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In semi-logarithmic regressions, treatment coefficients are often interpreted as approximations of the average treatment effect (ATE) in percentage points. This paper highlights the overlooked bias of this approximation under treatment…

Econometrics · Economics 2026-02-04 Ying Zeng

Marginal structural models are a popular method for estimating causal effects in the presence of time-varying exposures. In spite of their popularity, no scalable non-parametric estimator exist for marginal structural models with…

Methodology · Statistics 2024-09-30 Axel Martin , Michele Santacatterina , Iván Díaz

Wang and Tchetgen Tchetgen (2017) studied identification and estimation of the average treatment effect when some confounders are unmeasured. Under their identification condition, they showed that the semiparametric efficient influence…

Econometrics · Economics 2018-07-17 Chunrong Ai , Lukang Huang , Zheng Zhang

The triple difference causal inference framework is an extension of the well-known difference-in-differences framework. It relaxes the parallel trends assumption of the difference-in-differences framework through leveraging data from an…

Econometrics · Economics 2025-09-17 Sina Akbari , Negar Kiyavash , AmirEmad Ghassami

We consider estimation of the target population average treatment effect (TATE) when outcome information is unavailable. Instead, we observe the outcome in multiple source populations and wish to combine the treatment effects therein to…

Methodology · Statistics 2025-05-16 Zehao Su , Helene Charlotte Rytgaard , Henrik Ravn , Frank Eriksson

Quasi-experimental methods have proliferated over the last two decades, as researchers develop causal inference tools for settings in which randomization is infeasible. Two popular such methods, difference-in-differences (DID) and…

Methodology · Statistics 2020-07-09 Carrie E. Fry , Laura A. Hatfield

Reliable estimation of treatment effects from observational data is important in many disciplines such as medicine. However, estimation is challenging when unconfoundedness as a standard assumption in the causal inference literature is…

Machine Learning · Computer Science 2024-10-15 Jonas Schweisthal , Dennis Frauen , Maresa Schröder , Konstantin Hess , Niki Kilbertus , Stefan Feuerriegel

Average treatment effect estimation is the most central problem in causal inference with application to numerous disciplines. While many estimation strategies have been proposed in the literature, the statistical optimality of these methods…

Machine Learning · Statistics 2025-06-10 Jikai Jin , Vasilis Syrgkanis

We consider estimating the conditional average treatment effect for everyone by eliminating confounding and selection bias. Unfortunately, randomized clinical trials (RCTs) eliminate confounding but impose strict exclusion criteria that…

Machine Learning · Statistics 2021-06-15 Eric V. Strobl , Thomas A. Lasko

We develop a framework for difference-in-differences designs with staggered treatment adoption and heterogeneous causal effects. We show that conventional regression-based estimators fail to provide unbiased estimates of relevant estimands…

Econometrics · Economics 2024-01-18 Kirill Borusyak , Xavier Jaravel , Jann Spiess

Conducting valid statistical analyses is challenging in the presence of missing-not-at-random (MNAR) data, where the missingness mechanism is dependent on the missing values themselves even conditioned on the observed data. Here, we…

Methodology · Statistics 2023-06-13 Anna Guo , Jiwei Zhao , Razieh Nabi

Suppose one is interested in estimating causal effects in the presence of potentially unmeasured confounding with the aid of a valid instrumental variable. This paper investigates the problem of making inferences about the average treatment…

Methodology · Statistics 2020-12-15 BaoLuo Sun , Wang Miao

Experiments that use covariate adaptive randomization (CAR) are commonplace in applied economics and other fields. In such experiments, the experimenter first stratifies the sample according to observed baseline covariates and then assigns…

Econometrics · Economics 2023-05-16 Ahnaf Rafi

A fundamental challenge in semi-supervised learning lies in the observed data's disproportional size when compared with the size of the data collected with missing outcomes. An implicit understanding is that the dataset with missing…

Methodology · Statistics 2026-05-12 Yuqian Zhang , Jelena Bradic

Researchers commonly use difference-in-differences (DiD) designs to evaluate public policy interventions. While methods exist for estimating effects in the context of binary interventions, policies often result in varied exposures across…

Methodology · Statistics 2025-02-07 Gary Hettinger , Youjin Lee , Nandita Mitra

This paper develops methods for uncertainty quantification in causal inference settings with random network interference. We study the large-sample distributional properties of the classical difference-in-means Hajek treatment effect…

Methodology · Statistics 2025-11-11 Matias D. Cattaneo , Yihan He , Ruiqi Rae Yu

Randomized controlled trials (RCTs) frequently utilize covariate-adaptive randomization (CAR) (e.g., stratified block randomization) and commonly suffer from imperfect compliance. This paper studies the identification and inference for the…

Econometrics · Economics 2025-05-02 Federico A. Bugni , Mengsi Gao , Filip Obradovic , Amilcar Velez

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

Beyond conditional average treatment effects, treatments may impact the entire outcome distribution in covariate-dependent ways, for example, by altering the variance or tail risks for specific subpopulations. We propose a novel estimand to…

Machine Learning · Statistics 2026-03-18 Saksham Jain , Alex Luedtke

Missing data is unavoidable in longitudinal clinical trials, and outcomes are not always normally distributed. In the presence of outliers or heavy-tailed distributions, the conventional multiple imputation with the mixed model with…

Methodology · Statistics 2022-03-22 Siyi Liu , Yilong Zhang , Gregory T Golm , Guanghan , Liu , Shu Yang