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We propose a method for estimation and inference for bounds for heterogeneous causal effect parameters in general sample selection models where the treatment can affect whether an outcome is observed and no exclusion restrictions are…

Econometrics · Economics 2024-07-29 Phillip Heiler

The stable unit treatment value (SUTVA) is a crucial assumption in the Difference-in-Differences (DiD) research design. It rules out hidden versions of treatment and any sort of interference and spillover effects across units. Even if this…

Econometrics · Economics 2026-02-18 Fabrizia Mealli , Javier Viviens

Can stated preferences inform counterfactual analyses of actual choice? This research proposes a novel approach to researchers who have access to both stated choices in hypothetical scenarios and actual choices, matched or unmatched. The…

Econometrics · Economics 2025-11-18 Romuald Meango , Marc Henry , Ismael Mourifie

Difference-in-differences (diff-in-diff) is a study design that compares outcomes of two groups (treated and comparison) at two time points (pre- and post-treatment) and is widely used in evaluating new policy implementations. For instance,…

Applications · Statistics 2019-11-28 Bret Zeldow , Laura A. Hatfield

Rich meta-epidemiological data sets have been collected to explore associations between intervention effect estimates and study-level characteristics. Welton et al. proposed models for the analysis of meta-epidemiological data, but these…

Applications · Statistics 2017-11-28 Kirsty Rhodes , David Mawdsley , Rebecca Turner , Hayley Jones , Jelena Savovic , Julian Higgins

Indirect comparisons of treatment-specific outcomes across separate studies often inform decision-making in the absence of head-to-head randomized comparisons. Differences in baseline characteristics between study populations may introduce…

Applications · Statistics 2020-04-09 David Cheng , Rajeev Ayyagari , James Signorovitch

Methods for extending -- generalizing or transporting -- inferences from a randomized trial to a target population involve conditioning on a large set of covariates that is sufficient for rendering the randomized and non-randomized groups…

Methodology · Statistics 2021-10-04 Sarah E Robertson , Jon A Steingrimsson , Issa J Dahabreh

Treatment effects in regression discontinuity designs (RDDs) are often estimated using local regression methods. \cite{Hahn:01} demonstrated that the identification of the average treatment effect at the cutoff in RDDs relies on the…

Econometrics · Economics 2024-12-30 Weiwei Jiang , Rong J. B. Zhu

Subgroup selection in clinical trials is essential for identifying patient groups that react differently to a treatment, thereby enabling personalised medicine. In particular, subgroup selection can identify patient groups that respond…

Factorial experiments are ubiquitous in the social and biomedical sciences, but when units fail to comply with each assigned factors, identification and estimation of the average treatment effects become impossible without strong…

Methodology · Statistics 2025-08-06 Matthew Blackwell , Nicole E. Pashley

Estimating heterogeneous treatment effects with machine learning has attracted substantial attention in both academic research and industrial practice. However, the two communities often evaluate models under markedly different conditions.…

Machine Learning · Computer Science 2026-05-26 George Panagopoulos

We consider estimating the conditional average treatment effect for everyone by eliminating confounding and selection bias. Unfortunately, randomized clinical trials (RCTs) eliminate confounding but impose strict exclusion criteria that…

Machine Learning · Statistics 2021-06-15 Eric V. Strobl , Thomas A. Lasko

It is recommended that measures of between-study effect heterogeneity be reported when conducting individual-participant data meta-analyses (IPD-MA). Methods exist to quantify inconsistency between trials via I^2 (the percentage of…

Effect modification means the size of a treatment effect varies with an observed covariate. Generally speaking, a larger treatment effect with more stable error terms is less sensitive to bias. Thus, we might be able to conclude that a…

Methodology · Statistics 2026-05-19 Yijun Fan , Dylan S. Small

We propose semi- and non-parametric methods to estimate conditional interventional effects in the setting of two discrete mediators whose causal ordering is unknown. Average interventional indirect effects have been shown to decompose an…

Methodology · Statistics 2023-04-19 Max Rubinstein , Zach Branson , Edward H. Kennedy

Semiparametric inference on average causal effects from observational data is based on assumptions yielding identification of the effects. In practice, several distinct identifying assumptions may be plausible; an analyst has to make a…

Methodology · Statistics 2025-10-07 Tetiana Gorbach , Xavier de Luna , Juha Karvanen , Ingeborg Waernbaum

Multidimensional heterogeneity and endogeneity are important features of models with multiple treatments. We consider a heterogeneous coefficients model where the outcome is a linear combination of dummy treatment variables, with each…

Econometrics · Economics 2021-11-23 Whitney K. Newey , Sami Stouli

Most causal inference methods focus on estimating marginal average treatment effects, but many important causal estimands depend on the joint distribution of potential outcomes, including the probability of causation and proportions…

Methodology · Statistics 2025-10-16 Zach Shahn , David Madigan

Methods for extending -- generalizing or transporting -- inferences from a randomized trial to a target population involve conditioning on a large set of covariates that is sufficient for rendering the randomized and non-randomized groups…

This paper investigates the identification and inference of treatment effects in randomized controlled trials with social interactions. Two key network features characterize the setting and introduce endogeneity: (1) latent variables may…

Econometrics · Economics 2024-12-04 Mengsi Gao