Related papers: On the Efficiency of Highly Stratified Experiments
This paper develops a design-first econometric framework for event-study and difference-in-differences estimands under staggered adoption with heterogeneous effects, emphasising (i) exact probability limits for conventional two-way fixed…
This study considers various semiparametric difference-in-differences models under different assumptions on the relation between the treatment group identifier, time and covariates for cross-sectional and panel data. The variance lower…
This paper develops a class of potential outcomes models characterized by three main features: (i) Unobserved heterogeneity can be represented by a vector of potential outcomes and a type describing the manner in which an instrument…
Understanding treatment effect heterogeneity is important for decision making in medical and clinical practices, or handling various engineering and marketing challenges. When dealing with high-dimensional covariates or when the effect…
Multivalued treatment models have typically been studied under restrictive assumptions: ordered choice, and more recently unordered monotonicity. We show how treatment effects can be identified in a more general class of models that allows…
One fundamental statistical question for research areas such as precision medicine and health disparity is about discovering effect modification of treatment or exposure by observed covariates. We propose a semiparametric framework for…
We consider the problem of estimating and inferring treatment effects in randomized experiments. In practice, stratified randomization, or more generally, covariate-adaptive randomization, is routinely used in the design stage to balance…
In this paper we study estimation of and inference for average treatment effects in a setting with panel data. We focus on the setting where units, e.g., individuals, firms, or states, adopt the policy or treatment of interest at a…
Randomized trials are often conducted with separate randomizations across multiple sites such as schools, voting districts, or hospitals. These sites can differ in important ways, including the site's implementation, local conditions, and…
Calibration of expensive simulation models involves an emulator based on simulation outputs generated across various parameter settings to replace the actual model. Noisy outputs of stochastic simulation models require many simulation…
This paper introduces a new fixed effects estimator for linear panel data models with clustered time patterns of unobserved heterogeneity. The method avoids non-convex and combinatorial optimization by combining a preliminary consistent…
Crossover designs randomly assign each unit to receive a sequence of treatments. By comparing outcomes within the same unit, these designs can effectively eliminate between-unit variation and facilitate the identification of both…
In prevalent cohort studies where subjects are recruited at a cross-section, the time to an event may be subject to length-biased sampling, with the observed data being either the forward recurrence time, or the backward recurrence time, or…
Achieving covariate balance in randomized experiments enhances the precision of treatment effect estimation. However, existing methods often require heuristic adjustments based on domain knowledge and are primarily developed for binary…
Test-negative designs are widely used for post-market evaluation of vaccine effectiveness, particularly in cases when randomized trials are not feasible. Differing from classical test-negative designs where only healthcare-seekers with…
An inductive probabilistic classification rule must generally obey the principles of Bayesian predictive inference, such that all observed and unobserved stochastic quantities are jointly modeled and the parameter uncertainty is fully…
Blocking, a special case of rerandomization, is routinely implemented in the design stage of randomized experiments to balance the baseline covariates. This study proposes a regression adjustment method based on the least absolute shrinkage…
A platform trial is an innovative clinical trial design that uses a master protocol to evaluate multiple treatments, where patients are often assigned to different subsets of treatment arms based on individual characteristics, enrollment…
In this paper, we propose a stratified sampling algorithm in which the random drawings made in the strata to compute the expectation of interest are also used to adaptively modify the proportion of further drawings in each stratum. These…
This paper examines the identification and estimation of heterogeneous treatment effects in event studies, emphasizing the importance of both lagged dependent variables and treatment effect heterogeneity. We show that omitting lagged…