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The aim of clinical effectiveness research using repositories of electronic health records is to identify what health interventions 'work best' in real-world settings. Since there are several reasons why the net benefit of intervention may…

Methodology · Statistics 2020-06-19 Jie Zhu , Blanca Gallego

Empirical economists are often deterred from the application of fixed effects binary choice models mainly for two reasons: the incidental parameter problem and the computational challenge even in moderately large panels. Using the example…

Econometrics · Economics 2020-10-27 Daniel Czarnowske , Amrei Stammann

In multi-site randomized trials with many sites and few randomization units per site, an Empirical-Bayes estimator can be used to estimate the variance of the treatment effect across sites. When this estimator indicates that treatment…

Econometrics · Economics 2024-12-12 Clément de Chaisemartin , Antoine Deeb

We study linear panel regression models in which the unobserved error term is an unknown smooth function of two-way unobserved fixed effects. In standard additive or interactive fixed effect models the individual specific and time specific…

Econometrics · Economics 2022-08-15 Hugo Freeman , Martin Weidner

Two-way fixed effects (TWFE) models are widely used in political science to establish causality, but recent methodological discussions highlight their limitations under heterogeneous treatment effects (HTE) and violations of the parallel…

Methodology · Statistics 2026-02-03 Albert Chiu , Xingchen Lan , Ziyi Liu , Yiqing Xu

The average treatment effect (ATE) is popularly used to assess the treatment effect. However, the ATE implicitly assumes a homogenous treatment effect even amongst individuals with different characteristics. In this paper, we mainly focus…

Methodology · Statistics 2016-03-10 Yunjian Yin , Lan Liu , Zhi Geng

Estimating the joint effect of a multivariate, continuous exposure is crucial, particularly in environmental health where interest lies in simultaneously evaluating the impact of multiple environmental pollutants on health. We develop novel…

Recently, conditional average treatment effect (CATE) estimation has been attracting much attention due to its importance in various fields such as statistics, social and biomedical sciences. This study proposes a partially linear…

Methodology · Statistics 2022-01-31 Shunsuke Horii

Nonseparable panel models are important in a variety of economic settings, including discrete choice. This paper gives identification and estimation results for nonseparable models under time homogeneity conditions that are like "time is…

Methodology · Statistics 2018-01-08 Victor Chernozhukov , Ivan Fernandez-Val , Jinyong Hahn , Whitney Newey

We propose a framework for testing the homogeneity of conditional average treatment effects (CATEs) across multiple experimental and observational studies. Our approach leverages multiple randomized trials to assess whether treatment…

Econometrics · Economics 2026-02-25 Ana Armendariz , Martin Huber

Heterogeneity and comorbidity are two interwoven challenges associated with various healthcare problems that greatly hampered research on developing effective treatment and understanding of the underlying neurobiological mechanism. Very few…

Methodology · Statistics 2023-06-27 Richard A Watson , Hengrui Cai , Xinming An , Samuel McLean , Rui Song

The credibility revolution advances the use of research designs that permit identification and estimation of causal effects. However, understanding which mechanisms produce measured causal effects remains a challenge. The dominant current…

Econometrics · Economics 2026-04-08 Jiawei Fu , Tara Slough

Instrumental variables (IV) methods are central to applied microeconomics. While classical approaches assume linear models with constant effects, recent literature has shifted toward the local average treatment effect (LATE) framework to…

Econometrics · Economics 2026-05-15 Tymon Słoczyński , Liyang Sun , S. Derya Uysal

A central goal of modern causal inference is estimating heterogeneous treatment effects to answer questions like "how does an intervention affect each unit," rather than only on average. We study this problem with panel-data where we…

Machine Learning · Statistics 2026-05-29 Anay Mehrotra , Phuc Tran , Van H. Vu , Manolis Zampetakis

Individuals often respond differently to identical treatments, and characterizing such variability in treatment response is an important aim in the practice of personalized medicine. In this article, we describe a non-parametric accelerated…

Methodology · Statistics 2017-06-22 Nicholas C. Henderson , Thomas A. Louis , Gary L. Rosner , Ravi Varadhan

Robust estimation of heterogeneous treatment effects is a fundamental challenge for optimal decision-making in domains ranging from personalized medicine to educational policy. In recent years, predictive machine learning has emerged as a…

Machine Learning · Statistics 2025-06-23 Maximilian Schuessler , Erik Sverdrup , Robert Tibshirani

Analyzing data from multiple sources offers valuable opportunities to improve the estimation efficiency of causal estimands. However, this analysis also poses many challenges due to population heterogeneity and data privacy constraints.…

Methodology · Statistics 2025-10-23 Rong Zhao , Jason Falvey , Xu Shi , Vernon M. Chinchilli , Chixiang Chen

In many practical situations, randomly assigning treatments to subjects is uncommon due to feasibility constraints. For example, economic aid programs and merit-based scholarships are often restricted to those meeting specific income or…

Estimation of conditional average treatment effects (CATEs) plays an essential role in modern medicine by informing treatment decision-making at a patient level. Several metalearners have been proposed recently to estimate CATEs in an…

Applications · Statistics 2022-09-07 Yizhe Xu , Nikolaos Ignatiadis , Erik Sverdrup , Scott Fleming , Stefan Wager , Nigam Shah

This paper studies treatment effect models in which individuals are classified into unobserved groups based on heterogeneous treatment rules. Using a finite mixture approach, we propose a marginal treatment effect (MTE) framework in which…

Econometrics · Economics 2022-05-24 Tadao Hoshino , Takahide Yanagi