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Causal inference with observational studies often relies on the assumptions of unconfoundedness and overlap of covariate distributions in different treatment groups. The overlap assumption is violated when some units have propensity scores…
In causal inference, treatment effects are typically estimated under the ignorability, or unconfoundedness, assumption, which is often unrealistic in observational data. By relaxing this assumption and conducting a sensitivity analysis, we…
A common practice in clinical trials is to evaluate a treatment effect on an intermediate endpoint when the true outcome of interest would be difficult or costly to measure. We consider how to validate intermediate endpoints in a…
We define extrapolation as any type of statistical inference on a conditional function (e.g., a conditional expectation or conditional quantile) evaluated outside of the support of the conditioning variable. This type of extrapolation…
Stress testing poses a causal question: how would portfolio credit losses change if the macroeconomy followed an adverse counterfactual path? Yet standard practice remains predictive and might be therefore vulnerable to omitted-variable…
Difference-in-differences (DiD) identification relies mainly on a parallel trends assumption about untreated potential outcomes. Researchers often relax this assumption by assuming conditional parallel trends within units with the same…
The fundamental problem in treatment effect estimation from observational data is confounder identification and balancing. Most of the previous methods realized confounder balancing by treating all observed pre-treatment variables as…
This study proposes a method to identify treatment effects without exclusion restrictions in randomized experiments with noncompliance. Exploiting a baseline survey commonly available in randomized experiments, I decompose the…
This paper examines the identification power of assumptions that formalize the notion of complementarity in the context of a nonparametric bounds analysis of treatment response. I extend the literature on partial identification via shape…
We study nonparametric distance-based (isotropic) local polynomial methods for estimating the boundary average treatment effect curve, a causal functional that captures treatment effect heterogeneity in boundary discontinuity designs. We…
Leveraging external controls -- relevant individual patient data under control from external trials or real-world data -- has the potential to reduce the cost of randomized controlled trials (RCTs) while increasing the proportion of trial…
The counterfactual distribution models the effect of the treatment in the untreated group. While most of the work focuses on the expected values of the treatment effect, one may be interested in the whole counterfactual distribution or…
We consider the estimation of average treatment effects in observational studies and propose a new framework of robust causal inference with unobserved confounders. Our approach is based on distributionally robust optimization and proceeds…
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…
In this work, we consider causal inference in various high-dimensional treatment settings, including for single multi-valued treatments and vector treatments with binary or continuous components, when the number of treatments can be…
In observational studies, the causal effect of a treatment may be confounded with variables that are related to both the treatment and the outcome of interest. In order to identify a causal effect, such studies often rely on the…
We develop a general framework for the identification of counterfactual parameters in a class of nonlinear semiparametric panel models with fixed effects and time effects. Our method applies to models for discrete outcomes (e.g., two-way…
Important questions for impact evaluation require knowledge not only of average effects, but of the distribution of treatment effects. The inability to observe individual counterfactuals makes answering these empirical questions…
We consider treatment-effect estimation with a two-periods panel, where units are untreated at period one, and receive strictly positive doses at period two. First, we consider designs with some quasi-untreated units, with a period-two dose…
Estimating heterogeneous treatment effects is a well-studied topic in the statistics literature. More recently, it has regained attention due to an increasing need for precision medicine as well as the increased use of state-of-art machine…