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We show that causal effects can be identified when there is bunching in the distribution of a continuous treatment variable, without imposing any parametric assumptions. This yields a new nonparametric method for overcoming selection bias…

Econometrics · Economics 2025-07-08 Carolina Caetano , Gregorio Caetano , Leonard Goff , Eric Nielsen

Causal inference, estimating causal effects from observational data, is a fundamental tool in many disciplines. Of particular importance across a variety of domains is the continuous treatment setting, where the variable of intervention has…

Machine Learning · Computer Science 2026-05-15 Christopher Stith , Medha Barath , Vahid Balazadeh , Jesse C. Cresswell , Rahul G. Krishnan

Causal effect estimation is a critical task in statistical learning that aims to find the causal effect on subjects by identifying causal links between a number of predictor (or, explanatory) variables and the outcome of a treatment. In a…

Methodology · Statistics 2024-11-26 Tathagata Basu , Matthias C. M. Troffaes

Identification in a regression discontinuity (RD) research design hinges on the discontinuity in the probability of treatment when a covariate (assignment variable) exceeds a known threshold. When the assignment variable is measured with…

Methodology · Statistics 2016-09-07 Zhuan Pei , Yi Shen

This study examines the optimal selections of bandwidth and semi-metric for a functional partial linear model. Our proposed method begins by estimating the unknown error density using a kernel density estimator of residuals, where the…

Methodology · Statistics 2020-11-17 Han Lin Shang

Distribution regression, where the goal is to predict a scalar response from a distribution-valued predictor, arises naturally in settings where observations are grouped and outcomes depend on group-level characteristics rather than on…

Methodology · Statistics 2026-03-09 Antonio R. Linero , Soumyabrata Bose , Jared Murray

A nonparametric regression setting is considered with a real-valued covariate and responses from a metric space. One may approach this setting via Fr\'echet regression, where the value of the regression function at each point is estimated…

Statistics Theory · Mathematics 2022-05-17 Christof Schötz

In many applications of regression discontinuity designs, the running variable used by the administrator to assign treatment is only observed with error. We show that, provided the observed running variable (i) correctly classifies the…

Econometrics · Economics 2023-08-11 Yingying Dong , Michal Kolesár

I propose kernel ridge regression estimators for nonparametric dose response curves and semiparametric treatment effects in the setting where an analyst has access to a selected sample rather than a random sample; only for select…

Econometrics · Economics 2022-08-24 Rahul Singh

We introduce the local composite quantile regression (LCQR) to causal inference in regression discontinuity (RD) designs. Kai et al. (2010) study the efficiency property of LCQR, while we show that its nice boundary performance translates…

Econometrics · Economics 2021-11-02 Xiao Huang , Zhaoguo Zhan

Modern empirical work in Regression Discontinuity (RD) designs often employs local polynomial estimation and inference with a mean square error (MSE) optimal bandwidth choice. This bandwidth yields an MSE-optimal RD treatment effect…

Econometrics · Economics 2020-07-21 Sebastian Calonico , Matias D. Cattaneo , Max H. Farrell

Continuous treatments have posed a significant challenge for causal inference, both in the formulation and identification of scientifically meaningful effects and in their robust estimation. Traditionally, focus has been placed on…

Methodology · Statistics 2022-06-29 Nima S. Hejazi , David Benkeser , Iván Díaz , Mark J. van der Laan

We consider the design and analysis of multi-factor experiments using fractional factorial and incomplete designs within the potential outcome framework. These designs are particularly useful when limited resources make running a full…

Methodology · Statistics 2022-01-31 Nicole E. Pashley , Marie-Abele C. Bind

Existing causal methods for time-varying exposure and time-varying confounding focus on estimating the average causal effect of a time-varying binary treatment on an end-of-study outcome, offering limited tools for characterizing marginal…

Methodology · Statistics 2026-01-21 Yu Luo , Kuan Liu , Ramandeep Singh , Daniel J. Graham

In nonparametric regression analysis, errors are possibly correlated in practice, and neglecting error correlation can undermine most bandwidth selection methods. When no prior knowledge or parametric form of the correlation structure is…

Methodology · Statistics 2025-04-29 Sisheng Liu , Xiaoli Kong

We study regression discontinuity designs with the use of additional covariates for estimation of the average treatment effect. We provide a detailed proof of asymptotic normality of the covariate-adjusted estimator under minimal…

Statistics Theory · Mathematics 2023-10-16 Patrick Kramer , Alexander Kreiß

Estimating community-specific mental health effects of local events is vital for public health policy. While forecasting mental health scores alone offers limited insights into the impact of events on community well-being,…

Machine Learning · Computer Science 2025-09-01 Siddharth Mangalik , Ojas Deshpande , Adithya V. Ganesan , Sean A. P. Clouston , H. Andrew Schwartz

We provide precise conditions for nonparametric identification of causal effects by high-frequency event study regressions, which have been used widely in the recent macroeconomics, financial economics and political economy literatures. The…

Econometrics · Economics 2025-07-24 Alessandro Casini , Adam McCloskey

The issue of spatial confounding between the spatial random effect and the fixed effects in regression analyses has been identified as a concern in the statistical literature. Multiple authors have offered perspectives and potential…

Methodology · Statistics 2023-01-18 Kori Khan , Catherine A. Calder

We introduce causal inference reasoning to cross-over trials, with a focus on Thorough QT (TQT) studies. For such trials, we propose different sets of assumptions and consider their impact on the modelling strategy and estimation procedure.…

Methodology · Statistics 2022-05-31 Jeppe Ekstrand Halkjær Madsen , Thomas Scheike , Christian Pipper