Related papers: Causal Panel Analysis under Parallel Trends: Lesso…
To address the bias of the canonical two-way fixed effects estimator for difference-in-differences under staggered adoptions, Wooldridge (2021) proposed the extended two-way fixed effects estimator, which adds many parameters. However, this…
We study Federated Causal Inference, an approach to estimate treatment effects from decentralized data across centers. We compare three classes of Average Treatment Effect (ATE) estimators derived from the Plug-in G-Formula, ranging from…
Empirical economists are often deterred from the application of fixed effects binary choice models mainly for two reasons: the incidental parameter problem and the computational challenge even in moderately large panels. Using the example…
For a panel model considered by Abadie et al. (2010), the counterfactual outcomes constructed by Abadie et al., Hsiao et al. (2012), and Doudchenko and Imbens (2017) may all be confounded by uncontrolled heterogenous trends. Based on…
Estimating heterogeneous treatment effects has become increasingly important in many fields and life and death decisions are now based on these estimates: for example, selecting a personalized course of medical treatment. Recently, a…
Unmeasured confounding is a threat to causal inference in observational studies. In recent years, use of negative controls to mitigate unmeasured confounding has gained increasing recognition and popularity. Negative controls have a…
In causal inference, a fundamental task is to estimate the effect resulting from a specific treatment, which is often handled with inverse probability weighting. Despite an abundance of attention to the advancement of this task, most…
We propose a new estimator for average causal effects of a binary treatment with panel data in settings with general treatment patterns. Our approach augments the popular two-way-fixed-effects specification with unit-specific weights that…
In this study, we compared two groups, in which subjects were assigned to either the treatment or the control group. In such trials, if the efficacy of the treatment cannot be demonstrated in a population that meets the eligibility…
In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment effects including local average (LATE) and local quantile treatment effects (LQTE) in data-rich environments. We can handle very many…
The conditional average treatment effect (CATE) is frequently estimated to refute the homogeneous treatment effect assumption. Under this assumption, all units making up the population under study experience identical benefit from a given…
Linear regressions with period and group fixed effects are widely used to estimate policies' effects: 26 of the 100 most cited papers published by the American Economic Review from 2015 to 2019 estimate such regressions. It has recently…
Patients in clinical studies often exhibit heterogeneous treatment effect (HTE). Classical subgroup analyses provide inferential tools to test for effect modification, while modern machine learning methods estimate the Conditional Average…
Conducting causal inference with panel data is a core challenge in social science research. We adapt a deep neural architecture for time series forecasting (the N-BEATS algorithm) to more accurately impute the counterfactual evolution of a…
When constructing a model to estimate the causal effect of a treatment, it is necessary to control for other factors which may have confounding effects. Because the ignorability assumption is not testable, however, it is usually unclear…
Measurement error is a common challenge for causal inference studies using electronic health record (EHR) data, where clinical outcomes and treatments are frequently mismeasured. Researchers often address measurement error by conducting…
Causal inference on the average treatment effect (ATE) using non-probability samples, such as electronic health records (EHR), faces challenges from sample selection bias and high-dimensional covariates. This requires considering a…
Prior-Data Fitted Networks (PFNs) represent a paradigm shift in tabular data prediction. We present the principles of this new paradigm and evaluate two PFNs for estimating the average treatment effect (ATE) of a binary treatment on a…
Randomized experiments are an excellent tool for estimating internally valid causal effects with the sample at hand, but their external validity is frequently debated. While classical results on the estimation of Population Average…
Popular empirical strategies for policy evaluation in the panel data literature -- including difference-in-differences (DID), synthetic control (SC) methods, and their variants -- rely on key identifying assumptions that can be expressed…