Related papers: Treatment Evaluation at the Intensive and Extensiv…
The hypothesis of homogeneous treatment effects is central to the instrumental variables literature. This assumption signifies that treatment effects are constant across all subjects. It allows to interpret instrumental variable estimates…
Evaluating treatment effect heterogeneity widely informs treatment decision making. At the moment, much emphasis is placed on the estimation of the conditional average treatment effect via flexible machine learning algorithms. While these…
This paper studies identification of the local average and marginal treatment effects (LATE and MTE) with a misclassified binary treatment variable. We derive bounds on the (generalized) LATE and exploit its relationship with the MTE to…
We propose a doubly robust approach to characterizing treatment effect heterogeneity in observational studies. We develop a frequentist inferential procedure that utilizes posterior distributions for both the propensity score and outcome…
Causal inference concerns not only the average effect of the treatment on the outcome but also the underlying mechanism through an intermediate variable of interest. Principal stratification characterizes such a mechanism by targeting…
This paper studies identification of average treatment effects in a panel data setting. It introduces a novel nonparametric factor model and proves identification of average treatment effects. The identification proof is based on the…
In many empirical settings, directly observing a treatment variable may be infeasible although an error-prone surrogate measurement of the latter will often be available. Causal inference based solely on the surrogate measurement is…
This paper considers the identification of treatment effects on conditional transition probabilities. We show that even under random assignment only the instantaneous average treatment effect is point identified. Since treated and control…
Suppose one is interested in estimating causal effects in the presence of potentially unmeasured confounding with the aid of a valid instrumental variable. This paper investigates the problem of making inferences about the average treatment…
Suppose we have a binary treatment used to influence an outcome. Given data from an observational or controlled study, we wish to determine whether or not there exists some subset of observed covariates in which the treatment is more…
Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. With control variables to correct for endogeneity, nonparametric identification of treatment effects requires strong support…
Missingness in variables that define study eligibility criteria is a seldom addressed challenge in electronic health record (EHR)-based settings. It is typically the case that patients with incomplete eligibility information are excluded…
We propose a method for estimation and inference for bounds for heterogeneous causal effect parameters in general sample selection models where the treatment can affect whether an outcome is observed and no exclusion restrictions are…
This paper establishes sufficient conditions for the identification of the marginal treatment effects with multivalued treatments. Our model is based on a multinomial choice model with utility maximization. Our MTE generalizes the MTE…
This paper studies the identification of the average treatment effect on the treated (ATT) under unconfoundedness when covariate overlap is partial. A formal diagnostic is proposed to characterize empirical support -- the subset of the…
We study variants of the average treatment effect on the treated with population parameters replaced by their sample counterparts. For each estimand, we derive the limiting distribution with respect to a semiparametric efficient estimator…
This paper provides a new approach for identifying and estimating the Average Treatment Effect on the Treated under a linear factor model that allows for multiple time-varying unobservables. Unlike the majority of the literature on…
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…
We propose a general approach for inference for a broad class of treatment effect parameters in a setting of a discrete valued treatment and instrument with a general outcome variable. The class of parameters considered are those that can…
Understanding treatment effect heterogeneity has become increasingly important in many fields. In this paper we study distributions and quantiles of individual treatment effects to provide a more comprehensive and robust understanding of…