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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…

Econometrics · Economics 2024-07-24 Undral Byambadalai , Tatsushi Oka , Shota Yasui

The difference-in-differences (DID) design is widely used in observational studies to estimate the causal effect of a treatment when repeated observations over time are available. Yet, almost all existing methods assume linearity in the…

Applications · Statistics 2020-09-29 Soichiro Yamauchi

Difference-in-differences is a common method for estimating treatment effects, and the parallel trends condition is its main identifying assumption: the trend in mean untreated outcomes is independent of the observed treatment status. In…

Econometrics · Economics 2023-08-09 Philip Marx , Elie Tamer , Xun Tang

Individualized treatment rules can lead to better health outcomes when patients have heterogeneous responses to treatment. Very few individualized treatment rule estimation methods are compatible with a multi-treatment observational study…

We propose a difference-in-differences (DiD) framework designed for time-varying continuous treatments across multiple periods. Specifically, we estimate the average treatment effect on the treated (ATET) by comparing distinct non-zero…

Econometrics · Economics 2026-01-16 Michel F. C. Haddad , Martin Huber , José Eduardo Medina-Reyes , Lucas Z. Zhang

Many research questions in public health and medicine concern sustained interventions in populations defined by substantive priorities. Existing methods to answer such questions typically require a measured covariate set sufficient to…

Methodology · Statistics 2023-06-30 Audrey Renson , Michael Hudgens , Alexander Keil , Paul Zivich , Allison Aiello

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

Instrumental variables (IV) regression is widely used to estimate causal treatment effects in settings where receipt of treatment is not fully random, but there exists an instrument that generates exogenous variation in treatment exposure.…

Econometrics · Economics 2021-08-10 Stephen Coussens , Jann Spiess

In survival contexts, substantial literature exists on estimating optimal treatment regimes, where treatments are assigned based on personal characteristics to maximize the survival probability. These methods assume that a set of covariates…

Methodology · Statistics 2025-07-24 Junwen Xia , Zishu Zhan , Jingxiao Zhang

Stepped wedge designs (SWDs) are increasingly used to evaluate longitudinal cluster-level interventions but pose substantial challenges for valid inference. Because crossover times are randomized, intervention effects are intrinsically…

Methodology · Statistics 2026-05-12 Fan Xia , K. C. Gary Chan , Emily Voldal , Avi Kenny , Patrick J. Heagerty , James P. Hughes

Instrumental variable methods provide a powerful approach to estimating causal effects in the presence of unobserved confounding. But a key challenge when applying them is the reliance on untestable "exclusion" assumptions that rule out any…

Methodology · Statistics 2020-06-23 Jason Hartford , Victor Veitch , Dhanya Sridhar , Kevin Leyton-Brown

Instrumental variables (IVs) are widely used to estimate causal effects from non-randomized data. A canonical example is a randomized trial with noncompliance, in which the randomized treatment assignment serves as an IV for the…

Methodology · Statistics 2026-02-06 Rui Wang , Ying-Qi Zhao , Oliver Dukes , Bo Zhang

The research in this paper gives a systematic investigation on the asymptotic behaviours of four inverse probability weighting (IPW)-based estimators for conditional average treatment effect, with nonparametrically, semiparametrically,…

Statistics Theory · Mathematics 2020-09-24 Niwen Zhou , Lixing Zhu

In many scenarios, such as the evaluation of place-based policies, potential outcomes are not only dependent upon the unit's own treatment but also its neighbors' treatment. Despite this, "difference-in-differences" (DID) type estimators…

Econometrics · Economics 2025-01-30 Ruonan Xu

Public policies and medical interventions often involve dynamic treatment assignments, in which individuals receive a sequence of interventions over multiple stages. We study the statistical learning of optimal dynamic treatment regimes…

Methodology · Statistics 2025-05-21 Shosei Sakaguchi

This paper considers the identification of dynamic treatment effects with panel data, in complex designs where the treatment may not be binary and may not be absorbing. We first show that under no-anticipation and parallel-trends…

Econometrics · Economics 2025-12-23 Clément de Chaisemartin , Xavier D'Haultfœuille

We consider the problem of efficient inference of the Average Treatment Effect in a sequential experiment where the policy governing the assignment of subjects to treatment or control can change over time. We first provide a central limit…

Machine Learning · Statistics 2024-03-05 Thomas Cook , Alan Mishler , Aaditya Ramdas

Empirical researchers are often interested in not only whether a treatment affects an outcome of interest, but also how the treatment effect arises. Causal mediation analysis provides a formal framework to identify causal mechanisms through…

Econometrics · Economics 2022-02-01 Bora Kim

Estimating causal effects in a target population with unmeasured confounders is challenging, especially when instrumental variables (IVs) are unavailable. However, IVs from auxiliary populations with similar problems can help infer causal…

Methodology · Statistics 2025-08-06 Wei Li , Jiapeng Liu , Peng Ding , Zhi Geng

In economic program evaluation, it is common to obtain panel data in which outcomes are indicators that an individual has reached an absorbing state. For example, they may indicate whether an individual has exited a period of unemployment,…

Econometrics · Economics 2026-05-26 Ben Deaner , Hyejin Ku