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Many applications of causal analysis call for assessing, retrospectively, the effect of withholding an action that has in fact been implemented. This counterfactual quantity, sometimes called "effect of treatment on the treated," (ETT) have…

Methodology · Statistics 2012-05-14 Ilya Shpitser , Judea Pearl

We propose a semiparametric method to estimate the average treatment effect under the assumption of unconfoundedness given observational data. Our estimation method alleviates misspecification issues of the propensity score function by…

Econometrics · Economics 2025-01-16 Difang Huang , Jiti Gao , Tatsushi Oka

This research was motivated by studying anti-drug antibody (ADA) formation and its potential impact on long-term benefit of a biologic treatment in a randomized controlled trial, in which ADA status was not only unobserved in the control…

Methodology · Statistics 2021-01-13 Shengchun Kong , Dominik Heinzmann , Sabine Lauer , Tian Lu

We derive new variance formulas for inference on a general class of estimands of causal average treatment effects in a Randomized Control Trial (RCT). We generalize Robins (1988) and show that when the estimand of interest is the Sample…

Statistics Theory · Mathematics 2017-10-19 Jasjeet S. Sekhon , Yotam Shem-Tov

The conditional average treatment effect (CATE) is the best measure of individual causal effects given baseline covariates. However, the CATE only captures the (conditional) average, and can overlook risks and tail events, which are…

Machine Learning · Statistics 2025-06-05 Nathan Kallus , Miruna Oprescu

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

When the difference between treatments in a clinical trial is estimated by a difference in means, then it is well known that randomization ensures unbiassed estimation, even if no account is taken of important baseline covariates. However,…

Statistics Theory · Mathematics 2014-07-22 J. N. S. Matthews , Nuri H. Badi

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

Matching has become the mainstream in counterfactual inference, with which selection bias between sample groups can be significantly eliminated. However in practice, when estimating average treatment effect on the treated (ATT) via…

Econometrics · Economics 2022-06-14 Boyang You , Kerry Papps

With the increased availability of large health databases comes the opportunity of evaluating treatment effect on new data sources.Through these databases time-dependent outcomes can be analysed as events that can be measured using counting…

Methodology · Statistics 2022-04-08 Camille Nevoret , Sandrine Katsahian , Agathe Guilloux

Outcome-dependent sampling designs are extensively utilized in various scientific disciplines, including epidemiology, ecology, and economics, with retrospective case-control studies being specific examples of such designs. Additionally, if…

Methodology · Statistics 2023-09-22 Min Zeng , Zeyang Jia , Zijian Sui , Jinfeng Xu , Hong Zhang

We study identification in nonparametric regression models with a misclassified and endogenous binary regressor when an instrument is correlated with misclassification error. We show that the regression function is nonparametrically…

Econometrics · Economics 2021-08-31 Hiroyuki Kasahara , Katsumi Shimotsu

Heterogeneous treatment effects (HTEs) are increasingly estimated using machine learning models that produce highly personalized predictions of treatment effects. In practice, however, predicted treatment effects are rarely interpreted,…

This paper studies the identification, estimation, and inference of long-term (binary) treatment effect parameters when balanced panel data is not available, or consists of only a subset of the available data. We develop a new estimator:…

Econometrics · Economics 2025-02-04 Christophe Bellégo , David Benatia , Vincent Dortet-Bernardet

Since the average treatment effect (ATE) measures the change in social welfare, even if positive, there is a risk of negative effect on, say, some 10% of the population. Assessing such risk is difficult, however, because any one individual…

Methodology · Statistics 2022-07-20 Nathan Kallus

Quasi-experimental causal inference methods have become central in empirical operations management for guiding managerial decisions. Among these, empiricists utilize the Difference-in-Differences (DiD) estimator, which relies on the…

Methodology · Statistics 2026-05-13 Mingxuan Ge , Dae Woong Ham

When evaluating a two-phase intervention, the cumulative average treatment effect (ATE) is often the primary causal estimand of interest. However, some individuals who do not respond well to the Phase I treatment may subsequently display…

Methodology · Statistics 2026-02-02 Guanglei Hong , Xu Qin , Zhengyan Xu , Fan Yang

We present a novel extension of the influential changes-in-changes (CiC) framework of Athey and Imbens (2006) for estimating the average treatment effect on the treated (ATT) and distributional causal effects in panel data with unmeasured…

Methodology · Statistics 2025-08-20 Jinghao Sun , Eric J. Tchetgen Tchetgen

The conditional tail average treatment effect (CTATE) is defined as a difference between the conditional tail expectations of potential outcomes, which can capture heterogeneity and deliver aggregated local information on treatment effects…

Applications · Statistics 2024-05-21 Le-Yu Chen , Yu-Min Yen

The regression discontinuity (RD) design is widely used for program evaluation with observational data. The primary focus of the existing literature has been the estimation of the local average treatment effect at the existing treatment…

Methodology · Statistics 2024-09-05 Yi Zhang , Eli Ben-Michael , Kosuke Imai
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