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When studying treatment effects in multilevel studies, investigators commonly use (semi-)parametric estimators, which make strong parametric assumptions about the outcome, the treatment, and/or the correlation structure between study units…

Methodology · Statistics 2022-05-12 Chan Park , Hyunseung Kang

Doubly robust estimators of causal effects are a popular means of estimating causal effects. Such estimators combine an estimate of the conditional mean of the outcome given treatment and confounders (the so-called outcome regression) with…

Methodology · Statistics 2019-01-17 David Benkeser , Weixin Cai , Mark J van der Laan

Observational cohort studies are increasingly being used for comparative effectiveness research to assess the safety of therapeutics. Recently, various doubly robust methods have been proposed for average treatment effect estimation by…

Methodology · Statistics 2025-03-11 Xiaoqing Tan , Shu Yang , Wenyu Ye , Douglas E. Faries , Ilya Lipkovich , Zbigniew Kadziola

This article proposes doubly robust estimators for the average treatment effect on the treated (ATT) in difference-in-differences (DID) research designs. In contrast to alternative DID estimators, the proposed estimators are consistent if…

Econometrics · Economics 2020-05-07 Pedro H. C. Sant'Anna , Jun B. Zhao

This article introduces a new estimator of average treatment effects under unobserved confounding in modern data-rich environments featuring large numbers of units and outcomes. The proposed estimator is doubly robust, combining outcome…

Econometrics · Economics 2024-10-30 Alberto Abadie , Anish Agarwal , Raaz Dwivedi , Abhin Shah

In the presence of heterogeneity between the randomized controlled trial (RCT) participants and the target population, evaluating the treatment effect solely based on the RCT often leads to biased quantification of the real-world treatment…

Methodology · Statistics 2022-10-05 Dasom Lee , Shu Yang , Xiaofei Wang

This note introduces a doubly robust (DR) estimator for regression discontinuity (RD) designs. RD designs provide a quasi-experimental framework for estimating treatment effects, where treatment assignment depends on whether a running…

Econometrics · Economics 2025-01-28 Masahiro Kato

This paper proposes a doubly robust two-stage semiparametric difference-in-difference estimator for estimating heterogeneous treatment effects with high-dimensional data. Our new estimator is robust to model miss-specifications and allows…

Econometrics · Economics 2020-09-08 Yang Ning , Sida Peng , Jing Tao

We consider the conditional treatment effect for competing risks data in observational studies. While it is described as a constant difference between the hazard functions given the covariates, we do not assume specific functional forms for…

Applications · Statistics 2021-12-28 Denise Rava , Ronghui Xu

In this paper, we apply doubly robust approach to estimate, when some covariates are given, the conditional average treatment effect under parametric, semiparametric and nonparametric structure of the nuisance propensity score and outcome…

Statistics Theory · Mathematics 2020-09-15 Chuyun Ye , Keli Guo , Lixing Zhu

The consistency of doubly robust estimators relies on consistent estimation of at least one of two nuisance regression parameters. In moderate to large dimensions, the use of flexible data-adaptive regression estimators may aid in achieving…

Machine Learning · Statistics 2019-01-30 Iván Díaz

Valid estimation of treatment effects from observational data requires proper control of confounding. If the number of covariates is large relative to the number of observations, then controlling for all available covariates is infeasible.…

Methodology · Statistics 2018-01-11 Joseph Antonelli , Matthew Cefalu , Nathan Palmer , Denis Agniel

Causal effect estimation under networked interference is an important but challenging problem. Available parametric methods are limited in their model space, while previous semiparametric methods, e.g., leveraging neural networks to fit…

Machine Learning · Computer Science 2025-02-27 Weilin Chen , Ruichu Cai , Zeqin Yang , Jie Qiao , Yuguang Yan , Zijian Li , Zhifeng Hao

Estimating dynamic treatment effects is crucial across various disciplines, providing insights into the time-dependent causal impact of interventions. However, this estimation poses challenges due to time-varying confounding, leading to…

Methodology · Statistics 2025-01-31 Yuqian Zhang , Weijie Ji , Jelena Bradic

This paper contributes to the literature on treatment effects estimation with machine learning inspired methods by studying the performance of different estimators based on the Lasso. Building on recent work in the field of high-dimensional…

Econometrics · Economics 2018-05-15 Michael Zimmert

Given n experiment subjects with potentially heterogeneous covariates and two possible treatments, namely active treatment and control, this paper addresses the fundamental question of determining the optimal accuracy in estimating the…

Machine Learning · Statistics 2024-11-13 Jiachun Li , David Simchi-Levi , Yunxiao Zhao

We propose a new estimator for average causal effects of a binary treatment with panel data in settings with general treatment patterns. Our approach augments the popular two-way-fixed-effects specification with unit-specific weights that…

Econometrics · Economics 2024-03-06 Dmitry Arkhangelsky , Guido W. Imbens , Lihua Lei , Xiaoman Luo

The doubly robust estimator, which models both the propensity score and outcomes, is a popular approach to estimate the average treatment effect in the potential outcome setting. The primary appeal of this estimator is its theoretical…

Methodology · Statistics 2024-09-11 Kaoru Babasaki , Shonosuke Sugasawa , Kosaku Takanashi , Kenichiro McAlinn

This paper studies estimation of causal effects in a panel data setting. We introduce a new estimator, the Triply RObust Panel (TROP) estimator, that combines (i) a flexible model for the potential outcomes based on a low-rank factor…

Methodology · Statistics 2026-02-11 Susan Athey , Guido Imbens , Zhaonan Qu , Davide Viviano

The doubly robust (DR) estimator, which consists of two nuisance parameters, the conditional mean outcome and the logging policy (the probability of choosing an action), is crucial in causal inference. This paper proposes a DR estimator for…

Machine Learning · Computer Science 2021-06-22 Masahiro Kato , Shota Yasui , Kenichiro McAlinn
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