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We present a new estimator for causal effects with panel data that builds on insights behind the widely used difference in differences and synthetic control methods. Relative to these methods we find, both theoretically and empirically,…

Methodology · Statistics 2025-09-22 Dmitry Arkhangelsky , Susan Athey , David A. Hirshberg , Guido W. Imbens , Stefan Wager

We investigate large-sample properties of treatment effect estimators under unknown interference in randomized experiments. The inferential target is a generalization of the average treatment effect estimand that marginalizes over potential…

Statistics Theory · Mathematics 2019-10-25 Fredrik Sävje , Peter M. Aronow , Michael G. Hudgens

I develop a new identification strategy for treatment effects when noisy measurements of unobserved confounding factors are available. I use proxy variables to construct a random variable conditional on which treatment variables become…

Econometrics · Economics 2022-09-30 Kenichi Nagasawa

The ability to answer causal questions is crucial in many domains, as causal inference allows one to understand the impact of interventions. In many applications, only a single intervention is possible at a given time. However, in some…

Machine Learning · Statistics 2022-10-12 Olivier Jeunen , Ciarán M. Gilligan-Lee , Rishabh Mehrotra , Mounia Lalmas

Understanding treatment effect heterogeneity has become increasingly important in many fields. In this paper we study distributions and quantiles of individual treatment effects to provide a more comprehensive and robust understanding of…

Methodology · Statistics 2026-03-31 Zhe Chen , Xinran Li

Since their introduction in Abadie and Gardeazabal (2003), Synthetic Control (SC) methods have quickly become one of the leading methods for estimating causal effects in observational studies in settings with panel data. Formal discussions…

Econometrics · Economics 2023-07-20 Lea Bottmer , Guido Imbens , Jann Spiess , Merrill Warnick

Estimating treatment effects is crucial for personalized decision-making in medicine, but this task faces unique challenges in clinical practice. At training time, models for estimating treatment effects are typically trained on…

Machine Learning · Computer Science 2025-10-31 Yuchen Ma , Dennis Frauen , Jonas Schweisthal , Stefan Feuerriegel

We study identification and estimation of causal effects in settings with panel data. Traditionally researchers follow model-based identification strategies relying on assumptions governing the relation between the potential outcomes and…

Econometrics · Economics 2022-02-18 Dmitry Arkhangelsky , Guido W. Imbens

Conventional methods in causal effect inferencetypically rely on specifying a valid set of control variables. When this set is unknown or misspecified, inferences will be erroneous. We propose a method for inferring average causal effects…

Methodology · Statistics 2021-06-14 Ludvig Hult , Dave Zachariah

A common approach to constructing a Synthetic Control unit is to fit on the outcome variable and covariates in pre-treatment time periods, but it has been shown by Ferman and Pinto (2019) that this approach does not provide asymptotic…

Econometrics · Economics 2024-03-07 Joseph Fry

We study identifying and estimating the causal effect of a treatment variable on a long-term outcome using data from an observational and an experimental domain. The observational data are subject to unobserved confounding. Furthermore,…

To infer the treatment effect for a single treated unit using panel data, synthetic control methods construct a linear combination of control units' outcomes that mimics the treated unit's pre-treatment outcome trajectory. This linear…

Methodology · Statistics 2024-05-07 Hongxiang Qiu , Xu Shi , Wang Miao , Edgar Dobriban , Eric Tchetgen Tchetgen

Assessing causal effects in the presence of unobserved confounding is a challenging problem. Existing studies leveraged proxy variables or multiple treatments to adjust for the confounding bias. In particular, the latter approach attributes…

Methodology · Statistics 2023-10-17 Yong Wu , Mingzhou Liu , Jing Yan , Yanwei Fu , Shouyan Wang , Yizhou Wang , Xinwei Sun

Estimating treatment effects using observation data often relies on the assumption of no unmeasured confounders. However, unmeasured confounding variables may exist in many real-world problems. It can lead to a biased estimation without…

Methodology · Statistics 2024-11-19 Namhwa Lee , Shujie Ma

Causal inference in observational studies can be challenging when confounders are subject to missingness. Generally, the identification of causal effects is not guaranteed even under restrictive parametric model assumptions when confounders…

Methodology · Statistics 2023-03-23 Jian Sun , Bo Fu

Suppose one is interested in estimating causal effects in the presence of potentially unmeasured confounding with the aid of a valid instrumental variable. This paper investigates the problem of making inferences about the average treatment…

Methodology · Statistics 2020-12-15 BaoLuo Sun , Wang Miao

This paper proposes a statistical inference method for assessing treatment effects with dyadic data. Under the assumption that the treatments follow an exchangeable distribution, our approach allows for the presence of any unobserved…

Econometrics · Economics 2024-05-28 Tadao Hoshino , Takahide Yanagi

Unobserved confounding is one of the main challenges when estimating causal effects. We propose a causal reduction method that, given a causal model, replaces an arbitrary number of possibly high-dimensional latent confounders with a single…

Machine Learning · Statistics 2023-02-24 Maximilian Ilse , Patrick Forré , Max Welling , Joris M. Mooij

Identifying causal treatment (or exposure) effects in observational studies requires the data to satisfy the unconfoundedness assumption which is not testable using the observed data. With sensitivity analysis, one can determine how the…

Methodology · Statistics 2023-01-31 Yang Ou , Lu Tang , Chung-Chou H. Chang

This paper extends the literature on the theoretical properties of synthetic controls to the case of non-linear generative models, showing that the synthetic control estimator is generally biased in such settings. I derive a lower bound for…

Econometrics · Economics 2021-11-23 Oscar Engelbrektson