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We address a core problem in causal inference: estimating heterogeneous treatment effects using panel data with general treatment patterns. Many existing methods either do not utilize the potential underlying structure in panel data or have…

Machine Learning · Statistics 2024-06-11 Retsef Levi , Elisabeth Paulson , Georgia Perakis , Emily Zhang

Statistical inference of heterogeneous treatment effects (HTEs) across predefined subgroups is challenging when units interact because treatment effects may vary by pre-treatment variables, post-treatment exposure variables (that measure…

Econometrics · Economics 2024-10-02 Julius Owusu

While a difference-in-differences (DID) design was originally developed with one pre- and one post-treatment period, data from additional pre-treatment periods are often available. How can researchers improve the DID design with such…

Applications · Statistics 2022-02-14 Naoki Egami , Soichiro Yamauchi

Treatment effect heterogeneity occurs when individual characteristics influence the effect of a treatment. We propose a novel approach that combines prognostic score matching and conditional inference trees to characterize effect…

This paper considers the identification of dynamic treatment effects with panel data, in complex designs where the treatment may not be binary and may not be absorbing. We first show that under no-anticipation and parallel-trends…

Econometrics · Economics 2025-12-23 Clément de Chaisemartin , Xavier D'Haultfœuille

Empirical studies using Regression Discontinuity (RD) designs often explore heterogeneous treatment effects based on pretreatment covariates, even though no formal statistical methods exist for such analyses. This has led to the widespread…

This paper studies treatment effect models in which individuals are classified into unobserved groups based on heterogeneous treatment rules. Using a finite mixture approach, we propose a marginal treatment effect (MTE) framework in which…

Econometrics · Economics 2022-05-24 Tadao Hoshino , Takahide Yanagi

This study considers various semiparametric difference-in-differences models under different assumptions on the relation between the treatment group identifier, time and covariates for cross-sectional and panel data. The variance lower…

Econometrics · Economics 2020-08-17 Michael Zimmert

Estimating heterogeneous treatment effects with machine learning has attracted substantial attention in both academic research and industrial practice. However, the two communities often evaluate models under markedly different conditions.…

Machine Learning · Computer Science 2026-05-26 George Panagopoulos

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…

Econometrics · Economics 2024-12-30 Toshiki Tsuda

We develop a framework for difference-in-differences designs with staggered treatment adoption and heterogeneous causal effects. We show that conventional regression-based estimators fail to provide unbiased estimates of relevant estimands…

Econometrics · Economics 2024-01-18 Kirill Borusyak , Xavier Jaravel , Jann Spiess

Estimating heterogeneous treatment effects across individuals has attracted growing attention as a statistical tool for performing critical decision-making. We propose a Bayesian inference framework that quantifies the uncertainty in…

Methodology · Statistics 2023-12-19 Shunsuke Horii , Yoichi Chikahara

Developing new drugs for target diseases is a time-consuming and expensive task, drug repurposing has become a popular topic in the drug development field. As much health claim data become available, many studies have been conducted on the…

Machine Learning · Computer Science 2023-02-22 Yaobin Ling , Pulakesh Upadhyaya , Luyao Chen , Xiaoqian Jiang , Yejin Kim

An important task in drug development is to identify patients, which respond better or worse to an experimental treatment. Identifying predictive covariates, which influence the treatment effect and can be used to define subgroups of…

Methodology · Statistics 2018-11-27 Marius Thomas , Björn Bornkamp , Katja Ickstadt

Design-based frameworks of uncertainty are frequently used in settings where the treatment is (conditionally) randomly assigned. This paper develops a design-based framework suitable for analyzing quasi-experimental settings in the social…

Econometrics · Economics 2025-06-17 Ashesh Rambachan , Jonathan Roth

In this work, we consider causal inference in various high-dimensional treatment settings, including for single multi-valued treatments and vector treatments with binary or continuous components, when the number of treatments can be…

Statistics Theory · Mathematics 2026-02-26 Patrick Kramer , Edward H. Kennedy , Isaac M. Opper

Difference-in-differences is based on a parallel trends assumption, which states that changes over time in average potential outcomes are independent of treatment assignment, possibly conditional on covariates. With time-varying treatments,…

Methodology · Statistics 2024-06-25 Nicholas Illenberger , Iván Díaz , Audrey Renson

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…

Methodology · Statistics 2016-03-22 Alexander R. Luedtke , Mark J. van der Laan

We are interested in the distribution of treatment effects for an experiment where units are randomized to a treatment but outcomes are measured for pairs of units. For example, we might measure risk sharing links between households…

Econometrics · Economics 2022-10-11 Eric Auerbach , Yong Cai

Analysis of effect heterogeneity at the group level is standard practice in empirical treatment evaluation. However, treatments analyzed are often aggregates of multiple underlying treatments which are themselves heterogeneous, e.g.…

Econometrics · Economics 2026-02-27 Phillip Heiler , Michael C. Knaus