Related papers: Autoregressive models for panel data causal infere…
This paper introduces a novel approach for estimating heterogeneous treatment effects of binary treatment in panel data, particularly focusing on short panel data with large cross-sectional data and observed confoundings. In contrast to…
We propose a method for estimation and inference for bounds for heterogeneous causal effect parameters in general sample selection models where the treatment can affect whether an outcome is observed and no exclusion restrictions are…
Randomized trials typically estimate average relative treatment effects, but decisions on the benefit of a treatment are possibly better informed by more individualized predictions of the absolute treatment effect. In case of a binary…
This dissertation focuses on modern causal inference under uncertainty and data restrictions, with applications to neoadjuvant clinical trials, distributed data networks, and robust individualized decision making. In the first project, we…
This paper proposes a novel approach for estimating treatment effects in panel data settings, addressing key limitations of the standard difference-in-differences (DID) approach. The standard approach relies on the parallel trends…
This chapter presents an overview of a specific form of limited dependent variable models, namely discrete choice models, where the dependent (response or outcome) variable takes values which are discrete, inherently ordered, and…
Increasing the success rate of a process, i.e. the percentage of cases that end in a positive outcome, is a recurrent process improvement goal. At runtime, there are often certain actions (a.k.a. treatments) that workers may execute to lift…
Propensity scores are commonly used to reduce the confounding bias in non-randomized observational studies for estimating the average treatment effect. An important assumption underlying this approach is that all confounders that are…
There is an increasing interest in estimating heterogeneity in causal effects in randomized and observational studies. However, little research has been conducted to understand heterogeneity in an instrumental variables study. In this work,…
This paper investigates new ways of estimating and identifying causal, noncausal, and mixed causal-noncausal autoregressive models driven by a non-Gaussian error sequence. We do not assume any parametric distribution function for the…
Individuals with bipolar disorder tend to cycle through disease states such as depression and mania. The heterogeneous nature of disease across states complicates the evaluation of interventions for bipolar disorder patients, as varied…
An important problem in econometrics and marketing is to infer the causal impact that a designed market intervention has exerted on an outcome metric over time. This paper proposes to infer causal impact on the basis of a…
The increasing multiplicity of data sources offers exciting possibilities in estimating the effects of a treatment, intervention, or exposure, particularly if observational and experimental sources could be used simultaneously. Borrowing…
Panel data consists of a collection of $N$ units that are observed over $T$ units of time. A policy or treatment is subject to staggered adoption if different units take on treatment at different times and remains treated (or never at all).…
The health effects of environmental exposures have been studied for decades, typically using standard regression models to assess exposure-outcome associations found in observational non-experimental data. We propose and illustrate a…
We consider estimating the "de facto" or effectiveness estimand in a randomised placebo-controlled or standard-of-care-controlled drug trial with quantitative outcome, where participants who discontinue an investigational treatment are not…
Group therapy is a central treatment modality for behavioral health disorders such as alcohol and other drug use (AOD) and depression. Group therapy is often delivered under a rolling (or open) admissions policy, where new clients are…
We propose a new method to estimate causal effects from nonexperimental data. Each pair of sample units is first associated with a stochastic 'treatment' - differences in factors between units - and an effect - a resultant outcome…
Prescriptive process monitoring methods seek to improve the performance of a process by selectively triggering interventions at runtime (e.g., offering a discount to a customer) to increase the probability of a desired case outcome (e.g., a…
We study a new model where the potential outcomes, corresponding to the values of a (possibly continuous) treatment, are linked through common factors. The factors can be estimated using a panel of regressors. We propose a procedure to…