evaluating the efficacy of social programs and medical treatments using randomized experiments, the estimated overall average causal effect alone is often of limited value and the researchers must investigate when the treatments do and…

Applications · Statistics 2013-05-27 Kosuke Imai , Marc Ratkovic

Meta-analyses are commonly performed based on random-effects models, while in certain cases one might also argue in favour of a common-effect model. One such case may be given by the example of two "study twins" that are performed according…

Methodology · Statistics 2024-09-04 Christian Röver , Tim Friede

The paper proposes an estimator to make inference of heterogeneous treatment effects sorted by impact groups (GATES) for non-randomised experiments. The groups can be understood as a broader aggregation of the conditional average treatment…

Econometrics · Economics 2020-03-30 Daniel Jacob

This paper studies settings where the analyst is interested in identifying and estimating the average \emph{direct} causal effect of a binary treatment on an outcome. We consider a setup in which the outcome realization does not get…

Econometrics · Economics 2025-08-01 Federico A. Bugni , Ivan A. Canay , Steve McBride

Estimating the joint effect of a multivariate, continuous exposure is crucial, particularly in environmental health where interest lies in simultaneously evaluating the impact of multiple environmental pollutants on health. We develop novel…

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
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