Related papers: Testing for homogeneous treatment effects in linea…
Estimating heterogeneous treatment effects is a well-studied topic in the statistics literature. More recently, it has regained attention due to an increasing need for precision medicine as well as the increased use of state-of-art machine…
This paper considers treatment effects under endogeneity with complex heterogeneity in the selection equation. We model the outcome of an endogenous treatment as a triangular system, where both the outcome and first-stage equations consist…
Instrumental variables (IVs) are widely used for estimating causal effects in the presence of unmeasured confounding. Under the standard IV model, however, the average treatment effect (ATE) is only partially identifiable. To address this,…
We provide an inferential framework to assess variable importance for heterogeneous treatment effects. This assessment is especially useful in high-risk domains such as medicine, where decision makers hesitate to rely on black-box treatment…
The traditional model specification of stepped-wedge cluster-randomized trials assumes a homogeneous treatment effect across time while adjusting for fixed-time effects. However, when treatment effects vary over time, the constant effect…
We investigate how to exploit structural similarities of an individual's potential outcomes (POs) under different treatments to obtain better estimates of conditional average treatment effects in finite samples. Especially when it is…
Instrumental variables (IV) regression is a popular method for the estimation of the endogenous treatment effects. Conventional IV methods require all the instruments are relevant and valid. However, this is impractical especially in…
Learning a causal effect from observational data is not straightforward, as this is not possible without further assumptions. If hidden common causes between treatment $X$ and outcome $Y$ cannot be blocked by other measurements, one…
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…
We consider treatment-effect estimation with a two-periods panel, where units are untreated at period one, and receive strictly positive doses at period two. First, we consider designs with some quasi-untreated units, with a period-two dose…
This paper studies identification of average treatment effects in a panel data setting. It introduces a novel nonparametric factor model and proves identification of average treatment effects. The identification proof is based on the…
Flexible estimation of heterogeneous treatment effects lies at the heart of many statistical challenges, such as personalized medicine and optimal resource allocation. In this paper, we develop a general class of two-step algorithms for…
Data from both a randomized trial and an observational study are sometimes simultaneously available for evaluating the effect of an intervention. The randomized data typically allows for reliable estimation of average treatment effects but…
We consider a randomized controlled trial between two groups. The objective is to identify a population with characteristics such that the test therapy is more effective than the control therapy. Such a population is called a subgroup. This…
We study linear panel regression models in which the unobserved error term is an unknown smooth function of two-way unobserved fixed effects. In standard additive or interactive fixed effect models the individual specific and time specific…
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…
Heterogeneous treatment effects are of major interest in economics. For example, a poverty reduction measure would be best evaluated by its effects on those who would be poor in the absence of the treatment, or by the share among the poor…
Understanding and characterizing treatment effect variation in randomized experiments has become essential for going beyond the "black box" of the average treatment effect. Nonetheless, traditional statistical approaches often ignore or…
In classical study designs, the aim is often to learn about the effects of a treatment or intervention on a single outcome; in many modern studies, however, data on multiple outcomes are collected and it is of interest to explore effects on…
This paper considers the nonparametric regression model with an additive error that is dependent on the explanatory variables. As is common in empirical studies in epidemiology and economics, it also supposes that valid instrumental…