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Structural nested models (SNMs) and the associated method of G-estimation were first proposed by James Robins over two decades ago as approaches to modeling and estimating the joint effects of a sequence of treatments or exposures. The…

Methodology · Statistics 2015-03-06 Stijn Vansteelandt , Marshall Joffe

Non-linear mixed effects modeling and simulation (NLME M&S) is evaluated to be used for standardization with longitudinal data in presence of confounders. Standardization is a well-known method in causal inference to correct for confounding…

This study considers treatment effect models in which others' treatment decisions can affect both one's own treatment and outcome. Focusing on the case of two-player interactions, we formulate treatment decision behavior as a complete…

Econometrics · Economics 2023-02-23 Tadao Hoshino , Takahide Yanagi

This paper develops a novel nonparametric identification method for treatment effects in settings where individuals self-select into treatment sequences. I propose an identification strategy which relies on a dynamic version of standard…

Econometrics · Economics 2023-12-05 Pedro Picchetti

We provide sufficient conditions for the identification of the heterogeneous treatment effects, defined as the conditional expectation for the differences of potential outcomes given the untreated outcome, under the nonignorable treatment…

Methodology · Statistics 2019-01-15 Keisuke Takahata , Takahiro Hoshino

This study investigates the identification of marginal treatment responses within multi-valued treatment models. Extending the hyper-rectangle model introduced by Lee and Salanie (2018), this paper relaxes restrictive assumptions, including…

Econometrics · Economics 2025-09-08 Xunkang Tian

This paper considers identifying and estimating the Average Treatment Effect on the Treated (ATT) when untreated potential outcomes are generated by an interactive fixed effects model. That is, in addition to time-period and individual…

Econometrics · Economics 2022-02-15 Brantly Callaway , Sonia Karami

The non-stationary nature of real-world Multivariate Time Series (MTS) data presents forecasting models with a formidable challenge of the time-variant distribution of time series, referred to as distribution shift. Existing studies on the…

Machine Learning · Computer Science 2024-07-19 Hui He , Qi Zhang , Kun Yi , Xiaojun Xue , Shoujin Wang , Liang Hu , Longbing Cao

This paper studies the identification and estimation of heterogeneous effects of an endogenous treatment under interference and spillovers in a large single-network setting. We model endogenous treatment selection as an equilibrium outcome…

Econometrics · Economics 2025-12-17 Lin Chen , Yuya Sasaki

Mixed Models for Repeated Measures (MMRMs) are ubiquitous when analyzing outcomes of clinical trials. However, the linearity of the fixed-effect structure in these models largely restrict their use to estimating treatment effects that are…

Methodology · Statistics 2023-01-23 Lars Lau Raket

In a real-life setting, little is known regarding the effectiveness of statins for primary prevention among older adults, and analysis of observational data can add crucial information on the benefits of actual patterns of use. Latent class…

Methodology · Statistics 2023-10-18 Awa Diop , Caroline Sirois , Jason Robert Guertin , Denis Talbot

Randomized experiments on social networks pose statistical challenges, due to the possibility of interference between units. We propose new methods for estimating attributable treatment effects in such settings. The methods do not require…

Methodology · Statistics 2015-10-13 David S. Choi

Multivalued treatment models have typically been studied under restrictive assumptions: ordered choice, and more recently unordered monotonicity. We show how treatment effects can be identified in a more general class of models that allows…

Econometrics · Economics 2018-05-02 Sokbae Lee , Bernard Salanié

We develop an empirical framework to identify and estimate the effects of treatments on outcomes of interest when the treatments are the result of strategic interaction (e.g., bargaining, oligopolistic entry, peer effects). We consider a…

Econometrics · Economics 2019-09-04 Jorge Balat , Sukjin Han

Empirical work often uses treatment assigned following geographic boundaries. When the effects of treatment cross over borders, classical difference-in-differences estimation produces biased estimates for the average treatment effect. In…

Econometrics · Economics 2023-06-13 Kyle Butts

Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct…

Methodology · Statistics 2022-08-05 Baoluo Sun , Yifan Cui , Eric Tchetgen Tchetgen

Marginal structural models (MSM) with inverse probability weighting (IPW) are used to estimate causal effects of time-varying treatments, but can result in erratic finite-sample performance when there is low overlap in covariate…

Methodology · Statistics 2019-07-16 Shirley Liao , Lucas Henneman , Corwin Zigler

Staggered treatment adoption arises in the evaluation of policy impact and implementation in many settings, including both randomized stepped-wedge trials and non-randomized quasi-experiments with panel data. In both settings, getting an…

Methodology · Statistics 2024-10-14 Lee Kennedy-Shaffer

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

In recent years, there has been an increasing interest in studying causality-related properties in machine learning models generally, and in generative models in particular. While that is well motivated, it inherits the fundamental…

Artificial Intelligence · Computer Science 2020-01-30 Ioannis Papantonis , Vaishak Belle