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Nonlinearity and endogeneity are prevalent challenges in causal analysis using observational data. This paper proposes an inference procedure for a nonlinear and endogenous marginal effect function, defined as the derivative of the…

Econometrics · Economics 2024-06-19 Qingliang Fan , Zijian Guo , Ziwei Mei , Cun-Hui Zhang

Strong empirical evidence from laboratory experiments, and more recently from population surveys, shows that individuals, when evaluating their situations, pay attention to whether they experience gains or losses, with losses weighing more…

Theoretical Economics · Economics 2025-10-17 Martyna Kobus , Radosław Kurek , Thomas Parker

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

Machine learning is increasingly used to select which individuals receive limited-resource interventions in domains such as human services, education, development, and more. However, it is often not apparent what the right quantity is for…

Machine Learning · Computer Science 2025-03-20 Vibhhu Sharma , Bryan Wilder

A new matching method is proposed for the estimation of the average treatment effect of social policy interventions (e.g., training programs or health care measures). Given an outcome variable, a treatment and a set of pre-treatment…

Statistics Theory · Mathematics 2007-06-13 Stefano Iacus , Giuseppe Porro

This paper considers conducting inference about the effect of a treatment (or exposure) on an outcome of interest. In the ideal setting where treatment is assigned randomly, under certain assumptions the treatment effect is identifiable…

Methodology · Statistics 2015-03-06 Amy Richardson , Michael G. Hudgens , Peter B. Gilbert , Jason P. Fine

Natural experiments are a cornerstone of applied economics, providing settings for estimating causal effects with a compelling argument for treatment randomisation, but give little indication of the mechanisms behind causal effects. Causal…

Econometrics · Economics 2025-10-07 Senan Hogan-Hennessy

We develop a general model of discrete choice that incorporates peer effects in preferences and consideration sets. We characterize the equilibrium behavior and establish conditions under which all parts of the model can be recovered from a…

General Economics · Economics 2026-02-05 Nail Kashaev , Natalia Lazzati , Ruli Xiao

There is strong interest in estimating how the magnitude of treatment effects of an intervention vary across sub-groups of the population of interest. In our paper, we propose a two-study approach to first propose and then test…

Methodology · Statistics 2020-06-23 Rahul Ladhania , Amelia Haviland , Neeraj Sood , Edward Kennedy , Ateev Mehrotra

Decomposing an exposure effect on an outcome into separate natural indirect effects through multiple mediators requires strict assumptions, such as correctly postulating the causal structure of the mediators, and no unmeasured confounding…

Methodology · Statistics 2021-02-04 Wen Wei Loh , Beatrijs Moerkerke , Tom Loeys , Stijn Vansteelandt

When consequential decisions are informed by algorithmic input, individuals may feel compelled to alter their behavior in order to gain a system's approval. Models of agent responsiveness, termed "strategic manipulation," analyze the…

Machine Learning · Computer Science 2019-05-13 Lily Hu , Nicole Immorlica , Jennifer Wortman Vaughan

We are interested in the distribution of treatment effects for an experiment where units are randomized to a treatment but outcomes are measured for pairs of units. For example, we might measure risk sharing links between households…

Econometrics · Economics 2022-10-11 Eric Auerbach , Yong Cai

The outcomes of elections, product sales, and the structure of social connections are all determined by the choices individuals make when presented with a set of options, so understanding the factors that contribute to choice is crucial. Of…

Machine Learning · Computer Science 2020-11-09 Kiran Tomlinson , Austin R. Benson

We propose semi- and non-parametric methods to estimate conditional interventional effects in the setting of two discrete mediators whose causal ordering is unknown. Average interventional indirect effects have been shown to decompose an…

Methodology · Statistics 2023-04-19 Max Rubinstein , Zach Branson , Edward H. Kennedy

We study settings in which a researcher has an instrumental variable (IV) and seeks to evaluate the effects of a counterfactual policy that alters treatment assignment, such as a directive encouraging randomly assigned judges to release…

Econometrics · Economics 2026-03-16 Michal Kolesár , José Luis Montiel Olea , Jonathan Roth

Factors contributing to social inequalities are also associated with negative mental health outcomes leading to disparities in mental well-being. We propose a Bayesian hierarchical model which can evaluate the impact of policies on…

The effect of the full treatment is a primary parameter of interest in policy evaluation, while often only the effect of a subset of treatment is estimated. We partially identify the local average treatment effect of receiving full…

Econometrics · Economics 2023-06-13 Didier Nibbering , Matthijs Oosterveen

Two-sided marketplace platforms often run experiments to test the effect of an intervention before launching it platform-wide. A typical approach is to randomize individuals into the treatment group, which receives the intervention, and the…

Methodology · Statistics 2021-04-27 Hannah Li , Geng Zhao , Ramesh Johari , Gabriel Y. Weintraub

When making treatment selection decisions, it is essential to include a causal effect estimation analysis to compare potential outcomes under different treatments or controls, assisting in optimal selection. However, merely estimating…

Machine Learning · Statistics 2024-10-08 Sherly Alfonso-Sánchez , Kristina P. Sendova , Cristián Bravo

Many social programs attempt to allocate scarce resources to people with the greatest need. Indeed, public services increasingly use algorithmic risk assessments motivated by this goal. However, targeting the highest-need recipients often…

Machine Learning · Computer Science 2025-06-30 Bryan Wilder , Pim Welle