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Randomized controlled trials (RCTs) are the accepted standard for treatment effect estimation but they can be infeasible due to ethical reasons and prohibitive costs. Single-arm trials, where all patients belong to the treatment group, can…

Treatment effects can be estimated from observational data as the difference in potential outcomes. In this paper, we address the challenge of estimating the potential outcome when treatment-dose levels can vary continuously over time.…

Machine Learning · Statistics 2017-11-07 Hossein Soleimani , Adarsh Subbaswamy , Suchi Saria

We consider the estimation of heterogeneous treatment effects with arbitrary machine learning methods in the presence of unobserved confounders with the aid of a valid instrument. Such settings arise in A/B tests with an intent-to-treat…

Econometrics · Economics 2019-06-07 Vasilis Syrgkanis , Victor Lei , Miruna Oprescu , Maggie Hei , Keith Battocchi , Greg Lewis

This paper develops a nonparametric model that represents how sequences of outcomes and treatment choices influence one another in a dynamic manner. In this setting, we are interested in identifying the average outcome for individuals in…

Econometrics · Economics 2019-01-16 Sukjin Han

We consider a general difference-in-differences model in which the treatment variable of interest may be non-binary and its value may change in each period. It is generally difficult to estimate treatment parameters defined with the…

Econometrics · Economics 2023-05-30 Takahide Yanagi

The method of covariate adjustment is often used for estimation of population average treatment effects in observational studies. Graphical rules for determining all valid covariate adjustment sets from an assumed causal graphical model are…

Statistics Theory · Mathematics 2019-12-18 Andrea Rotnitzky , Ezequiel Smucler

Optimal treatment rules are mappings from individual patient characteristics to tailored treatment assignments that maximize mean outcomes. In this work, we introduce a conditional potential benefit (CPB) metric that measures the expected…

Methodology · Statistics 2024-08-29 Alexander W. Levis , Eli Ben-Michael , Edward H. Kennedy

Two key identifying assumptions used to justify difference-in-differences are parallel trends and no anticipation, yet both may fail in practice. I propose a class of assumptions on anticipation and derive closed-form, sharp bounds on the…

Econometrics · Economics 2026-03-03 Gianna Fenaroli

The Difference in Difference (DiD) estimator is a popular estimator built on the "parallel trends" assumption, which is an assertion that the treatment group, absent treatment, would change "similarly" to the control group over time. To…

Methodology · Statistics 2024-02-09 Dae Woong Ham , Luke Miratrix

We study the role of selection into treatment in difference-in-differences (DiD) designs. We derive necessary and sufficient conditions for parallel trends assumptions under general classes of selection mechanisms. These conditions…

Econometrics · Economics 2026-02-03 Dalia Ghanem , Pedro H. C. Sant'Anna , Kaspar Wüthrich

Multi-regional clinical trials (MRCTs) play an increasingly crucial role in global pharmaceutical development by expediting data gathering and regulatory approval across diverse patient populations. However, differences in recruitment…

Methodology · Statistics 2024-04-15 Kaiyuan Hua , Hwanhee Hong , Xiaofei Wang

Causal mediation analysis is a powerful tool for disentangling the total effect of a treatment into its direct effect on the outcome and its indirect effect mediated through an intermediate variable. However, in observational studies,…

Econometrics · Economics 2026-04-28 Yuhao Deng , Haoyu Wei , Zhongzhe Ouyang

Large observational data are increasingly available in disciplines such as health, economic and social sciences, where researchers are interested in causal questions rather than prediction. In this paper, we examine the problem of…

Methodology · Statistics 2021-11-24 Alberto Caron , Gianluca Baio , Ioanna Manolopoulou

Methods for extending -- generalizing or transporting -- inferences from a randomized trial to a target population involve conditioning on a large set of covariates that is sufficient for rendering the randomized and non-randomized groups…

Methodology · Statistics 2021-10-04 Sarah E Robertson , Jon A Steingrimsson , Issa J Dahabreh

Understanding treatment effect heterogeneity is important for decision making in medical and clinical practices, or handling various engineering and marketing challenges. When dealing with high-dimensional covariates or when the effect…

Consider the problem of estimating average treatment effects when a large number of covariates are used to adjust for possible confounding through outcome regression and propensity score models. The conventional approach of model building…

Statistics Theory · Mathematics 2018-01-31 Zhiqiang Tan

We consider identification and inference for the average treatment effect and heterogeneous treatment effect conditional on observable covariates in the presence of unmeasured confounding. Since point identification of these treatment…

Methodology · Statistics 2025-03-04 Kan Chen , Jeffrey Zhang , Bingkai Wang , Dylan S. Small

Difference-in-differences (DID) is popular because it can allow for unmeasured confounding when the key assumption of parallel trends holds. However, there exists little guidance on how to decide a priori whether this assumption is…

Methodology · Statistics 2025-05-07 Audrey Renson , Oliver Dukes , Zach Shahn

Popular empirical strategies for policy evaluation in the panel data literature -- including difference-in-differences (DID), synthetic control (SC) methods, and their variants -- rely on key identifying assumptions that can be expressed…

Econometrics · Economics 2025-11-11 Yiqi Liu

This paper concerns robust inference on average treatment effects following model selection. In the selection on observables framework, we show how to construct confidence intervals based on a doubly-robust estimator that are robust to…

Statistics Theory · Mathematics 2018-04-13 Max H. Farrell
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