Related papers: A Simple Interactive Fixed Effects Estimator for S…

This paper considers fixed effects (FE) estimation for linear panel data models under possible model misspecification when both the number of individuals, $n$, and the number of time periods, $T$, are large. We first clarify the probability…

This paper studies a class of linear panel models with random coefficients. We do not restrict the joint distribution of the time-invariant unobserved heterogeneity and the covariates. We investigate identification of the average partial…

We propose a rate optimal estimator for the linear regression model on network data with interacted (unobservable) individual effects. The estimator achieves a faster rate of convergence $N$ compared to the standard estimators' $\sqrt{N}$…

Confidence estimation infers a probability for whether each model output is correct or not. While predicting such binary correctness is sensible for tasks with exact answers, free-form generation tasks are often more nuanced, with output…

Economists are often interested in estimating averages with respect to distributions of unobservables, such as moments of individual fixed-effects, or average partial effects in discrete choice models. For such quantities, we propose and…

This paper considers fixed effects estimation and inference in linear and nonlinear panel data models with random coefficients and endogenous regressors. The quantities of interest -- means, variances, and other moments of the random…

We study estimation of factor models in a fixed-T panel data setting and significantly relax the common correlated effects (CCE) assumptions pioneered by Pesaran (2006) and used in dozens of papers since. In the simplest case, we model the…

Interventional effects for mediation analysis were proposed as a solution to the lack of identifiability of natural (in)direct effects in the presence of a mediator-outcome confounder affected by exposure. We present a theoretical and…

This paper studies identification and estimation of average causal effects, such as average marginal or treatment effects, in fixed effects logit models with short panels. Relating the identified set of these effects to an extremal moment…

Surface integral equation (SIE) methods are of great interest for the efficient electromagnetic modeling of various devices, from integrated circuits to antenna arrays. Existing acceleration algorithms for SIEs, such as the adaptive…

This paper extends the linear grouped fixed effects (GFE) panel model to allow for heteroskedasticity from a discrete latent group variable. Key features of GFE are preserved, such as individuals belonging to one of a finite number of…

We study the identification of heterogeneous, intertemporal treatment effects (TE) when potential outcomes depend on past treatments. First, applying a dynamic panel data model to observed outcomes, we show that an instrumental variable…

In this work, we introduce a new framework for active experimentation, the Prediction-Guided Active Experiment (PGAE), which leverages predictions from an existing machine learning model to guide sampling and experimentation. Specifically,…

Shapley effects are a particularly interpretable approach to assessing how a function depends on its various inputs. The existing literature contains various estimators for this class of sensitivity indices in the context of nonparametric…

As an important problem in causal inference, we discuss the estimation of treatment effects (TEs). Representing the confounder as a latent variable, we propose Intact-VAE, a new variant of variational autoencoder (VAE), motivated by the…

Linear regressions with period and group fixed effects are widely used to estimate treatment effects. We show that they estimate weighted sums of the average treatment effects (ATE) in each group and period, with weights that may be…

In this paper, we propose an effective yet efficient model PAIE for both sentence-level and document-level Event Argument Extraction (EAE), which also generalizes well when there is a lack of training data. On the one hand, PAIE utilizes…

Canay (2011)'s two-step estimator of quantile panel data models, due to its simple intuition and low computational cost, has been widely used in empirical studies in recent years. In this paper, we revisit the estimator of Canay (2011) and…

We present Causal Posterior Estimation (CPE), a novel method for Bayesian inference in simulator models, i.e., models where the evaluation of the likelihood function is intractable or too computationally expensive, but where one can…

Decomposing an exposure effect on an outcome into separate natural indirect effects through multiple mediators requires strict assumptions, such as correctly postulating the causal structure of the mediators, and no unmeasured confounding…