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Estimating varying treatment effects in randomized trials with noncompliance is inherently challenging since variation comes from two separate sources: variation in the impact itself and variation in the compliance rate. In this setting,…

Applications · Statistics 2024-08-28 Jared D. Fisher , David W. Puelz , Sameer K. Deshpande

Applied work often studies the effect of a binary variable ("treatment") using linear models with additive effects. I study the interpretation of the OLS estimands in such models when treatment effects are heterogeneous. I show that the…

Econometrics · Economics 2020-05-21 Tymon Słoczyński

There is a dearth of robust methods to estimate the causal effects of multiple treatments when the outcome is binary. This paper uses two unique sets of simulations to propose and evaluate the use of Bayesian Additive Regression Trees…

Methodology · Statistics 2020-01-22 Liangyuan Hu , Chenyang Gu , Michael Lopez , Jiayi Ji , Juan Wisnivesky

Generalizing treatment effects from a randomized trial to a target population requires the assumption that potential outcome distributions are invariant across populations after conditioning on observed covariates. This assumption fails…

Methodology · Statistics 2026-04-16 Amir Asiaee , Samhita Pal , Cole Beck , Jared D. Huling

We consider evaluating the causal effects of dynamic treatments, i.e. of multiple treatment sequences in various periods, based on double machine learning to control for observed, time-varying covariates in a data-driven way under a…

Econometrics · Economics 2021-06-22 Hugo Bodory , Martin Huber , Lukáš Lafférs

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 major works in social science employ matching to make causal conclusions, but different matches on the same data may produce different treatment effect estimates, even when they achieve similar balance or minimize the same loss…

Applications · Statistics 2023-03-23 Marco Morucci , Cynthia Rudin

A fundamental question underlying the literature on partial identification is: what can we learn about parameters that are relevant for policy but not necessarily point-identified by the exogenous variation we observe? This paper provides…

Econometrics · Economics 2023-04-07 Philip Marx

Longitudinal data tracking repeated measurements on individuals are highly valued for research because they offer controls for unmeasured individual heterogeneity that might otherwise bias results. Random effects or mixed models approaches,…

Applications · Statistics 2009-09-29 J. R. Lockwood , Daniel F. McCaffrey

This paper studies the identification of causal effects of a continuous treatment using a new difference-in-difference strategy. Our approach allows for endogeneity of the treatment, and employs repeated cross-sections. It requires an…

Econometrics · Economics 2023-04-18 Xavier D'Haultfoeuille , Stefan Hoderlein , Yuya Sasaki

For settings with a binary treatment and a binary outcome, instrumental variables can be used to construct bounds on a causal treatment effect. With continuous outcomes, meaningful bounds are more difficult to obtain because the domain of…

Methodology · Statistics 2013-03-26 Tao Liu , Joseph W. Hogan

Clinical trials often evaluate multiple outcome variables to form a comprehensive picture of the effects of a new treatment. The resulting multidimensional insight contributes to clinically relevant and efficient decision-making about…

Methodology · Statistics 2023-08-14 X. M. Kavelaars , J. Mulder , M. C. Kaptein

The unit selection problem aims to identify a set of individuals who are most likely to exhibit a desired mode of behavior, for example, selecting individuals who would respond one way if encouraged and a different way if not encouraged.…

Artificial Intelligence · Computer Science 2022-08-23 Ang Li , Judea Pearl

In this paper we study the problems of estimating heterogeneity in causal effects in experimental or observational studies and conducting inference about the magnitude of the differences in treatment effects across subsets of the…

Machine Learning · Statistics 2022-06-08 Susan Athey , Guido Imbens

This paper extends difference-in-differences to settings with continuous treatments. Specifically, the average treatment effect on the treated (ATT) at any level of treatment intensity is identified under a conditional parallel trends…

Econometrics · Economics 2026-01-05 Lucas Z. Zhang

Multivalued treatments are commonplace in applications. We explore the use of discrete-valued instruments to control for selection bias in this setting. Our discussion revolves around the concept of targeting: which instruments target which…

Econometrics · Economics 2026-05-06 Sokbae Lee , Bernard Salanié

We propose a novel Bayesian model selection technique on linear mixed-effects models to compare multiple treatments with a control. A fully Bayesian approach is implemented to estimate the marginal inclusion probabilities that provide a…

Applications · Statistics 2015-09-28 Lei Gong , James M. Flegal , Stephen R. Spindler , Patricia L. Mote

We propose a new, flexible model for inference of the effect of a binary treatment on a continuous outcome observed over subsequent time periods. The model allows to seperate association due to endogeneity of treatment selection from…

Methodology · Statistics 2021-03-02 Helga Wagner , Sylvia Frühwirth-Schnatter , Liana Jacobi

Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct…

Methodology · Statistics 2022-08-05 Baoluo Sun , Yifan Cui , Eric Tchetgen Tchetgen

We propose a novel approach for causal mediation analysis based on changes-in-changes assumptions restricting unobserved heterogeneity over time. This allows disentangling the causal effect of a binary treatment on a continuous outcome into…

Econometrics · Economics 2020-10-13 Martin Huber , Mark Schelker , Anthony Strittmatter