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This paper studies identification of average treatment effects in a panel data setting. It introduces a novel nonparametric factor model and proves identification of average treatment effects. The identification proof is based on the…

Econometrics · Economics 2025-03-26 Susan Athey , Guido Imbens

Causal effect moderation investigates how the effect of interventions (or treatments) on outcome variables changes based on observed characteristics of individuals, known as potential effect moderators. With advances in data collection,…

Methodology · Statistics 2024-11-26 Soham Bakshi , Walter Dempsey , Snigdha Panigrahi

When making treatment selection decisions, it is essential to include a causal effect estimation analysis to compare potential outcomes under different treatments or controls, assisting in optimal selection. However, merely estimating…

Machine Learning · Statistics 2024-10-08 Sherly Alfonso-Sánchez , Kristina P. Sendova , Cristián Bravo

This paper studies Difference-in-Differences (DiD) setups with repeated cross-sectional data and potential compositional changes across time periods. We begin our analysis by deriving the efficient influence function and the semiparametric…

Econometrics · Economics 2025-11-17 Pedro H. C. Sant'Anna , Qi Xu

A central goal in social science is to evaluate the causal effect of a policy. One dominant approach is through panel data analysis in which the behaviors of multiple units are observed over time. The information across time and space…

Econometrics · Economics 2022-10-11 Dennis Shen , Peng Ding , Jasjeet Sekhon , Bin Yu

Policy evaluation in empirical microeconomics has been focusing on estimating the average treatment effect and more recently the heterogeneous treatment effects, often relying on the unconfoundedness assumption. We propose a method based on…

Econometrics · Economics 2023-06-06 Wei Tian

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

A key challenge in causal inference from observational studies is the identification and estimation of causal effects in the presence of unmeasured confounding. In this paper, we introduce a novel approach for causal inference that…

Methodology · Statistics 2022-10-17 Ying Zhou , Dingke Tang , Dehan Kong , Linbo Wang

A further understanding of cause and effect within observational data is critical across many domains, such as economics, health care, public policy, web mining, online advertising, and marketing campaigns. Although significant advances…

Machine Learning · Computer Science 2023-04-11 Zhixuan Chu , Sheng Li

We consider the problem of estimating the common time of a change in the mean parameters of panel data when dependence is allowed between the panels in the form of a common factor. A CUSUM type estimator is proposed, and we establish first…

Statistics Theory · Mathematics 2015-03-17 Lajos Horváth , Marie Hušková , Gregory Rice , Jia Wang

State-level policy evaluations commonly employ a difference-in-differences (DID) study design; yet within this framework, statistical model specification varies notably across studies. Motivated by applied state-level opioid policy…

This paper considers identifying and estimating causal effect parameters in a staggered treatment adoption setting -- that is, where a researcher has access to panel data and treatment timing varies across units. We consider the case where…

Econometrics · Economics 2023-08-08 Brantly Callaway , Emmanuel Selorm Tsyawo

Interval-censored competing risks data arise when each study subject may experience an event or failure from one of several causes and the failure time is not observed exactly but rather known to lie in an interval between two successive…

Methodology · Statistics 2016-03-02 Lu Mao , D. Y. Lin , Donglin Zeng

Interference arises when an individual's potential outcome depends on the individual treatment level, but also on the treatment level of others. A common assumption in the causal inference literature in the presence of interference is…

Methodology · Statistics 2018-05-15 Georgia Papadogeorgou , Fabrizia Mealli , Corwin M. Zigler

Hazard ratios are ubiquitously used in time to event analysis to quantify treatment effects. Although hazard ratios are invaluable for hypothesis testing, other measures of association, both relative and absolute, may be used to fully…

Methodology · Statistics 2020-11-02 Federico Ambrogi , Simona Iacobelli , Per Kragh Andersen

Many research questions involve time-to-event outcomes that can be prevented from occurring due to competing events. In these settings, we must be careful about the causal interpretation of classical statistical estimands. In particular,…

Methodology · Statistics 2020-09-01 Torben Martinussen , Mats Julius Stensrud

Causal inference is crucial for understanding the true impact of interventions, policies, or actions, enabling informed decision-making and providing insights into the underlying mechanisms that shape our world. In this paper, we establish…

Methodology · Statistics 2024-03-26 Jingyue Huang , Changbao Wu , Leilei Zeng

Stratifying factors, like age and gender, can modify the effect of treatments and exposures on risk of a studied outcome. Several effect measures, including the relative risk, hazard ratio, odds ratio, and risk difference, can be used to…

Methodology · Statistics 2021-11-05 Jake Shannin , Babette A. Brumback

Evaluating causal treatment effects in observational studies requires addressing confounding. While the back-door criterion enables identification through adjustment for observed covariates, it fails in the presence of unmeasured…

Methodology · Statistics 2026-05-04 Anna Guo , David Benkeser , Razieh Nabi

The Difference-in-Differences (DiD) method is a fundamental tool for causal inference, yet its application is often complicated by missing data. Although recent work has developed robust DiD estimators for complex settings like staggered…

Methodology · Statistics 2026-01-27 Lorenzo Testa , Edward H. Kennedy , Matthew Reimherr