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We derive new variance formulas for inference on a general class of estimands of causal average treatment effects in a Randomized Control Trial (RCT). We generalize Robins (1988) and show that when the estimand of interest is the Sample…

Statistics Theory · Mathematics 2017-10-19 Jasjeet S. Sekhon , Yotam Shem-Tov

Two key identifying assumptions used to justify difference-in-differences are parallel trends and no anticipation, yet both may fail in practice. I propose a class of assumptions on anticipation and derive closed-form, sharp bounds on the…

Econometrics · Economics 2026-03-03 Gianna Fenaroli

This article presents identification results for the marginal treatment effect (MTE) when there is sample selection. We show that the MTE is partially identified for individuals who are always observed regardless of treatment, and derive…

Econometrics · Economics 2021-12-15 Otávio Bartalotti , Désiré Kédagni , Vitor Possebom

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…

Econometrics · Economics 2025-06-11 Mengqi Li

The estimation of average treatment effects (ATEs), defined as the difference in expected outcomes between treatment and control groups, is a central topic in causal inference. This study develops semiparametric efficient estimators for ATE…

Machine Learning · Computer Science 2025-05-29 Masahiro Kato , Fumiaki Kozai , Ryo Inokuchi

We propose a double robust Bayesian inference procedure on the average treatment effect (ATE) under unconfoundedness. For our new Bayesian approach, we first adjust the prior distributions of the conditional mean functions, and then correct…

Econometrics · Economics 2025-02-26 Christoph Breunig , Ruixuan Liu , Zhengfei Yu

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…

Econometrics · Economics 2021-12-03 Nicholas L. Brown , Peter Schmidt , Jeffrey M. Wooldridge

We consider the estimation of average treatment effects in observational studies and propose a new framework of robust causal inference with unobserved confounders. Our approach is based on distributionally robust optimization and proceeds…

Methodology · Statistics 2023-02-06 Dimitris Bertsimas , Kosuke Imai , Michael Lingzhi Li

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…

Methodology · Statistics 2024-02-12 Andrew Yiu

In this work, we propose an approach for assessing sensitivity to unobserved confounding in studies with multiple outcomes. We demonstrate how prior knowledge unique to the multi-outcome setting can be leveraged to strengthen causal…

Methodology · Statistics 2023-01-26 Jiajing Zheng , Jiaxi Wu , Alexander D'Amour , Alexander Franks

We substantially extend our relaxation theory for perturbed many-body quantum systems from [Phys. Rev. Lett. 124, 120602 (2020)] by establishing an analytical prediction for the time-dependent observable expectation values which depends on…

Statistical Mechanics · Physics 2021-01-12 Lennart Dabelow , Peter Reimann

Causal inference from observational data is crucial for many disciplines such as medicine and economics. However, sharp bounds for causal effects under relaxations of the unconfoundedness assumption (causal sensitivity analysis) are subject…

Machine Learning · Computer Science 2023-10-17 Dennis Frauen , Valentyn Melnychuk , Stefan Feuerriegel

Randomized clinical trials are the gold standard when estimating the average treatment effect. However, they are usually not a random sample from the real-world population because of the inclusion/exclusion rules. Meanwhile, observational…

Methodology · Statistics 2024-12-11 Kuan Jiang , Wenjie Hu , Shu Yang , Xinxing Lai , Xiaohua Zhou

This paper provides a solution to the evaluation of treatment effects in selective samples when neither instruments nor parametric assumptions are available. We provide sharp bounds for average treatment effects under a conditional…

Econometrics · Economics 2024-12-17 Phillip Heiler , Asbjørn Kaufmann , Bezirgen Veliyev

This article proposes a meta-learning method for estimating the conditional average treatment effect (CATE) from a few observational data. The proposed method learns how to estimate CATEs from multiple tasks and uses the knowledge for…

Machine Learning · Statistics 2023-05-22 Tomoharu Iwata , Yoichi Chikahara

When evaluating a two-phase intervention, the cumulative average treatment effect (ATE) is often the primary causal estimand of interest. However, some individuals who do not respond well to the Phase I treatment may subsequently display…

Methodology · Statistics 2026-02-02 Guanglei Hong , Xu Qin , Zhengyan Xu , Fan Yang

Recent methods to improve generalizations from nonrandom samples typically invoke assumptions such as the strong ignorability of sample selection that are often controversial in practice to derive point estimates. Rather than focus on the…

Applications · Statistics 2017-01-06 Wendy Chan

A key assumption of the differences-in-differences designs is that the average evolution of untreated potential outcomes is the same across different treatment cohorts: a parallel trends assumption. In this paper, we relax the parallel…

Econometrics · Economics 2024-10-10 Myungkou Shin

Lee (2009) is a common approach to bound the average causal effect in the presence of selection bias, assuming the treatment effect on selection has the same sign for all subjects. This paper generalizes Lee bounds to allow the sign of this…

Econometrics · Economics 2025-05-13 Vira Semenova

This study introduces a new approach to power analysis in the context of estimating a local average treatment effect (LATE), where the study subjects exhibit noncompliance with treatment assignment. As a result of distributional…

Methodology · Statistics 2020-04-10 Kirk Bansak