Related papers: Quantile Treatment Effects in High Dimensional Pan…
Cluster-randomized trials (CRTs) are widely used to evaluate group-level interventions and increasingly collect multiple outcomes capturing complementary dimensions of benefit and risk. Investigators often seek a single global summary of…
Quantile regression is a powerful tool for inferring how covariates affect specific percentiles of the response distribution. Existing methods either estimate conditional quantiles separately for each quantile of interest or estimate the…
Regression quantiles have asymptotic variances that depend on the conditional densities of the response variable given regressors. This paper develops a new estimate of the asymptotic variance of regression quantiles that leads any…
In this study, we investigate estimation and inference on a low-dimensional causal parameter in the presence of high-dimensional controls in an instrumental variable quantile regression. Our proposed econometric procedure builds on the…
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…
Error-in-variables regression is a common ingredient in treatment effect estimators using panel data. This includes synthetic control estimators, counterfactual time series forecasting estimators, and combinations. We study high-dimensional…
Causal evidence is needed to act and it is often enough for the evidence to point towards a direction of the effect of an action. For example, policymakers might be interested in estimating the effect of slightly increasing taxes on private…
Estimating causal effects is vital for decision making. In standard causal effect estimation, treatments are usually binary- or continuous-valued. However, in many important real-world settings, treatments can be structured,…
The scarcity of high-dimensional causal inference datasets restricts the exploration of complex deep models. In this work, we propose a method to generate a synthetic causal dataset that is high-dimensional. The synthetic data simulates a…
Identifying heterogeneity in a population's response to a health or policy intervention is crucial for evaluating and informing policy decisions. We propose a novel heterogeneous treatment effect estimator in the difference-in-differences…
Policy evaluation in empirical microeconomics has been focusing on estimating the average treatment effect and more recently the heterogeneous treatment effects, often relying on the unconfoundedness assumption. We propose a method based on…
We study nonparametric estimation for the partially conditional average treatment effect, defined as the treatment effect function over an interested subset of confounders. We propose a hybrid kernel weighting estimator where the weights…
Many modern tech companies, such as Google, Uber, and Didi, utilize online experiments (also known as A/B testing) to evaluate new policies against existing ones. While most studies concentrate on average treatment effects, situations with…
Stepped-wedge designs are increasingly used in randomized experiments to accommodate logistical and ethical constraints by staggering treatment roll-out over time. Despite their popularity, existing analytical methods largely rely on…
Causal inference analyses often use existing observational data, which in many cases has some clustering of individuals. In this paper we discuss propensity score weighting methods in a multilevel setting where within clusters individuals…
Consider the problem of estimating the local average treatment effect with an instrument variable, where the instrument unconfoundedness holds after adjusting for a set of measured covariates. Several unknown functions of the covariates…
It has recently become popular to define treatment effects for subsets of the target population characterized by variables not observable at the time a treatment decision is made. Characterizing and estimating such treatment effects is…
We introduce a novel method for estimating and conducting inference about extreme quantile treatment effects (QTEs) in the presence of endogeneity. Our approach is applicable to a broad range of empirical research designs, including…
Propensity score trimming, which discards subjects with propensity scores below a threshold, is a common way to address positivity violations that complicate causal effect estimation. However, most works on trimming assume treatment is…
This paper proposes a new non-parametric bootstrap method to quantify the uncertainty of average treatment effect estimate for the treated from matching estimators. More specifically, it seeks to quantify the uncertainty associated with the…