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Two key identifying assumptions used to justify difference-in-differences are parallel trends and no anticipation, yet both may fail in practice. I propose a class of assumptions on anticipation and derive closed-form, sharp bounds on the…

Econometrics · Economics 2026-03-03 Gianna Fenaroli

Contextual word embeddings such as BERT have achieved state of the art performance in numerous NLP tasks. Since they are optimized to capture the statistical properties of training data, they tend to pick up on and amplify social…

Computation and Language · Computer Science 2019-06-19 Keita Kurita , Nidhi Vyas , Ayush Pareek , Alan W Black , Yulia Tsvetkov

Quantifying causal effects in the presence of complex and multivariate outcomes remains a key challenge in treatment evaluation. For hierarchical multivariate outcomes, the FDA recommends the Win Ratio and Generalized Pairwise Comparisons…

Methodology · Statistics 2026-03-24 Mathieu Even , Julie Josse

This paper extends difference-in-differences to settings with continuous treatments. Specifically, the average treatment effect on the treated (ATT) at any level of treatment intensity is identified under a conditional parallel trends…

Econometrics · Economics 2026-01-05 Lucas Z. Zhang

We present a novel extension of the influential changes-in-changes (CiC) framework of Athey and Imbens (2006) for estimating the average treatment effect on the treated (ATT) and distributional causal effects in panel data with unmeasured…

Methodology · Statistics 2025-08-20 Jinghao Sun , Eric J. Tchetgen Tchetgen

This paper examines the identification and estimation of treatment effects in staggered adoption designs -- a common extension of the canonical Difference-in-Differences (DiD) model to multiple groups and time-periods -- in the presence of…

Econometrics · Economics 2025-12-24 Clara Augustin , Daniel Gutknecht , Cenchen Liu

Recent published evidence from frontier laboratories shows that contemporary AI models can recognise evaluation contexts, latently represent them, and behave differently under those contexts than under deployment-continuous conditions.…

Artificial Intelligence · Computer Science 2026-05-13 Varad Vishwarupe , Nigel Shadbolt , Marina Jirotka , Ivan Flechais

In this paper, we propose a novel normalization method called penalty gradient normalization (PGN) to tackle the training instability of Generative Adversarial Networks (GANs) caused by the sharp gradient space. Unlike existing work such as…

Computer Vision and Pattern Recognition · Computer Science 2023-06-26 Tian Xia

The paper studies identification in triple-difference designs when spillover effects contaminate one or more control groups. We show that, under conventional identifying assumptions, the triple-difference model fails to identify both the…

Econometrics · Economics 2026-01-23 Silvia De Nicolò , Beatrice Biondi , Mario Mazzocchi

We consider the identification of average treatment effects on the treated (ATT) in difference-in-differences (DiD) settings in the presence of endogenous sample selection. We first establish that the conventional DiD estimand generally…

Econometrics · Economics 2026-02-17 Gayani Rathnayake , Akanksha Negi , Otavio Bartalotti , Xueyan Zhao

While much of the causal inference literature has focused on addressing internal validity biases, both internal and external validity are necessary for unbiased estimates in a target population of interest. However, few generalizability…

Methodology · Statistics 2023-04-07 Irina Degtiar , Tim Layton , Jacob Wallace , Sherri Rose

Estimating individual and average treatment effects from observational data is an important problem in many domains such as healthcare and e-commerce. In this paper, we advocate balance regularization of multi-head neural network…

Machine Learning · Computer Science 2020-11-24 Mehrdad Farajtabar , Andrew Lee , Yuanjian Feng , Vishal Gupta , Peter Dolan , Harish Chandran , Martin Szummer

The simultaneous estimation of many parameters based on data collected from corresponding studies is a key research problem that has received renewed attention in the high-dimensional setting. Many practical situations involve heterogeneous…

Methodology · Statistics 2026-03-26 Trambak Banerjee , Luella J. Fu , Gareth M. James , Gourab Mukherjee , Wenguang Sun

Remarkable progress has been made in difference-in-differences (DID) approaches to causal inference that estimate the average effect of a treatment on the treated (ATT). Of these, the semiparametric DID (SDID) approach incorporates a…

Methodology · Statistics 2026-03-09 Takamichi Baba , Yoshiyuki Ninomiya

Assessing the fairness of a decision making system with respect to a protected class, such as gender or race, is challenging when class membership labels are unavailable. Probabilistic models for predicting the protected class based on…

Applications · Statistics 2018-11-28 Jiahao Chen , Nathan Kallus , Xiaojie Mao , Geoffry Svacha , Madeleine Udell

Stress testing poses a causal question: how would portfolio credit losses change if the macroeconomy followed an adverse counterfactual path? Yet standard practice remains predictive and might be therefore vulnerable to omitted-variable…

Artificial Intelligence · Computer Science 2026-05-19 Yu Wang , Xiangchen Liu , Siguang Li

This paper studies large $N$ and large $T$ conditional quantile panel data models with interactive fixed effects. We propose a nuclear norm penalized estimator of the coefficients on the covariates and the low-rank matrix formed by the…

Econometrics · Economics 2021-03-17 Junlong Feng

The difference-in-differences (DID) method identifies the average treatment effects on the treated (ATT) under mainly the so-called parallel trends (PT) assumption. The most common and widely used approach to justify the PT assumption is…

Econometrics · Economics 2023-08-23 Kyunghoon Ban , Désiré Kédagni

Ensuring fairness in anomaly detection models has received much attention recently as many anomaly detection applications involve human beings. However, existing fair anomaly detection approaches mainly focus on association-based fairness…

Machine Learning · Computer Science 2023-03-07 Xiao Han , Lu Zhang , Yongkai Wu , Shuhan Yuan

Translating machine learning algorithms into clinical applications requires addressing challenges related to interpretability, such as accounting for the effect of confounding variables (or metadata). Confounding variables affect the…

Machine Learning · Computer Science 2022-07-12 Anthony Vento , Qingyu Zhao , Robert Paul , Kilian M. Pohl , Ehsan Adeli