Related papers: A Simple Interactive Fixed Effects Estimator for S…
This paper introduces unit-specific heterogeneity in panel data threshold regression. We develop the asymptotic theory for models with heterogeneous thresholds, heterogeneous slope coefficients, and interactive fixed effects. The estimation…
Additive regression models are actively researched in the statistical field because of their usefulness in the analysis of responses determined by non-linear relationships with multivariate predictors. In this kind of statistical models,…
The Partial Integral Equation (PIE) framework was developed to computationally analyze linear Partial Differential Equations (PDEs) where the PDE is first converted to a PIE and then the analysis problem is solved by solving operator-valued…
We propose an improved estimator of the complier average causal effect (CACE). Researchers typically choose a presumably-unbiased estimator for the CACE in studies with noncompliance, when many other lower-variance estimators may be…
As an important problem in causal inference, we discuss the identification and estimation of treatment effects (TEs) under limited overlap; that is, when subjects with certain features belong to a single treatment group. We use a latent…
This paper considers the maximum likelihood estimation of panel data models with interactive effects. Motivated by applications in economics and other social sciences, a notable feature of the model is that the explanatory variables are…
The analysis of randomized controlled trials is often complicated by intercurrent events (IEs) -- events that occur after treatment initiation and affect either the interpretation or existence of outcome measurements. Examples include…
In this paper, we introduce a unified estimator to analyze various treatment effects in causal inference, including but not limited to the average treatment effect (ATE) and the quantile treatment effect (QTE). The proposed estimator is…
We present a new Partial Integral Equation (PIE) representation of Partial Differential Equations (PDEs) in which it is possible to use convex optimization to perform stability analysis with little or no conservatism. The first result gives…
We study treatment-effect estimation using panel data. The treatment may be non-binary, non-absorbing, and the outcome may be affected by treatment lags. We make a parallel-trends assumption, and propose event-study estimators of the effect…
I propose a quantile-based nonadditive fixed effects panel model to study heterogeneous causal effects. Similar to standard fixed effects (FE) model, my model allows arbitrary dependence between regressors and unobserved heterogeneity, but…
When doing impact evaluation and making causal inferences, it is important to acknowledge the heterogeneity of the treatment effects for different domains (geographic, socio-demographic, or socio-economic). If the domain of interest is…
Multiple regression has been the go-to method for data analysis for generations of scholars due to its transparency, interpretability, and desirable theoretical properties. However, the method's simplicity precludes the discovery of complex…
We develop a new approach for identifying and estimating average causal effects in panel data under a linear factor model with unmeasured confounders. Compared to other methods tackling factor models such as synthetic controls and matrix…
Naive maximum likelihood estimation of binary logit models with fixed effects leads to unreliable inference due to the incidental parameter problem. We study the case of three-dimensional panel data, where the model includes three sets of…
We introduce Iterated Integrated Attributions (IIA) - a generic method for explaining the predictions of vision models. IIA employs iterative integration across the input image, the internal representations generated by the model, and their…
Graphical models have found widespread applications in many areas of modern statistics and machine learning. Iterative Proportional Fitting (IPF) and its variants have become the default method for undirected graphical model estimation, and…
Instrumental variables (IVs) are widely used for estimating causal effects in the presence of unmeasured confounding. Under the standard IV model, however, the average treatment effect (ATE) is only partially identifiable. To address this,…
Bayesian estimation approaches, which are capable of combining the information of experimental data from different likelihood functions to achieve high precisions, have been widely used in phase estimation via introducing a controllable…
Mixed-effect models are very popular for analyzing data with a hierarchical structure, e.g. repeated observations within subjects in a longitudinal design, patients nested within centers in a multicenter design. However, recently, due to…