Related papers: Bounds on Average Effects in Discrete Choice Panel…
Multivalued treatments are commonplace in applications. We explore the use of discrete-valued instruments to control for selection bias in this setting. Our discussion revolves around the concept of targeting: which instruments target which…
This paper presents a randomization-based framework for estimating causal effects under interference between units, motivated by challenges that arise in analyzing experiments on social networks. The framework integrates three components:…
It is common in medical studies that the outcome of interest is truncated by death, meaning that a subject has died before the outcome could be measured. In this case, restricted analysis among survivors may be subject to selection bias.…
This paper considers fixed effects (FE) estimation for linear panel data models under possible model misspecification when both the number of individuals, $n$, and the number of time periods, $T$, are large. We first clarify the probability…
We propose a definition for the average indirect effect of a binary treatment in the potential outcomes model for causal inference under cross-unit interference. Our definition is analogous to the standard definition of the average direct…
For observational studies, we study the sensitivity of causal inference when treatment assignments may depend on unobserved confounders. We develop a loss minimization approach for estimating bounds on the conditional average treatment…
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…
We study treatment-effect estimation using panel data. The treatment may be non-binary, non-absorbing, and the outcome may be affected by treatment lags. We make a parallel-trends assumption, and propose event-study estimators of the effect…
The average treatment effect (ATE), the mean difference in potential outcomes under treatment and control, is a canonical causal effect. Overlap, which says that all subjects have non-zero probability of either treatment status, is…
Naive maximum likelihood estimation of binary logit models with fixed effects leads to unreliable inference due to the incidental parameter problem. We study the case of three-dimensional panel data, where the model includes three sets of…
With reference to a binary outcome and a binary mediator, we derive identification bounds for natural effects under a reduced set of assumptions. Specifically, no assumptions about confounding are made that involve the outcome; we only…
We consider point estimation and inference for the treatment effect path of a policy. Examples include dynamic treatment effects in microeconomics, impulse response functions in macroeconomics, and event study paths in finance. We present…
This article presents identification results for the marginal treatment effect (MTE) when there is sample selection. We show that the MTE is partially identified for individuals who are always observed regardless of treatment, and derive…
We study the problem of selecting covariates for unbiased estimation of the total causal effect.Existing approaches typically rely on global causal structure learning over all variables, or on strong assumptions such as causal sufficiency -…
We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…
This paper deals with the concept of equivalence between direct and indirect effects of a treatment on a response using two sets of intermediate variables and covariates. First, we provide criteria for testing whether two sets of variables…
We introduce a new method for estimating the mean of an outcome variable within groups when researchers only observe the average of the outcome and group indicators across a set of aggregation units, such as geographical areas. Existing…
In applied research, Lee (2009) bounds are widely applied to bound the average treatment effect in the presence of selection bias. This paper extends the methodology of Lee bounds to accommodate outcomes in a general metric space, such as…
Causal effect estimation seeks to determine the impact of an intervention from observational data. However, the existing causal inference literature primarily addresses treatment effects on frequently occurring events. But what if we are…
Empirical work often uses treatment assigned following geographic boundaries. When the effects of treatment cross over borders, classical difference-in-differences estimation produces biased estimates for the average treatment effect. In…