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Instrumental variables are commonly used to estimate effects of a treatment afflicted by unmeasured confounding, and in practice instruments are often continuous (e.g., measures of distance, or treatment preference). However, available…

Methodology · Statistics 2018-07-05 Edward H. Kennedy , Scott A. Lorch , Dylan S. Small

This letter introduces several doubly, triply, and quadruply robust estimators of the controlled direct effect. Among them, the triply and quadruply robust estimators are locally semiparametric efficient, and well suited to the use of…

Methodology · Statistics 2020-11-20 Xiang Zhou

Difference-in-differences (DID) is a widely used approach for drawing causal inference from observational panel data. Two common estimation strategies for DID are outcome regression and propensity score weighting. In this paper, motivated…

Applications · Statistics 2021-01-05 Fan Li , Fan Li

Randomized controlled trials (RCTs) are widely regarded as the gold standard for causal inference in biomedical research. For instance, when estimating the average treatment effect on the treated (ATT), a doubly robust estimation procedure…

Methodology · Statistics 2025-09-26 Chi-Shian Dai , Chao Ying , Yang Ning , Jiwei Zhao

Estimating causal effects is particularly challenging when outcomes arise in complex, non-Euclidean spaces, where conventional methods often fail to capture meaningful structural variation. We develop a framework for topological causal…

Methodology · Statistics 2026-03-04 Kwangho Kim , Hajin Lee

In the presence of heterogeneity between the randomized controlled trial (RCT) participants and the target population, evaluating the treatment effect solely based on the RCT often leads to biased quantification of the real-world treatment…

Methodology · Statistics 2022-10-05 Dasom Lee , Shu Yang , Xiaofei Wang

Many empirical applications estimate causal effects of a continuous endogenous variable (treatment) using a binary instrument. Estimation is typically done through linear 2SLS. This approach requires a mean treatment change and causal…

Econometrics · Economics 2024-02-28 Yingying Dong , Ying-Ying Lee

Doubly robust (DR) estimators guard against model misspecification but remain sensitive to weak covariate overlap. We show that trimming propensity scores reduces variance but eliminates double robustness. We introduce DR estimators that…

Econometrics · Economics 2026-04-17 Yukun Ma , Pedro H. C. Sant'Anna , Yuya Sasaki , Takuya Ura

Triple difference-in-differences designs are widely used to estimate causal effects in empirical work. Surveying the literature, we find that most applications include controls. We show that this standard practice is generally biased for…

Econometrics · Economics 2025-06-13 Dor Leventer

Two-way fixed effects (TWFE) models are widely used in political science to establish causality, but recent methodological discussions highlight their limitations under heterogeneous treatment effects (HTE) and violations of the parallel…

Methodology · Statistics 2026-02-03 Albert Chiu , Xingchen Lan , Ziyi Liu , Yiqing Xu

Augmenting the control arm in clinical trials with external data can improve statistical power for demonstrating treatment effects. In many time-to-event outcome trials, participants are subject to truncation by death. Direct application of…

Methodology · Statistics 2025-06-24 Zehao Su , Helene C. W. Rytgaard , Henrik Ravn , Frank Eriksson

In precision medicine, one of the most important problems is estimating the optimal individualized treatment rules (ITR), which typically involves recommending treatment decisions based on fully observed individual characteristics of…

Methodology · Statistics 2025-10-15 Yue Zhang , Shanshan Luo , Zhi Geng , Yangbo He

In observational study, the propensity score has the central role to estimate causal effects. Since the propensity score is usually unknown, estimating by appropriate procedures is an indispensable step. A point to note that a causal effect…

Methodology · Statistics 2023-01-19 Shunichiro Orihara

Motivated by conflicting conclusions regarding hydrocortisone's treatment effect on ICU patients with vasopressor-dependent septic shock, we developed a novel instrumental variable (IV) estimator to assess the average treatment effect (ATE)…

Methodology · Statistics 2025-03-18 Runjia Li , Victor B. Talisa , Chung-Chou H. Chang

This paper presents a general difference-in-differences framework for identifying path-dependent treatment effects when treatment histories are partially observed. We introduce a novel robust estimator that adjusts for missing histories…

Econometrics · Economics 2025-06-18 Akanksha Negi , Didier Nibbering

Proximal causal learning is a promising framework for identifying the causal effect under the existence of unmeasured confounders. Within this framework, the doubly robust (DR) estimator was derived and has shown its effectiveness in…

Methodology · Statistics 2024-03-12 Yong Wu , Yanwei Fu , Shouyan Wang , Xinwei Sun

In empirical studies with time-to-event outcomes, investigators often leverage observational data to conduct causal inference on the effect of exposure when randomized controlled trial data is unavailable. Model misspecification and lack of…

Methodology · Statistics 2023-05-05 Shenbo Xu , Bang Zheng , Bowen Su , Stan Finkelstein , Roy Welsch , Kenney Ng , Ioanna Tzoulaki , Zach Shahn

The present paper proposes a new treatment effects estimator that is valid when the number of time periods is small, and the parallel trends condition holds conditional on covariates and unobserved heterogeneity in the form of interactive…

Econometrics · Economics 2023-06-16 Nicholas Brown , Kyle Butts , Joakim Westerlund

Doubly robust (DR) estimation is a crucial technique in causal inference and missing data problems. We propose a novel Propensity score Augmentved Doubly robust (PAD) estimator to enhance the commonly used DR estimator for average treatment…

Methodology · Statistics 2023-04-18 Liangbo Lyu , Molei Liu

Randomized controlled trials (RCT's) allow researchers to estimate causal effects in an experimental sample with minimal identifying assumptions. However, to generalize or transport a causal effect from an RCT to a target population,…

Methodology · Statistics 2022-02-08 Melody Huang