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We develop a new identification strategy for average treatment effects on the treated (ATT) in panel data with discrete outcomes. Standard difference-in-differences (DiD) relies on parallel trends, which is frequently violated in…

Econometrics · Economics 2026-03-10 Young Ahn , Hiroyuki Kasahara

Dynamic prediction of causal effects under different treatment regimes conditional on an individual's characteristics and longitudinal history is an essential problem in precision medicine. This is challenging in practice because outcomes…

Methodology · Statistics 2023-03-07 Yizhen Xu , Jisoo Kim , Laura K. Hummers , Ami A. Shah , Scott Zeger

We consider the asymptotic properties of the Synthetic Control (SC) estimator when both the number of pre-treatment periods and control units are large. If potential outcomes follow a linear factor model, we provide conditions under which…

Econometrics · Economics 2020-05-27 Bruno Ferman

The Florence branch of an Italian supermarket chain recently implemented a strategy that permanently lowered the price of numerous store brands in several product categories. To quantify the impact of such a policy change, researchers often…

Applications · Statistics 2021-02-23 Fiammetta Menchetti , Iavor Bojinov

The method of synthetic controls is widely used for evaluating causal effects of policy changes in settings with observational data. Often, researchers aim to estimate the causal impact of policy interventions on a treated unit at an…

Econometrics · Economics 2025-01-17 Florian Gunsilius , David Van Dijcke

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…

Econometrics · Economics 2025-03-26 Susan Athey , Guido Imbens

The synthetic control (SC) method is a popular approach for estimating treatment effects from observational panel data. It rests on a crucial assumption that we can write the treated unit as a linear combination of the untreated units. This…

Methodology · Statistics 2023-02-27 Achille Nazaret , Claudia Shi , David M. Blei

Synthetic control methods often rely on matching pre-treatment characteristics (called predictors) of the treated unit. The choice of predictors and how they are weighted plays a key role in the performance and interpretability of synthetic…

Methodology · Statistics 2023-01-02 Jaume Vives-i-Bastida

Dynamic treatment regimes or policies are a sequence of decision functions over multiple stages that are tailored to individual features. One important class of treatment policies in practice, namely multi-stage stationary treatment…

Machine Learning · Statistics 2025-01-09 Daiqi Gao , Yufeng Liu , Donglin Zeng

Synthetic control methods have gained popularity among causal studies with observational data, particularly when estimating the impacts of the interventions that are implemented to a small number of large units. Implementing the synthetic…

Methodology · Statistics 2020-05-29 Gyuhyeong Goh , Jisang Yu

Randomized clinical trials are considered the gold standard for estimating causal effects. Nevertheless, in studies that are aimed at examining adverse effects of interventions, such trials are often impractical because of ethical and…

Methodology · Statistics 2020-01-20 Anthony D. Scotina , Andrew R. Zullo , Robert J. Smith , Roee Gutman

This paper provides estimation and inference methods for a conditional average treatment effects (CATE) characterized by a high-dimensional parameter in both homogeneous cross-sectional and unit-heterogeneous dynamic panel data settings. In…

Machine Learning · Statistics 2022-12-13 Vira Semenova , Matt Goldman , Victor Chernozhukov , Matt Taddy

This paper studies the estimation and inference of treatment effects in panel data settings when treatments change dynamically over time. We propose a balancing method that allows for (i) treatments to be assigned dynamically over time…

Econometrics · Economics 2026-02-24 Davide Viviano , Jelena Bradic

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…

Methodology · Statistics 2021-12-06 Shintaro Yuki , Kensuke Tanioka , Hiroshi Yadohisa

This paper studies non-separable models with a continuous treatment when the dimension of the control variables is high and potentially larger than the effective sample size. We propose a three-step estimation procedure to estimate the…

Methodology · Statistics 2019-03-07 Liangjun Su , Takuya Ura , Yichong Zhang

We propose a new method for estimating causal effects in longitudinal/panel data settings that we call generalized difference-in-differences. Our approach unifies two alternative approaches in these settings: ignorability estimators (e.g.,…

Methodology · Statistics 2023-12-12 Denis Agniel , Max Rubinstein , Jessie Coe , Maria DeYoreo

Dynamic treatment regimes are sequential decision rules that adapt treatment according to individual time-varying characteristics and outcomes to achieve optimal effects, with applications in precision medicine, personalized…

Methodology · Statistics 2025-10-24 Yuanshan Gao , Yang Bai , Yifan Cui

Accurate models of clinical actions and their impacts on disease progression are critical for estimating personalized optimal dynamic treatment regimes (DTRs) in medical/health research, especially in managing chronic conditions.…

Methodology · Statistics 2021-02-19 William Hua , Hongyuan Mei , Sarah Zohar , Magali Giral , Yanxun Xu

Synthetic Data Generation has become essential for scalable, privacy-preserving statistical analysis. While standard approaches based on generative models, such as Normalizing Flows, have been widely used, they often suffer from slow…

Machine Learning · Statistics 2025-06-23 Rex Shen , Lu Tian

We develop a marginal treatment effect based method to learn about causal effects in multiple treatment models with discrete instruments. We allow selection into treatment to be governed by a general class of threshold crossing models that…

Econometrics · Economics 2026-01-21 Vishal Kamat , Samuel Norris , Matthew Pecenco