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This paper introduces the two-way common causal covariates (CCC) assumption, which is necessary to get an unbiased estimate of the ATT when using time-varying covariates in existing Difference-in-Differences methods. The two-way CCC…

Econometrics · Economics 2025-07-25 Sunny Karim , Matthew D. Webb

The Average Treatment Effect on the Treated (ATT) is a common causal parameter defined as the average effect of a binary treatment among the subset of the population receiving treatment. We propose a novel family of parameters, Generalized…

Methodology · Statistics 2024-10-28 Herbert Susmann , Nicholas T. Williams , Kara E. Rudolph , Iván Díaz

We propose a difference-in-differences (DiD) framework with mediation for possibly multivalued discrete or continuous treatments and mediators, aimed at identifying the direct effect of the treatment on the outcome (net of effects operating…

Econometrics · Economics 2026-03-02 Martin Huber , Sarina Joy Oberhänsli

This paper estimates individual treatment effects in a triangular model with binary--valued endogenous treatments. Following the identification strategy established in Vuong and Xu (2014), we propose a two--stage estimation approach. First,…

Methodology · Statistics 2016-10-28 Qian Feng , Quang Vuong , Haiqing Xu

Inferring the heterogeneous treatment effect is a fundamental problem in the sciences and commercial applications. In this paper, we focus on estimating Conditional Average Treatment Effect (CATE), that is, the difference in the conditional…

Methodology · Statistics 2021-03-23 Haomiao Meng , Xingye Qiao

Suppose it is of interest to characterize effect heterogeneity of an intervention across levels of a baseline covariate using only pre- and post- intervention outcome measurements from those who received the intervention, i.e. with no…

Methodology · Statistics 2023-06-21 Zach Shahn

Researchers commonly use difference-in-differences (DiD) designs to evaluate public policy interventions. While methods exist for estimating effects in the context of binary interventions, policies often result in varied exposures across…

Methodology · Statistics 2025-02-07 Gary Hettinger , Youjin Lee , Nandita Mitra

From personalised medicine to targeted advertising, it is an inherent task to provide a sequence of decisions with historical covariates and outcome data. This requires understanding of both the dynamics and heterogeneity of treatment…

Methodology · Statistics 2022-06-22 Oscar Hernan Madrid Padilla , Yi Yu

Identifying patient subgroups with different treatment responses is an important task to inform medical recommendations, guidelines, and the design of future clinical trials. Existing approaches for treatment effect estimation primarily…

Methodology · Statistics 2025-12-10 Vincent Jeanselme , Chang Ho Yoon , Fabian Falck , Brian Tom , Jessica Barrett

This paper introduces the Difference-in-Differences Bayesian Causal Forest (DiD-BCF), a novel non-parametric model addressing key challenges in DiD estimation, such as staggered adoption and heterogeneous treatment effects. DiD-BCF provides…

Methodology · Statistics 2025-06-10 Hugo Gobato Souto , Francisco Louzada Neto

Estimating conditional average treatment effects (CATE) is challenging, especially when treatment information is missing. Although this is a widespread problem in practice, CATE estimation with missing treatments has received little…

Machine Learning · Statistics 2023-04-19 Milan Kuzmanovic , Tobias Hatt , Stefan Feuerriegel

This paper considers identifying and estimating the Average Treatment Effect on the Treated (ATT) when untreated potential outcomes are generated by an interactive fixed effects model. That is, in addition to time-period and individual…

Econometrics · Economics 2022-02-15 Brantly Callaway , Sonia Karami

The common practice in difference-in-difference (DiD) designs is to check for parallel trends prior to treatment assignment, yet typical estimation and inference does not account for the fact that this test has occurred. I analyze the…

Econometrics · Economics 2018-05-03 Jonathan Roth

When treating depression, clinicians are interested in determining the optimal treatment for a given patient, which is challenging given the amount of treatments available. To advance individualized treatment allocation, integrating data…

This paper studies treatment effect models in which individuals are classified into unobserved groups based on heterogeneous treatment rules. Using a finite mixture approach, we propose a marginal treatment effect (MTE) framework in which…

Econometrics · Economics 2022-05-24 Tadao Hoshino , Takahide Yanagi

We develop a novel approach to partially identify causal estimands, such as the average treatment effect (ATE), from observational data. To better satisfy the stable unit treatment value assumption (SUTVA) we utilize stochastic…

Methodology · Statistics 2024-07-30 Brian Knaeble , Braxton Osting , Placede Tshiaba

Difference-in-differences (DID) is one of the most popular tools used to evaluate causal effects of policy interventions. This paper extends the DID methodology to accommodate interval outcomes, which are often encountered in empirical…

Econometrics · Economics 2025-12-10 Daisuke Kurisu , Yuta Okamoto , Taisuke Otsu

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

This paper introduces BART-RDD, a sum-of-trees regression model built around a novel regression tree prior, which incorporates the special covariate structure of regression discontinuity designs. Specifically, the tree splitting process is…

Methodology · Statistics 2024-07-22 Rafael Alcantara , Meijia Wang , P. Richard Hahn , Hedibert Lopes

Estimating the conditional average treatment effect (CATE) from observational data is relevant for many applications such as personalized medicine. Here, we focus on the widespread setting where the observational data come from multiple…

Machine Learning · Computer Science 2024-06-05 Jonas Schweisthal , Dennis Frauen , Mihaela van der Schaar , Stefan Feuerriegel
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