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This paper considers the identification of dynamic treatment effects with panel data, in complex designs where the treatment may not be binary and may not be absorbing. We first show that under no-anticipation and parallel-trends…

Econometrics · Economics 2025-12-23 Clément de Chaisemartin , Xavier D'Haultfœuille

The causal effect of an intervention (treatment/exposure) on an outcome can be estimated by: i) specifying knowledge about the data-generating process; ii) assessing under what assumptions a target quantity, such as for example a causal…

Methodology · Statistics 2021-03-05 Michael Schomaker

In various applications of regression analysis, in addition to errors in the dependent observations also errors in the predictor variables play a substantial role and need to be incorporated in the statistical modeling process. In this…

Statistics Theory · Mathematics 2020-09-03 Katharina Proksch , Nicolai Bissantz , Hajo Holzmann

We consider causal inference in dynamic settings where treatment is assigned by thresholding a state variable that can change over time. There is a large literature on regression-discontinuity methods building on the fact that, in the…

Methodology · Statistics 2026-05-25 Aditya Ghosh , Stefan Wager

Medical investigations focusing on patient survival often generate not only a failure time for each patient but also a sequence of measurements on patient health at annual or semi-annual check-ups while the patient remains alive. Such a…

Methodology · Statistics 2016-01-18 Peter McCullagh , Walter Dempsey

Regression Discontinuity Design (RDD) is a popular framework for estimating a causal effect in settings where treatment is assigned if an observed covariate exceeds a fixed threshold. We consider estimation and inference in the common…

Statistics Theory · Mathematics 2025-04-16 Kevin Tao , Y. Samuel Wang , David Ruppert

Experimentation is widely utilized for causal inference and data-driven decision-making across disciplines. In an A/B experiment, for example, an online business randomizes two different treatments (e.g., website designs) to their customers…

Methodology · Statistics 2025-01-15 Wenxuan Guo , JungHo Lee , Panos Toulis

Consider the case that one observes a single time-series, where at each time t one observes a data record O(t) involving treatment nodes A(t), possible covariates L(t) and an outcome node Y(t). The data record at time t carries information…

Statistics Theory · Mathematics 2021-02-04 Mark J. van der Laan , Ivana Malenica

The traditional model specification of stepped-wedge cluster-randomized trials assumes a homogeneous treatment effect across time while adjusting for fixed-time effects. However, when treatment effects vary over time, the constant effect…

In this paper, we address the issue of estimating and inferring distributional treatment effects in randomized experiments. The distributional treatment effect provides a more comprehensive understanding of treatment heterogeneity compared…

Econometrics · Economics 2025-01-15 Tatsushi Oka , Shota Yasui , Yuta Hayakawa , Undral Byambadalai

In medical settings, treatment assignment may be determined by a clinically important covariate that predicts patients' risk of event. There is a class of methods from the social science literature known as regression discontinuity (RD)…

Methodology · Statistics 2019-08-13 Youngjoo Cho , Chen Hu , Debashis Ghosh

Comparison and contrast are the basic means to unveil causation and learn which treatments work. To build good comparison groups, randomized experimentation is key, yet often infeasible. In such non-experimental settings, we illustrate and…

Methodology · Statistics 2024-01-30 Ambarish Chattopadhyay , Jose R. Zubizarreta

The regression discontinuity (RD) design is a popular approach to causal inference in non-randomized studies. This is because it can be used to identify and estimate causal effects under mild conditions. Specifically, for each subject, the…

Methodology · Statistics 2014-02-11 George Karabatsos , Stephen G. Walker

This paper introduces a novel methodology that utilizes latency to unveil time-series dependence patterns. A customized statistical test detects memory dependence in event sequences by analyzing their inter-event time distributions.…

Econometrics · Economics 2023-09-22 Fabio Vanni , David Lambert

The paper focuses on sequential experiments for categorical responses in which whether or not a further observation is made depends on the outcome of a previous experiment. Examples include subsequent medical interventions being performed…

Methodology · Statistics 2025-07-04 Anna Klimova , Tamás Rudas

This paper presents methods for analyzing spatial experiments when complex spillovers, displacement effects, and other types of "interference" are present. We present a robust, design-based approach to analyzing effects in such settings.…

Methodology · Statistics 2023-03-07 Cyrus Samii , Ye Wang , Jonathan Sullivan , Peter M. Aronow

Under the Neyman causal model, it is well-known that OLS with treatment-by-covariate interactions cannot harm asymptotic precision of estimated treatment effects in completely randomized experiments. But do such guarantees extend to…

Statistics Theory · Mathematics 2018-03-19 Joel A. Middleton

Triple difference designs have become increasingly popular in empirical economics. The advantage of a triple difference design is that, within a treatment group, it allows for another subgroup of the population -- potentially less impacted…

Econometrics · Economics 2025-06-04 Laura Caron

The treatment assignment mechanism in a randomized clinical trial can be optimized for statistical efficiency within a specified class of randomization mechanisms. Optimal designs of this type have been characterized in terms of the…

Methodology · Statistics 2025-09-03 Wei Zhang , Zhiwei Zhang , Aiyi Liu

Randomized experiments are widely used to estimate causal effects across a variety of domains. However, classical causal inference approaches rely on critical independence assumptions that are violated by network interference, when the…

Methodology · Statistics 2022-10-18 Mayleen Cortez , Matthew Eichhorn , Christina Lee Yu
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