Related papers: Quantile Treatment Effects in High Dimensional Pan…
This paper proposes a novel approach for estimating treatment effects in panel data settings, addressing key limitations of the standard difference-in-differences (DID) approach. The standard approach relies on the parallel trends…
We propose a generalization of the synthetic control and interventions methods to the setting with dynamic treatment effects. We consider the estimation of unit-specific treatment effects from panel data collected under a general treatment…
Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…
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…
This paper develops bootstrap methods for practical statistical inference in panel data quantile regression models with fixed effects. We consider random-weighted bootstrap resampling and formally establish its validity for asymptotic…
The literature on regression kink designs develops identification results for average effects of continuous treatments (Card, Lee, Pei, and Weber, 2015), average effects of binary treatments (Dong, 2018), and quantile-wise effects of…
We investigate the optimal design of experimental studies that have pre-treatment outcome data available. The average treatment effect is estimated as the difference between the weighted average outcomes of the treated and control units. A…
This paper develops a semi-parametric procedure for estimation of unconditional quantile partial effects using quantile regression coefficients. The estimator is based on an identification result showing that, for continuous covariates,…
We propose a minimum distance estimation approach for quantile panel data models where unit effects may be correlated with covariates. This computationally efficient method involves two stages: first, computing quantile regression within…
In this paper, we propose a data-adaptive empirical likelihood-based approach for treatment effect estimation and inference, which overcomes the obstacle of the traditional empirical likelihood-based approaches in the high-dimensional…
In accordance with the principle of "data minimization", many internet companies are opting to record less data. However, this is often at odds with A/B testing efficacy. For experiments with units with multiple observations, one popular…
Predicting the effect of interventions with many possible variations, e.g., therapeutic content that affects mental health outcomes or an earnings call transcript that drives movement in share price, is useful across several domains.…
The presence of unobserved confounders is one of the main challenges in identifying treatment effects. In this paper, we propose a new approach to causal inference using panel data with large large $N$ and $T$. Our approach imputes the…
Although complete randomization is widely regarded as the gold standard for causal inference, covariate imbalance can still arise by chance in finite samples. Rerandomization has emerged as an effective tool to improve covariate balance…
We provide new results for nonparametric identification, estimation, and inference of causal effects using `proxy controls': observables that are noisy but informative proxies for unobserved confounding factors. Our analysis applies to…
Instrumental variable approaches have gained popularity for estimating causal effects in the presence of unmeasured confounders. However, the availability of instrumental variables in the primary dataset is often challenged due to stringent…
Causal inference has received great attention across different fields from economics, statistics, education, medicine, to machine learning. Within this area, inferring causal effects at individual level in observational studies has become…
Causal inference for extreme events has many potential applications in fields such as climate science, medicine and economics. We study the extremal quantile treatment effect of a binary treatment on a continuous, heavy-tailed outcome.…
Inferring causal effects of continuous-valued treatments from observational data is a crucial task promising to better inform policy- and decision-makers. A critical assumption needed to identify these effects is that all confounding…
Estimating how a treatment affects different individuals, known as heterogeneous treatment effect estimation, is an important problem in empirical sciences. In the last few years, there has been a considerable interest in adapting machine…