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Related papers: On Causal Inference with Model-Based Outcomes

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Comparing counterfactual distributions can provide more nuanced and valuable measures for causal effects, going beyond typical summary statistics such as averages. In this work, we consider characterizing causal effects via distributional…

Machine Learning · Statistics 2024-11-05 Kwangho Kim , Jisu Kim , Edward H. Kennedy

In this article, we consider identification, estimation, and inference procedures for treatment effect parameters using Difference-in-Differences (DiD) with (i) multiple time periods, (ii) variation in treatment timing, and (iii) when the…

Econometrics · Economics 2020-12-02 Brantly Callaway , Pedro H. C. Sant'Anna

Construction of just-in-time adaptive interventions, such as prompts delivered by mobile apps to promote and maintain behavioral change, requires knowledge about time-varying moderated effects to inform when and how we deliver intervention…

Methodology · Statistics 2022-12-06 Jieru Shi , Zhenke Wu , Walter Dempsey

We propose a new approach to mixed-frequency regressions in a high-dimensional environment that resorts to Group Lasso penalization and Bayesian techniques for estimation and inference. In particular, to improve the prediction properties of…

Econometrics · Economics 2020-06-12 Matteo Mogliani , Anna Simoni

We consider the problem of estimating causal effects of interventions from observational data when well-known back-door and front-door adjustments are not applicable. We show that when an identifiable causal effect is subject to an implicit…

Methodology · Statistics 2022-04-13 Jouni Helske , Santtu Tikka , Juha Karvanen

Without a control group, the most widespread methodologies for estimating causal effects cannot be applied. To fill this gap, we propose the Machine Learning Control Method, a new approach for causal panel analysis that estimates causal…

Econometrics · Economics 2024-10-28 Augusto Cerqua , Marco Letta , Fiammetta Menchetti

When estimating causal effects from observational studies, researchers often need to adjust for many covariates to deconfound the non-causal relationship between exposure and outcome, among which many covariates are discrete. The behavior…

Statistics Theory · Mathematics 2024-05-07 Zhenghao Zeng , Sivaraman Balakrishnan , Yanjun Han , Edward H. Kennedy

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

We investigate a robust penalized logistic regression algorithm based on a minimum distance criterion. Influential outliers are often associated with the explosion of parameter vector estimates, but in the context of standard logistic…

Methodology · Statistics 2014-02-21 Eric C. Chi , David W. Scott

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

Fixed effect estimators of nonlinear panel data models suffer from the incidental parameter problem. This leads to two undesirable consequences in applied research: (1) point estimates are subject to large biases, and (2) confidence…

Econometrics · Economics 2022-04-18 Shuowen Chen

The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…

Methodology · Statistics 2022-10-28 Ziang Niu , Yuwen Gu , Wei Li

This paper investigates social interactions in endogenous groups. We specify a two-sided many-to-one matching model, where individuals select groups based on preferences, while groups admit individuals based on qualifications until reaching…

Econometrics · Economics 2025-05-06 Shuyang Sheng , Xiaoting Sun

I set up a potential outcomes framework to analyze spillover effects using instrumental variables. I characterize the population compliance types in a setting in which spillovers can occur on both treatment take-up and outcomes, and provide…

Econometrics · Economics 2021-12-15 Gonzalo Vazquez-Bare

We introduce two families of stochastic interventions with discrete treatments that connect causal modeling to cost-sensitive decision making. The interventions arise from a cost-penalized information projection of the independent product…

Methodology · Statistics 2026-01-21 Johan de Aguas

This paper studies quantile regression with an endogenous regressor and measurement error in the dependent variable. Standard quantile regression estimators ignoring these two elements can induce substantial bias. We adopt a…

Econometrics · Economics 2026-05-21 Xuanjing Su

How should researchers analyze randomized experiments in which the main outcome is latent and measured in multiple ways but each measure contains some degree of error? We first identify a critical study-specific noncomparability problem in…

Econometrics · Economics 2026-01-13 Jiawei Fu , Donald P. Green

We propose a new method to estimate structural parameters in multi-way networks while controlling for rich structures of fixed effects. The method is based on a series of classification tasks and is agnostic to both the number and structure…

Econometrics · Economics 2026-01-08 Lucas Resende , Guillaume Lecué , Lionel Wilner , Philippe Choné

Advances in wearable technologies and health interventions delivered by smartphones have greatly increased the accessibility of mobile health (mHealth) interventions. Micro-randomized trials (MRTs) are designed to assess the effectiveness…

Methodology · Statistics 2025-08-12 Jieru Shi , Walter Dempsey

We study a panel data model with general heterogeneous effects where slopes are allowed to vary across both individuals and over time. The key dimension reduction assumption we employ is that the heterogeneous slopes can be expressed as…

Statistics Theory · Mathematics 2019-09-05 Victor Chernozhukov , Christian Hansen , Yuan Liao , Yinchu Zhu