Related papers: Efficient Difference-in-Differences Estimation whe…
The cause of failure in cohort studies that involve competing risks is frequently incompletely observed. To address this, several methods have been proposed for the semiparametric proportional cause-specific hazards model under a missing at…
Applied Difference-in-Differences studies often involve outcomes that are discrete, mixed, censored, or otherwise non-continuously distributed, while policy questions frequently concern distributional effects rather than mean effects alone.…
Complete randomization allows for consistent estimation of the average treatment effect based on the difference in means of the outcomes without strong modeling assumptions on the outcome-generating process. Appropriate use of the…
This note introduces a doubly robust (DR) estimator for regression discontinuity (RD) designs. RD designs provide a quasi-experimental framework for estimating treatment effects, where treatment assignment depends on whether a running…
We study estimation of the local average treatment effect on the treated ($LATT$) in instrumented difference-in-differences (IDiD) designs with covariates and staggered instrument exposure. We derive the efficient influence function (EIF)…
We investigate how to improve efficiency using regression adjustments with covariates in covariate-adaptive randomizations (CARs) with imperfect subject compliance. Our regression-adjusted estimators, which are based on the doubly robust…
When studying treatment effects in multilevel studies, investigators commonly use (semi-)parametric estimators, which make strong parametric assumptions about the outcome, the treatment, and/or the correlation structure between study units…
We consider the problem of constructing bounds on the average treatment effect (ATE) when unmeasured confounders exist but have bounded influence. Specifically, we assume that omitted confounders could not change the odds of treatment for…
In observational studies, treatments are typically not randomized and therefore estimated treatment effects may be subject to confounding bias. The instrumental variable (IV) design plays the role of a quasi-experimental handle since the IV…
Difference-in-differences (DID) is commonly used to estimate treatment effects but is infeasible in settings where data are unpoolable due to privacy concerns or legal restrictions on data sharing, particularly across jurisdictions. In this…
We study how to efficiently estimate average treatment effects (ATEs) using adaptive experiments. In adaptive experiments, experimenters sequentially assign treatments to experimental units while updating treatment assignment probabilities…
We study semiparametric efficiency bounds and efficient estimation of parameters defined through general moment restrictions with missing data. Identification relies on auxiliary data containing information about the distribution of the…
Since the initial work by Ashenfelter and Card in 1985, the use of difference-in-differences (DID) study design has become widespread. However, as pointed out in the literature, this popular quasi-experimental design also suffers estimation…
The renowned difference-in-differences (DiD) estimator relies on the assumption of 'parallel trends,' which does not hold in many practical applications. To address this issue, the econometrics literature has turned to the triple difference…
Mediation analysis is widely used for exploring treatment mechanisms; however, it faces challenges when nonignorable missing confounders are present. Efficient inference of mediation effects and the efficiency loss due to nonignorable…
The problem of missingness in observational data is ubiquitous. When the confounders are missing at random, multiple imputation is commonly used; however, the method requires congeniality conditions for valid inferences, which may not be…
We study variants of the average treatment effect on the treated with population parameters replaced by their sample counterparts. For each estimand, we derive the limiting distribution with respect to a semiparametric efficient estimator…
Imputation methods for dealing with incomplete data typically assume that the missingness mechanism is at random (MAR). These methods can also be applied to missing not at random (MNAR) situations, where the user specifies some adjustment…
This paper proposes a doubly robust two-stage semiparametric difference-in-difference estimator for estimating heterogeneous treatment effects with high-dimensional data. Our new estimator is robust to model miss-specifications and allows…
We investigate the problem of estimating the average treatment effect (ATE) under a very general setup where the covariates can be high-dimensional, highly correlated, and can have sparse nonlinear effects on the propensity and outcome…