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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

The estimation of treatment effects is a pervasive problem in medicine. Existing methods for estimating treatment effects from longitudinal observational data assume that there are no hidden confounders, an assumption that is not testable…

Machine Learning · Computer Science 2020-09-21 Ioana Bica , Ahmed M. Alaa , Mihaela van der Schaar

This paper considers the practically important case of nonparametrically estimating heterogeneous average treatment effects that vary with a limited number of discrete and continuous covariates in a selection-on-observables framework where…

Econometrics · Economics 2019-08-26 Michael Zimmert , Michael Lechner

Nonparametric estimators of the mean total cost have been proposed in a variety of settings. In clinical trials it is generally impractical to follow up patients until all have responded, and therefore censoring of patient outcomes and…

Applications · Statistics 2008-12-18 Joseph C. Gardiner , Lin Liu , Zhehui Luo

We study the estimation of treatment effects using samples stratified by treatment status. Standard estimators of the average treatment effect and the local average treatment effect are inconsistent in this setting. We propose consistent…

Econometrics · Economics 2025-04-28 Jinyong Hahn , John Ham , Geert Ridder , Shuyang Sheng

Most causal inference methods consider counterfactual variables under interventions that set the treatment deterministically. With continuous or multi-valued treatments or exposures, such counterfactuals may be of little practical interest…

Methodology · Statistics 2021-07-07 Iván Díaz , Nicholas Williams , Katherine L. Hoffman , Edward J. Schenck

In a completely randomized experiment, the variances of treatment effect estimators in the finite population are usually not identifiable and hence not estimable. Although some estimable bounds of the variances have been established in the…

Statistics Theory · Mathematics 2022-09-20 Ruoyu Wang , Qihua Wang , Wang Miao , Xiaohua Zhou

In many practical situations, randomly assigning treatments to subjects is uncommon due to feasibility constraints. For example, economic aid programs and merit-based scholarships are often restricted to those meeting specific income or…

Recent work has focused on nonparametric estimation of conditional treatment effects, but inference has remained relatively unexplored. We propose a class of nonparametric tests for both quantitative and qualitative treatment effect…

Methodology · Statistics 2026-04-07 Oliver Dukes , Mats J. Stensrud , Riccardo Brioschi , Aaron Hudson

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

Given the unconfoundedness assumption, we propose new nonparametric estimators for the reduced dimensional conditional average treatment effect (CATE) function. In the first stage, the nuisance functions necessary for identifying CATE are…

Econometrics · Economics 2021-07-26 Qingliang Fan , Yu-Chin Hsu , Robert P. Lieli , Yichong Zhang

Instrumental variables are a popular study design for the estimation of treatment effects in the presence of unobserved confounders. In the canonical instrumental variables design, the instrument is a binary variable. In many settings,…

Methodology · Statistics 2024-10-10 Prabrisha Rakshit , Alexander Levis , Luke Keele

Researchers increasingly leverage movement across multiple treatments to estimate causal effects. While these "mover regressions" are often motivated by a linear constant-effects model, it is not clear what they capture under weaker…

Econometrics · Economics 2018-04-19 Peter Hull

We study the identification and estimation of long-term treatment effects when both experimental and observational data are available. Since the long-term outcome is observed only after a long delay, it is not measured in the experimental…

Methodology · Statistics 2024-09-04 Guido Imbens , Nathan Kallus , Xiaojie Mao , Yuhao Wang

This paper studies the identification, estimation, and inference of long-term (binary) treatment effect parameters when balanced panel data is not available, or consists of only a subset of the available data. We develop a new estimator:…

Econometrics · Economics 2025-02-04 Christophe Bellégo , David Benatia , Vincent Dortet-Bernardet

We consider the problem of testing for treatment effect heterogeneity in observational studies, and propose a nonparametric test based on multisample U-statistics. To account for potential confounders, we use reweighted data where the…

Methodology · Statistics 2021-03-30 Maozhu Dai , Weining Shen , Hal S. Stern

In classical study designs, the aim is often to learn about the effects of a treatment or intervention on a single outcome; in many modern studies, however, data on multiple outcomes are collected and it is of interest to explore effects on…

Methodology · Statistics 2017-06-15 Edward H. Kennedy , Shreya Kangovi , Nandita Mitra

The same intervention can produce different effects in different sites. Transport mediation estimators can estimate the extent to which such differences can be explained by differences in compositional factors and the mechanisms by which…

Methodology · Statistics 2020-06-16 Kara E. Rudolph , Ivan Diaz

This article proposes different tests for treatment effect heterogeneity when the outcome of interest, typically a duration variable, may be right-censored. The proposed tests study whether a policy 1) has zero distributional (average)…

Methodology · Statistics 2020-02-19 Pedro H. C. Sant'Anna

Long-term outcomes of experimental evaluations are necessarily observed after long delays. We develop semiparametric methods for combining the short-term outcomes of experiments with observational measurements of short-term and long-term…

Econometrics · Economics 2023-08-21 Jiafeng Chen , David M. Ritzwoller