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In semi-logarithmic regressions, treatment coefficients are often interpreted as approximations of the average treatment effect (ATE) in percentage points. This paper highlights the overlooked bias of this approximation under treatment…

Econometrics · Economics 2026-02-04 Ying Zeng

Estimation of heterogeneous treatment effects is an active area of research. Most of the existing methods, however, focus on estimating the conditional average treatment effects of a single, binary treatment given a set of pre-treatment…

Methodology · Statistics 2025-05-30 Max Goplerud , Kosuke Imai , Nicole E. Pashley

In biomedical science, analyzing treatment effect heterogeneity plays an essential role in assisting personalized medicine. The main goals of analyzing treatment effect heterogeneity include estimating treatment effects in clinically…

Methodology · Statistics 2022-12-06 Waverly Wei , Maya Petersen , Mark J van der Laan , Zeyu Zheng , Chong Wu , Jingshen Wang

This paper studies semiparametric Bayesian inference for the average treatment effect on the treated (ATT) within the difference-in-differences (DiD) research design. We propose two new Bayesian methods with frequentist validity. The first…

Econometrics · Economics 2025-06-17 Christoph Breunig , Ruixuan Liu , Zhengfei Yu

Change-plane regression identifies subpopulations through an interpretable linear threshold rule, but likelihood-based inference for the hard-threshold boundary is nonregular: objectives are non-smooth, the boundary is weakly identified…

Methodology · Statistics 2026-04-28 Yuki Ohnishi , Fan Li

The difference-in-differences (DiD) design is a quasi-experimental method for estimating treatment effects. In staggered DiD with multiple treatment groups and periods, estimation based on the two-way fixed effects model yields negative…

Methodology · Statistics 2026-03-05 Yuhao Deng , Le Kang

A recent literature has shown that when adoption of a treatment is staggered and average treatment effects vary across groups and over time, difference-in-differences regression does not identify an easily interpretable measure of the…

Econometrics · Economics 2022-07-14 John Gardner

In many practical situations, randomly assigning treatments to subjects is uncommon due to feasibility constraints. For example, economic aid programs and merit-based scholarships are often restricted to those meeting specific income or…

Accurately estimating personalized treatment effects within a study site (e.g., a hospital) has been challenging due to limited sample size. Furthermore, privacy considerations and lack of resources prevent a site from leveraging…

Machine Learning · Statistics 2022-06-17 Xiaoqing Tan , Chung-Chou H. Chang , Ling Zhou , Lu Tang

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 paper extends difference-in-differences to settings with continuous treatments. Specifically, the average treatment effect on the treated (ATT) at any level of treatment intensity is identified under a conditional parallel trends…

Econometrics · Economics 2026-01-05 Lucas Z. Zhang

We consider the identification of average treatment effects on the treated (ATT) in difference-in-differences (DiD) settings in the presence of endogenous sample selection. We first establish that the conventional DiD estimand generally…

Econometrics · Economics 2026-02-17 Gayani Rathnayake , Akanksha Negi , Otavio Bartalotti , Xueyan Zhao

Analyzing data from multiple sources offers valuable opportunities to improve the estimation efficiency of causal estimands. However, this analysis also poses many challenges due to population heterogeneity and data privacy constraints.…

Methodology · Statistics 2025-10-23 Rong Zhao , Jason Falvey , Xu Shi , Vernon M. Chinchilli , Chixiang Chen

Individualized treatment rules tailor treatments to patients based on clinical, demographic, and other characteristics. Estimation of individualized treatment rules requires the identification of individuals who benefit most from the…

Methodology · Statistics 2024-06-06 Junwei Shen , Erica E. M. Moodie , Shirin Golchi

Randomized controlled trials (RCTs) are often underpowered to detect treatment heterogeneity in subgroups defined by cross-classifications of multiple covariates, due to sparse sample sizes in some strata. External RCT data can help, but…

Methodology · Statistics 2026-04-23 Youqi Yang , Walter Dempsey , Bhramar Mukherjee

This paper examines the identification and estimation of heterogeneous treatment effects in event studies, emphasizing the importance of both lagged dependent variables and treatment effect heterogeneity. We show that omitting lagged…

Econometrics · Economics 2025-09-18 Irene Botosaru , Laura Liu

Randomized controlled trials play an important role in how Internet companies predict the impact of policy decisions and product changes. In these `digital experiments', different units (people, devices, products) respond differently to the…

Applications · Statistics 2015-12-21 Matt Taddy , Matt Gardner , Liyun Chen , David Draper

There is currently a dearth of appropriate methods to estimate the causal effects of multiple treatments when the outcome is binary. For such settings, we propose the use of nonparametric Bayesian modeling, Bayesian Additive Regression…

Methodology · Statistics 2020-03-02 Chenyang Gu , Michael J. Lopez , Liangyuan Hu

Randomized experimentation (also known as A/B testing or bucket testing) is widely used in the internet industry to measure the metric impact obtained by different treatment variants. A/B tests identify the treatment variant showing the…

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