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When considering the effect a treatment will cause in a population of interest, we often look to evidence from randomized controlled trials. In settings where multiple trials on a treatment are available, we may wish to synthesize the…

Methodology · Statistics 2023-09-08 Nicole Schnitzler , Eloise Kaizar

This paper explores the use of a fuzzy regression discontinuity design where multiple treatments are applied at the threshold. The identification results show that, under the very strong assumption that the change in the probability of…

Econometrics · Economics 2021-04-20 Hector Galindo-Silva , Nibene Habib Some , Guy Tchuente

Attrition is a common and potentially important threat to internal validity in treatment effect studies. We extend the changes-in-changes approach to identify the average treatment effect for respondents and the entire study population in…

Econometrics · Economics 2024-03-29 Dalia Ghanem , Sarojini Hirshleifer , Désiré Kédagni , Karen Ortiz-Becerra

State-level policy evaluations commonly employ a difference-in-differences (DID) study design; yet within this framework, statistical model specification varies notably across studies. Motivated by applied state-level opioid policy…

We study the role of selection into treatment in difference-in-differences (DiD) designs. We derive necessary and sufficient conditions for parallel trends assumptions under general classes of selection mechanisms. These conditions…

Econometrics · Economics 2026-02-03 Dalia Ghanem , Pedro H. C. Sant'Anna , Kaspar Wüthrich

Constructing confidence intervals (CIs) for the average treatment effect (ATE) from patient records is crucial to assess the effectiveness and safety of drugs. However, patient records typically come from different hospitals, thus raising…

Machine Learning · Computer Science 2025-10-16 Yuxin Wang , Maresa Schröder , Dennis Frauen , Jonas Schweisthal , Konstantin Hess , Stefan Feuerriegel

Randomized trials are viewed as the benchmark for assessing causal effects of treatments on outcomes of interest. Nonetheless, challenges such as measurement error can undermine the standard causal assumptions for randomized trials. In…

Methodology · Statistics 2025-08-27 Dane Isenberg , Nandita Mitra , Steven C. Marcus , Rinad S. Beidas , Kristin A. Linn

Much evidence in comparative effectiveness research is based on observational studies. Researchers who conduct observational studies typically assume that there are no unobservable differences between the treated and control groups.…

Applications · Statistics 2020-01-23 Luke Keele , Stephen O'Neill , Richard Grieve

We combine two recently proposed nonparametric difference-in-differences methods, extending them to enable the examination of treatment effect heterogeneity in the staggered adoption setting using machine learning. The proposed method,…

Econometrics · Economics 2023-10-19 Julia Hatamyar , Noemi Kreif , Rudi Rocha , Martin Huber

We consider the problem of inference in Difference-in-Differences (DID) when there are few treated units and errors are spatially correlated. We first show that, when there is a single treated unit, some existing inference methods designed…

Econometrics · Economics 2023-04-26 Luis Alvarez , Bruno Ferman

Regression discontinuity designs are widely used when treatment assignment is determined by whether a running variable exceeds a predefined threshold. However, most research focuses on estimating local causal effects at the threshold,…

Methodology · Statistics 2025-01-06 Xinqin Feng , Wenjie Hu , Pu Yang , Tingyu Li , Xiao-Hua Zhou

This paper introduces an overidentification test of two alternative assumptions to identify the average treatment effect on the treated in a two-period panel data setting: unconfoundedness and common trends. Under the unconfoundedness…

Econometrics · Economics 2024-06-25 Martin Huber , Eva-Maria Oeß

We consider the problem of estimating the effects of a binary treatment on a continuous outcome of interest from observational data in the absence of confounding by unmeasured factors. We provide a new estimator of the population average…

Methodology · Statistics 2020-08-04 James Robins , Mariela Sued , Quanhong Lei-Gomez , Andrea Rotnitzky

We consider the problem of partial identification, the estimation of bounds on the treatment effects from observational data. Although studied using discrete treatment variables or in specific causal graphs (e.g., instrumental variables),…

Machine Learning · Computer Science 2022-10-18 Vahid Balazadeh , Vasilis Syrgkanis , Rahul G. Krishnan

In this paper, we consider estimation of average treatment effect on the treated (ATT), an interpretable and relevant causal estimand to policy makers when treatment assignment is endogenous. By considering shadow variables that are…

Methodology · Statistics 2026-04-21 Trinetri Ghosh , Jiawei Shan , Menggang Yu , Jiwei Zhao

The difference-in-differences (DID) design is widely used in observational studies to estimate the causal effect of a treatment when repeated observations over time are available. Yet, almost all existing methods assume linearity in the…

Applications · Statistics 2020-09-29 Soichiro Yamauchi

When one studies the effects of taxes, tariffs, or prices using panel data, the treatment is often continuously distributed in every period. We propose difference-in-differences (DID) estimators for such cases. We assume that between…

Common causal estimands include the average treatment effect (ATE), the average treatment effect of the treated (ATT), and the average treatment effect on the controls (ATC). Using augmented inverse probability weighting methods, parametric…

Methodology · Statistics 2022-09-23 Roland A. Matsouaka , Yi Liu , Yunji Zhou

Heterogeneous treatment effect models allow us to compare treatments at subgroup and individual levels, and are of increasing popularity in applications like personalized medicine, advertising, and education. In this talk, we first survey…

Methodology · Statistics 2022-01-28 Zijun Gao , Trevor Hastie

A common problem faced in clinical studies is that of estimating the effect of the most effective (e.g., the one having the largest mean) treatment among $k~(\geq2)$ available treatments. The most effective treatment is adjudged based on…

Statistics Theory · Mathematics 2022-09-20 Masihuddin , Neeraj Misra
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