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Researchers are often interested in treatment effects on outcomes that are only defined conditional on a post-treatment event status. For example, in a study of the effect of different cancer treatments on quality of life at end of…

Single-subject health data are becoming increasingly available thanks to advances in self-tracking technology (e.g., wearable devices, mobile apps, sensors, implants). Many users and health caregivers seek to use such observational time…

Applications · Statistics 2019-01-23 Eric Jay Daza

This paper introduces the Difference-in-Differences Bayesian Causal Forest (DiD-BCF), a novel non-parametric model addressing key challenges in DiD estimation, such as staggered adoption and heterogeneous treatment effects. DiD-BCF provides…

Methodology · Statistics 2025-06-10 Hugo Gobato Souto , Francisco Louzada Neto

We consider a panel data analysis to examine the heterogeneity in treatment effects with respect to groups, periods, and a pre-treatment covariate of interest in the staggered difference-in-differences setting of Callaway and Sant'Anna…

Econometrics · Economics 2025-07-16 Shunsuke Imai , Lei Qin , Takahide Yanagi

We present a novel extension of the influential changes-in-changes (CiC) framework of Athey and Imbens (2006) for estimating the average treatment effect on the treated (ATT) and distributional causal effects in panel data with unmeasured…

Methodology · Statistics 2025-08-20 Jinghao Sun , Eric J. Tchetgen Tchetgen

In clinical trials, it is often of interest to understand the principal causal effect (PCE), the average treatment effect for a principal stratum (a subset of patients defined by the potential outcomes of one or more post-baseline…

Methodology · Statistics 2022-10-06 Yongming Qu , Ilya Lipkovich , Stephen J. Ruberg

Most causal inference methods focus on estimating marginal average treatment effects, but many important causal estimands depend on the joint distribution of potential outcomes, including the probability of causation and proportions…

Methodology · Statistics 2025-10-16 Zach Shahn , David Madigan

Trial engagement effects are effects of trial participation on the outcome that are not mediated by treatment assignment. Most work on extending (generalizing or transporting) causal inferences from a randomized trial to a target population…

Methodology · Statistics 2024-07-23 Lawson Ung , Tyler J. VanderWeele , Issa J. Dahabreh

Treatment effects in regression discontinuity designs (RDDs) are often estimated using local regression methods. \cite{Hahn:01} demonstrated that the identification of the average treatment effect at the cutoff in RDDs relies on the…

Econometrics · Economics 2024-12-30 Weiwei Jiang , Rong J. B. Zhu

There is increasing interest in combining information from experimental studies, including randomized and single-group trials, with information from external experimental or observational data sources. Such efforts are usually motivated by…

Methodology · Statistics 2026-04-23 Lawson Ung , Guanbo Wang , Sebastien Haneuse , Miguel A. Hernán , Issa J. Dahabreh

Empirical researchers routinely invoke the no-interference or \textit{individualistic treatment response} (ITR) assumption to identify causal effects in observational studies, despite concerns that interference across units may arise in…

Econometrics · Economics 2026-04-27 Julius Owusu , Monika Avila Márquez

Practitioners in diverse fields such as healthcare, economics and education are eager to apply machine learning to improve decision making. The cost and impracticality of performing experiments and a recent monumental increase in electronic…

Machine Learning · Computer Science 2023-08-01 Fredrik D. Johansson , Uri Shalit , Nathan Kallus , David Sontag

We propose the Sequential Synthetic Difference-in-Differences (Sequential SDiD) estimator for event studies with staggered treatment adoption, particularly when the parallel trends assumption fails. The method uses an iterative imputation…

Econometrics · Economics 2025-06-23 Dmitry Arkhangelsky , Aleksei Samkov

The renowned difference-in-differences (DiD) estimator relies on the assumption of 'parallel trends,' which does not hold in many practical applications. To address this issue, the econometrics literature has turned to the triple difference…

Methodology · Statistics 2024-02-21 Sina Akbari , Negar Kiyavash

Causal inference, estimating causal effects from observational data, is a fundamental tool in many disciplines. Of particular importance across a variety of domains is the continuous treatment setting, where the variable of intervention has…

Machine Learning · Computer Science 2026-05-15 Christopher Stith , Medha Barath , Vahid Balazadeh , Jesse C. Cresswell , Rahul G. Krishnan

Many studies exploit variation in the timing of policy adoption across units as an instrument for treatment. This paper formalizes the underlying identification strategy as an instrumented difference-in-differences (DID-IV). In this design,…

Econometrics · Economics 2026-02-13 Sho Miyaji

Treatment effects of stochastic policy shifts quantify differences in outcomes across counterfactual scenarios with varying treatment distributions. Stochastic policy shifts may be of interest in settings where it is unrealistic or…

Methodology · Statistics 2026-03-31 Michael Jetsupphasuk , Chenwei Fang , Didong Li , Michael G. Hudgens

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

We generalize the potential outcome framework to time series with an intervention by defining causal effects on stochastic processes. Interventions in dynamic systems alter not only outcome levels but also evolutionary dynamics -- changing…

There are well-established methods for identifying the causal effect of a time-varying treatment applied at discrete time points. However, in the real world, many treatments are continuous or have a finer time scale than the one used for…

Methodology · Statistics 2023-06-16 Jinghao Sun , Forrest W. Crawford