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Related papers: 2SLS with Multiple Treatments

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The current body of research on developing optimal treatment strategies often places emphasis on intention-to-treat analyses, which fail to take into account the compliance behavior of individuals. Methods based on instrumental variables…

Methodology · Statistics 2024-02-21 Cuong T. Pham , Kevin G. Lynch , James R. McKay , Ashkan Ertefaie

The effects of treatments may differ between persons with different characteristics. Addressing such treatment heterogeneity is crucial to investigate whether patients with specific characteristics are likely to benefit from a new…

Methodology · Statistics 2024-03-29 Xynthia Kavelaars , Joris Mulder , Maurits Kaptein

This paper examines the identification and estimation of heterogeneous treatment effects in event studies, emphasizing the importance of both lagged dependent variables and treatment effect heterogeneity. We show that omitting lagged…

Econometrics · Economics 2025-09-18 Irene Botosaru , Laura Liu

Deep learning based discriminative methods, being the state-of-the-art machine learning techniques, are ill-suited for learning from lower amounts of data. In this paper, we propose a novel framework, called simultaneous two sample learning…

Computation and Language · Computer Science 2017-12-18 Sri Harsha Dumpala , Rupayan Chakraborty , Sunil Kumar Kopparapu

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

We study identification and estimation of causal effects in settings with panel data. Traditionally researchers follow model-based identification strategies relying on assumptions governing the relation between the potential outcomes and…

Econometrics · Economics 2022-02-18 Dmitry Arkhangelsky , Guido W. Imbens

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

We propose a new modeling and estimation approach to select the optimal treatment regime from different options through constructing a robust estimating equation. The method is protected against misspecification of the propensity score…

Methodology · Statistics 2022-11-15 Trinetri Ghosh , Yanyuan Ma , Wensheng Zhu , Yuanjia Wang

Optimizing credit limits, interest rates, and loan terms is crucial for managing borrower risk and lifetime value (LTV) in personal loan platform. However, counterfactual estimation of these continuous, multi-dimensional treatments faces…

Machine Learning · Computer Science 2025-08-12 Kexin Zhao , Bo Wang , Cuiying Zhao , Tongyao Wan

Causal inference literature has extensively focused on binary treatments, with relatively fewer methods developed for multi-valued treatments. In particular, methods for multiple simultaneously assigned treatments remain understudied…

This paper investigates causal effect identification in latent variable Linear Non-Gaussian Acyclic Models (lvLiNGAM) using higher-order cumulants, addressing two prominent setups that are challenging in the presence of latent confounding:…

Machine Learning · Statistics 2025-06-09 Daniele Tramontano , Yaroslav Kivva , Saber Salehkaleybar , Mathias Drton , Negar Kiyavash

Estimating heterogeneous treatment effects (HTEs) is crucial for precision medicine. While multiple studies can improve the generalizability of results, leveraging them for estimation is statistically challenging. Existing approaches often…

Methodology · Statistics 2025-12-22 Cathy Shyr , Boyu Ren , Prasad Patil , Giovanni Parmigiani

Recent experimental results showing untypical nonlinear absorption and marked deviations from well known universality in the low temperature acoustic and dielectric losses in amorphous solids prove the need for improving the understanding…

Disordered Systems and Neural Networks · Physics 2018-07-20 Moshe Schechter , Peter Nalbach , Alexander L. Burin

This paper studies identification and estimation of average causal effects, such as average marginal or treatment effects, in fixed effects logit models with short panels. Relating the identified set of these effects to an extremal moment…

Econometrics · Economics 2024-12-20 Laurent Davezies , Xavier D'Haultfœuille , Louise Laage

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

We propose a novel estimation procedure for models with endogenous variables in the presence of spatial correlation based on Eigenvector Spatial Filtering. The procedure, called Moran's $I$ 2-Stage Lasso (Mi-2SL), uses a two-stage Lasso…

Econometrics · Economics 2024-04-04 Sylvain Barde , Rowan Cherodian , Guy Tchuente

Principal stratification is a causal framework to analyze randomized experiments with a post-treatment variable between the treatment and endpoint variables. Because the principal strata defined by the potential outcomes of the…

Statistics Theory · Mathematics 2015-07-22 Zhichao Jiang , Peng Ding , Zhi Geng

Sequential multiple assignment randomized trials mimic the actual treatment processes experienced by physicians and patients in clinical settings and inform the comparative effectiveness of dynamic treatment regimes. In such trials,…

Methodology · Statistics 2025-04-07 Zi Wang , Yu Cheng , Abdus S. Wahed

This paper concerns robust inference on average treatment effects following model selection. In the selection on observables framework, we show how to construct confidence intervals based on a doubly-robust estimator that are robust to…

Statistics Theory · Mathematics 2018-04-13 Max H. Farrell

Causal inference analyses often use existing observational data, which in many cases has some clustering of individuals. In this paper we discuss propensity score weighting methods in a multilevel setting where within clusters individuals…

Applications · Statistics 2020-12-24 Youjin Lee , Trang Q. Nguyen , Elizabeth A. Stuart
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