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We propose and implement an approach to inference in linear instrumental variables models which is simultaneously robust and computationally tractable. Inference is based on self-normalization of sample moment conditions, and allows for…

Econometrics · Economics 2022-11-29 Eric Gautier , Christiern Rose

Weighting procedures are used in observational causal inference to adjust for covariate imbalance within the sample. Common practice for inference is to estimate robust standard errors from a weighted regression of outcome on treatment.…

Methodology · Statistics 2025-07-29 Erin Hartman , Chad Hazlett , Arisa Sadeghpour

A common practice in IV studies is to check for instrument strength, i.e. its association to the treatment, with an F-test from regression. If the F-statistic is above some threshold, usually 10, the instrument is deemed to satisfy one of…

Methodology · Statistics 2020-03-17 Nan Bi , Hyunseung Kang , Jonathan Taylor

New inference methods for the multivariate coefficient of variation and its reciprocal, the standardized mean, are presented. While there are various testing procedures for both parameters in the univariate case, it is less known how to do…

Methodology · Statistics 2020-03-31 Marc Ditzhaus , Łukas Smaga

In many causal inference applications, only one or a few units (or clusters of units) are treated. An important challenge in such settings is that standard inference methods relying on asymptotic theory may be unreliable, even with large…

Econometrics · Economics 2026-05-22 Luis Alvarez , Bruno Ferman , Kaspar Wüthrich

This study proposes a new Bayesian approach to infer binary treatment effects. The approach treats counterfactual untreated outcomes as missing observations and infers them by completing a matrix composed of realized and potential untreated…

Methodology · Statistics 2021-04-20 Masahiro Tanaka

In clinical trials, inferences on clinical outcomes are often made conditional on specific selective processes. For instance, only when a treatment demonstrates a significant effect on the primary outcome, further analysis is conducted to…

Methodology · Statistics 2025-04-15 Tianyu Pan , Vivek Charu , Ying Lu , Lu Tian

The presence of interference renders classic Fisher randomization tests infeasible due to nuisance unknowns. To address this issue, we propose imputing the nuisance unknowns and computing Fisher randomization p-values multiple times, then…

Methodology · Statistics 2024-11-14 Tingxuan Han , Ke Zhu , Hanzhong Liu , Ke Deng

This paper studies inference in cluster randomized trials where treatment status is determined according to a "matched pairs" design. Here, by a cluster randomized experiment, we mean one in which treatment is assigned at the level of the…

Econometrics · Economics 2025-08-14 Yuehao Bai , Jizhou Liu , Azeem M. Shaikh , Max Tabord-Meehan

Many decisions in healthcare, business, and other policy domains are made without the support of rigorous evidence due to the cost and complexity of performing randomized experiments. Using observational data to answer causal questions is…

Machine Learning · Statistics 2017-11-02 Alejandro Schuler , Ken Jung , Robert Tibshirani , Trevor Hastie , Nigam Shah

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

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…

Methodology · Statistics 2022-07-19 Shu Yang , Peng Ding

Iterative Synthetic Control Method is introduced in this study, a modification of the Synthetic Control Method (SCM) designed to improve its predictive performance by utilizing control units affected by the treatment in question. This…

Econometrics · Economics 2024-05-06 Andrii Melnychuk

We propose a practical and robust method for making inferences on average treatment effects estimated by synthetic controls. We develop a $K$-fold cross-fitting procedure for bias correction. To avoid the difficult estimation of the…

Econometrics · Economics 2025-05-26 Victor Chernozhukov , Kaspar Wuthrich , Yinchu Zhu

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

This paper studies inference in randomized controlled trials with covariate-adaptive randomization when there are multiple treatments. More specifically, we study inference about the average effect of one or more treatments relative to…

Econometrics · Economics 2019-01-21 Federico A. Bugni , Ivan A. Canay , Azeem M. Shaikh

Meta-analysis is a well-established tool used to combine data from several independent studies, each of which usually compares the effect of an experimental treatment with a control group. While meta-analyses are often performed using…

Methodology · Statistics 2025-06-02 Phuc Thien Tran , Long-Hao Xu , Christian Röver , Tim Friede

Econometric applications with multi-way clustering often feature a small number of effective clusters or heavy-tailed data, making standard cluster-robust and bootstrap inference unreliable in finite samples. In this paper, we develop a…

Methodology · Statistics 2026-01-14 Wenxuan Guo , Panos Toulis , Yuhao Wang

Randomization inference is a widely-used and appealing approach for analyzing treatment effects in randomized experiments, as it is finite-sample valid and does not require any distributional assumptions. However, naive application of…

Econometrics · Economics 2026-05-12 Xinran Li , Peizan Sheng , Zeyang Yu

Hypothesis tests based on linear models are widely accepted by organizations that regulate clinical trials. These tests are derived using strong assumptions about the data-generating process so that the resulting inference can be based on…

Applications · Statistics 2018-09-13 Kellie Ottoboni , Fraser Lewis , Luigi Salmaso