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For multiple treatments D=0,1,...,J, covariates X and outcome Y, the ordinary least squares estimator (OLS) of Y on (D1,...,DJ,X) is widely applied to a constant-effect linear model, where Dj is the dummy variable for D=j. However, the…

Methodology · Statistics 2023-09-14 Myoungjae Lee

When longitudinal outcomes are evaluated in mortal populations, their non-existence after death complicates the analysis and its causal interpretation. Where popular methods often merge longitudinal outcome and survival into one scale or…

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

This paper presents a weighted optimization framework that unifies the binary,multi-valued, continuous, as well as mixture of discrete and continuous treatment, under the unconfounded treatment assignment. With a general loss function, the…

Econometrics · Economics 2018-08-20 Chunrong Ai , Oliver Linton , Kaiji Motegi , Zheng Zhang

When estimating the treatment effect in an observational study, we use a semiparametric locally efficient dimension reduction approach to assess both the treatment assignment mechanism and the average responses in both treated and…

Methodology · Statistics 2020-10-26 Trinetri Ghosh , Yanyuan Ma , Xavier de Luna

When the Stable Unit Treatment Value Assumption is violated and there is interference among units, there is not a uniquely defined Average Treatment Effect, and alternative estimands may be of interest. Among these are average unit-level…

Methodology · Statistics 2025-06-30 Molly Offer-Westort , Drew Dimmery

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

This paper introduces tools for assessing the sensitivity, to unobserved confounding, of a common estimator of the causal effect of a treatment on an outcome that employs weights: the weighted linear regression of the outcome on the…

Methodology · Statistics 2025-08-06 Leonard Wainstein , Chad Hazlett

When we are interested in high-dimensional system and focus on classification performance, the $\ell_{1}$-penalized logistic regression is becoming important and popular. However, the Lasso estimates could be problematic when penalties of…

Machine Learning · Statistics 2020-06-12 Huamei Huang , Yujing Gao , Huiming Zhang , Bo Li

In this article, we aim to provide a general and complete understanding of semi-supervised (SS) causal inference for treatment effects. Specifically, we consider two such estimands: (a) the average treatment effect and (b) the quantile…

Methodology · Statistics 2024-08-15 Abhishek Chakrabortty , Guorong Dai

Existing weighting methods for treatment effect estimation are often built upon the idea of propensity scores or covariate balance. They usually impose strong assumptions on treatment assignment or outcome model to obtain unbiased…

Machine Learning · Computer Science 2023-05-09 Dongcheng Zhang , Kunpeng Zhang

We revisit panel regressions with unobserved heterogeneity through the lens of variance-weighted average treatment effects. Building on established results for cross-sectional OLS and one-way fixed effects panels, we show that two-way panel…

Econometrics · Economics 2026-04-21 Artūras Juodis , Martin Weidner

In this paper, I try to tame "Basu's elephants" (data with extreme selection on observables). I propose new practical large-sample and finite-sample methods for estimating and inferring heterogeneous causal effects (under unconfoundedness)…

Econometrics · Economics 2023-01-20 Ganesh Karapakula

This paper studies inference for the local average treatment effect in randomized controlled trials with imperfect compliance where treatment status is determined according to "matched pairs." By "matched pairs," we mean that units are…

Econometrics · Economics 2024-06-28 Yuehao Bai , Hongchang Guo , Azeem M. Shaikh , Max Tabord-Meehan

Standard estimators in information provision experiments place more weight on individuals who update their beliefs more in response to new information. This paper shows that, in practice, these individuals who update the most have the…

Econometrics · Economics 2026-01-13 Dylan Balla-Elliott

This paper studies identification and estimation of average causal effects, such as average marginal or treatment effects, in fixed effects logit models with short panels. Relating the identified set of these effects to an extremal moment…

Econometrics · Economics 2024-12-20 Laurent Davezies , Xavier D'Haultfœuille , Louise Laage

Ordinal outcomes are common in clinical settings where they often represent increasing levels of disease progression or different levels of functional impairment. Such outcomes can characterize differences in meaningful patient health…

Assessing the causal effects of interventions on ordinal outcomes is an important objective of many educational and behavioral studies. Under the potential outcomes framework, we can define causal effects as comparisons between the…

Methodology · Statistics 2018-04-06 Jiannan Lu , Peng Ding , Tirthankar Dasgupta

Treatment effect estimation is a fundamental problem in causal inference. We focus on designing efficient randomized controlled trials, to accurately estimate the effect of some treatment on a population of $n$ individuals. In particular,…

Machine Learning · Computer Science 2022-10-14 Raghavendra Addanki , David Arbour , Tung Mai , Cameron Musco , Anup Rao

Consider estimation of average treatment effects with multi-valued treatments using augmented inverse probability weighted (IPW) estimators, depending on outcome regression and propensity score models in high-dimensional settings. These…

Methodology · Statistics 2022-01-25 Wenfu Xu , Zhiqiang Tan