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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…

Econometrics · Economics 2023-11-07 Irene Botosaru , Chris Muris

In settings where ML models are used to inform the allocation of resources, agents affected by the allocation decisions might have an incentive to strategically change their features to secure better outcomes. While prior work has studied…

We analyze multivariate ordered discrete response models with a lattice structure, modeling decision makers who narrowly bracket choices across multiple dimensions. These models map latent continuous processes into discrete responses using…

Econometrics · Economics 2025-11-06 Tatiana Komarova , William Matcham

Randomized experiments have become important tools in empirical research. In a completely randomized treatment-control experiment, the simple difference in means of the outcome is unbiased for the average treatment effect, and covariate…

Statistics Theory · Mathematics 2021-01-01 Lihua Lei , Peng Ding

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

We bound features of counterfactual choices in the nonparametric random utility model of demand, i.e. if observable choices are repeated cross-sections and one allows for unrestricted, unobserved heterogeneity. In this setting, tight bounds…

Econometrics · Economics 2019-05-21 Yuichi Kitamura , Jörg Stoye

Observational studies are rising in importance due to the widespread accumulation of data in fields such as healthcare, education, employment and ecology. We consider the task of answering counterfactual questions such as, "Would this…

Machine Learning · Statistics 2018-06-07 Fredrik D. Johansson , Uri Shalit , David Sontag

Algorithms deployed in education can shape the learning experience and success of a student. It is therefore important to understand whether and how such algorithms might create inequalities or amplify existing biases. In this paper, we…

Computers and Society · Computer Science 2022-12-21 Jade Maï Cock , Muhammad Bilal , Richard Davis , Mirko Marras , Tanja Käser

When the performance of a machine learning model varies over groups defined by sensitive attributes (e.g., gender or ethnicity), the performance disparity can be expressed in terms of the probability distributions of the input and output…

Machine Learning · Computer Science 2019-05-20 Hao Wang , Berk Ustun , Flavio P. Calmon

Fair machine learning (ML) methods help identify and mitigate the risk that algorithms encode or automate social injustices. Algorithmic approaches alone cannot resolve structural inequalities, but they can support socio-technical decision…

Machine Learning · Computer Science 2026-04-24 Michelle Seng Ah Lee , Kirtan Padh , David Watson , Niki Kilbertus , Jatinder Singh

We develop a class of multivariate ordered discrete response models featuring general rectangular structures, which allow for functionally interdependent thresholds across dimensions, extending beyond traditional (lattice) models that…

Econometrics · Economics 2025-11-06 Tatiana Komarova , William Matcham

Attrition is a common and potentially important threat to internal validity in treatment effect studies. We extend the changes-in-changes approach to identify the average treatment effect for respondents and the entire study population in…

Econometrics · Economics 2024-03-29 Dalia Ghanem , Sarojini Hirshleifer , Désiré Kédagni , Karen Ortiz-Becerra

Methods for estimating heterogeneous treatment effects (HTE) from observational data have largely focused on continuous or binary outcomes, with less attention paid to survival outcomes and almost none to settings with competing risks. In…

Methodology · Statistics 2024-09-30 Shenbo Xu , Raluca Cobzaru , Stan N. Finkelstein , Roy E. Welsch , Kenney Ng , Zach Shahn

Understanding effect modification -- how treatment effects vary across subpopulations -- is practically important in observational studies, as it helps identify which subgroups are likely to benefit from a given treatment. In this paper, we…

Methodology · Statistics 2026-05-12 Yu Gui , Dylan S Small , Zhimei Ren

In this paper, we develop a semiparametric sensitivity analysis approach designed to address unmeasured confounding in observational studies with time-to-event outcomes. We target estimation of the marginal distributions of potential…

Methodology · Statistics 2025-11-21 Linda Amoafo , Shiyao Xu , Elizabeth Platz , Daniel Scharfstein

Statistical agencies rely on sampling techniques to collect socio-demographic data crucial for policy-making and resource allocation. This paper shows that surveys of important societal relevance introduce sampling errors that unevenly…

Cryptography and Security · Computer Science 2025-01-22 Joonhyuk Ko , Juba Ziani , Saswat Das , Matt Williams , Ferdinando Fioretto

The proximal causal inference framework enables the identification and estimation of causal effects in the presence of unmeasured confounding by leveraging two disjoint sets of observed strong proxies: negative control treatments and…

Methodology · Statistics 2025-12-16 Antonio Olivas-Martinez , Peter B. Gilbert , Andrea Rotnitzky

Can stated preferences inform counterfactual analyses of actual choice? This research proposes a novel approach to researchers who have access to both stated choices in hypothetical scenarios and actual choices, matched or unmatched. The…

Econometrics · Economics 2025-11-18 Romuald Meango , Marc Henry , Ismael Mourifie

Applied Difference-in-Differences studies often involve outcomes that are discrete, mixed, censored, or otherwise non-continuously distributed, while policy questions frequently concern distributional effects rather than mean effects alone.…

Econometrics · Economics 2026-05-22 Nelly K. Djuazon , Emmanuel Selorm Tsyawo

Inferring individualised treatment effects from observational data can unlock the potential for targeted interventions. It is, however, hard to infer these effects from observational data. One major problem that can arise is covariate shift…

Machine Learning · Computer Science 2024-04-25 Damian Machlanski , Spyros Samothrakis , Paul Clarke