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This paper presents a novel nonlinear regression model for estimating heterogeneous treatment effects from observational data, geared specifically towards situations with small effect sizes, heterogeneous effects, and strong confounding.…

Methodology · Statistics 2019-11-14 P. Richard Hahn , Jared S. Murray , Carlos Carvalho

We propose a Bayesian nonparametric (BNP) approach to causal inference using observational data consisting of outcome, treatment, and a set of confounders. The conditional distribution of the outcome given treatment and confounders is…

Methodology · Statistics 2025-12-01 Yongseok Hur , Joonhyuk Jung , Juhee Lee

Difference-in-differences (DiD) is one of the most popular approaches for empirical research in economics, political science, and beyond. Identification in these models is based on the conditional parallel trends assumption: In the absence…

Econometrics · Economics 2025-10-13 Philipp Bach , Sven Klaassen , Jannis Kueck , Mara Mattes , Martin Spindler

We demonstrate how Hahn et al.'s Bayesian Causal Forests model (BCF) can be used to estimate conditional average treatment effects for the longitudinal dataset in the 2022 American Causal Inference Conference Data Challenge. Unfortunately,…

Applications · Statistics 2023-05-15 Ajinkya H. Kokandakar , Hyunseung Kang , Sameer K. Deshpande

In this article, we consider identification, estimation, and inference procedures for treatment effect parameters using Difference-in-Differences (DiD) with (i) multiple time periods, (ii) variation in treatment timing, and (iii) when the…

Econometrics · Economics 2020-12-02 Brantly Callaway , Pedro H. C. Sant'Anna

Researchers commonly use difference-in-differences (DiD) designs to evaluate public policy interventions. While methods exist for estimating effects in the context of binary interventions, policies often result in varied exposures across…

Methodology · Statistics 2025-02-07 Gary Hettinger , Youjin Lee , Nandita Mitra

Heterogeneous treatment effect estimation in high-stakes applications demands models that simultaneously optimize precision, interpretability, and calibration. Many existing tree-based causal inference techniques, however, exhibit high…

Machine Learning · Computer Science 2025-04-21 Yichen Liu

Difference-in-differences (DiD) is the most popular observational causal inference method in health policy, employed to evaluate the real-world impact of policies and programs. To estimate treatment effects, DiD relies on the "parallel…

Applications · Statistics 2024-08-09 Shuo Feng , Ishani Ganguli , Youjin Lee , John Poe , Andrew Ryan , Alyssa Bilinski

This paper introduces an innovative Bayesian machine learning algorithm to draw interpretable inference on heterogeneous causal effects in the presence of imperfect compliance (e.g., under an irregular assignment mechanism). We show,…

Methodology · Statistics 2021-12-02 Falco J. Bargagli-Stoffi , Kristof De-Witte , Giorgio Gnecco

In many social, behavioral, and biomedical sciences, treatment effect estimation is a crucial step in understanding the impact of an intervention, policy, or treatment. In recent years, an increasing emphasis has been placed on…

Methodology · Statistics 2024-10-10 Xinhai Zhang , Xingye Qiao

Within the field of causal inference, we consider the problem of estimating heterogeneous treatment effects from data. We propose and validate a novel approach for learning feature representations to aid the estimation of the conditional…

Machine Learning · Statistics 2022-06-23 Michael C. Burkhart , Gabriel Ruiz

Several epidemiological studies have provided evidence that long-term exposure to fine particulate matter (PM2.5) increases mortality risk. Furthermore, some population characteristics (e.g., age, race, and socioeconomic status) might play…

Methodology · Statistics 2023-11-01 Dafne Zorzetto , Falco J. Bargagli-Stoffi , Antonio Canale , Francesca Dominici

The conditional average treatment effect (CATE) is the best measure of individual causal effects given baseline covariates. However, the CATE only captures the (conditional) average, and can overlook risks and tail events, which are…

Machine Learning · Statistics 2025-06-05 Nathan Kallus , Miruna Oprescu

We present a novel extension of the influential changes-in-changes (CiC) framework of Athey and Imbens (2006) for estimating the average treatment effect on the treated (ATT) and distributional causal effects in panel data with unmeasured…

Methodology · Statistics 2025-08-20 Jinghao Sun , Eric J. Tchetgen Tchetgen

Causal inference from observational data requires untestable identification assumptions. If these assumptions apply, machine learning (ML) methods can be used to study complex forms of causal effect heterogeneity. Recently, several ML…

Methodology · Statistics 2023-12-20 Richard Post , Isabel van den Heuvel , Marko Petkovic , Edwin van den Heuvel

Difference-in-Differences (DiD) is a widely used research design that often relies on a conditional parallel trends (CPT) assumption. In contrast to settings with unconfoundedness, where causal graphs provide powerful frameworks for…

Econometrics · Economics 2026-04-15 Michael C. Knaus , Henri Pfleiderer

This paper develops a sparsity-inducing version of Bayesian Causal Forests, a recently proposed nonparametric causal regression model that employs Bayesian Additive Regression Trees and is specifically designed to estimate heterogeneous…

Methodology · Statistics 2021-11-17 Alberto Caron , Gianluca Baio , Ioanna Manolopoulou

Uncovering causal effects in multiple treatment setting at various levels of granularity provides substantial value to decision makers. Comprehensive machine learning approaches to causal effect estimation allow to use a single causal…

Econometrics · Economics 2025-02-17 Michael Lechner , Jana Mareckova

A popular method for estimating a causal treatment effect with observational data is the difference-in-differences (DiD) model. In this work, we consider an extension of the classical DiD setting to the hierarchical context in which data…

Methodology · Statistics 2019-10-17 James Normington , Eric F. Lock , Thomas A. Murray , Caroline S. Carlin

We propose a new method for estimating causal effects in longitudinal/panel data settings that we call generalized difference-in-differences. Our approach unifies two alternative approaches in these settings: ignorability estimators (e.g.,…

Methodology · Statistics 2023-12-12 Denis Agniel , Max Rubinstein , Jessie Coe , Maria DeYoreo