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This paper discusses identification, estimation, and inference on dynamic local average treatment effects (LATEs) in instrumental variables (IVs) settings. First, we show that compliers--observations whose treatment status is affected by…

Econometrics · Economics 2025-09-17 Alessandro Casini , Adam McCloskey , Luca Rolla , Raimondo Pala

This article proposes different tests for treatment effect heterogeneity when the outcome of interest, typically a duration variable, may be right-censored. The proposed tests study whether a policy 1) has zero distributional (average)…

Methodology · Statistics 2020-02-19 Pedro H. C. Sant'Anna

Recently, many researchers have advanced data-driven methods for modeling heterogeneous treatment effects (HTEs). Even still, estimation of HTEs is a difficult task -- these methods frequently over- or under-estimate the treatment effects,…

Methodology · Statistics 2022-03-28 Yizhe Xu , Steve Yadlowsky

We introduce novel estimators for quantile causal effects with high dimensional panel data (large $N$ and $T$), where only one or a few units are affected by the intervention or policy. Our method extends the generalized synthetic control…

Methodology · Statistics 2025-06-19 Yihong Xu , Li Zheng

Recent development in data-driven decision science has seen great advances in individualized decision making. Given data with individual covariates, treatment assignments and outcomes, researchers can search for the optimal individualized…

Methodology · Statistics 2021-12-16 Weibin Mo , Yufeng Liu

Evaluation of intervention in a multiagent system, e.g., when humans should intervene in autonomous driving systems and when a player should pass to teammates for a good shot, is challenging in various engineering and scientific fields.…

Artificial Intelligence · Computer Science 2024-02-20 Keisuke Fujii , Koh Takeuchi , Atsushi Kuribayashi , Naoya Takeishi , Yoshinobu Kawahara , Kazuya Takeda

Exhaustive subgroup treatment effect plots are constructed by displaying all subgroup treatment effects of interest against subgroup sample size, providing a useful overview of the observed treatment effect heterogeneity in a clinical…

Methodology · Statistics 2026-02-09 Björn Bornkamp , Jiarui Lu , Frank Bretz

Multivalued treatment models have typically been studied under restrictive assumptions: ordered choice, and more recently unordered monotonicity. We show how treatment effects can be identified in a more general class of models that allows…

Econometrics · Economics 2018-05-02 Sokbae Lee , Bernard Salanié

This paper investigates the identification and inference of treatment effects in randomized controlled trials with social interactions. Two key network features characterize the setting and introduce endogeneity: (1) latent variables may…

Econometrics · Economics 2024-12-04 Mengsi Gao

We consider the estimation of heterogeneous treatment effects with arbitrary machine learning methods in the presence of unobserved confounders with the aid of a valid instrument. Such settings arise in A/B tests with an intent-to-treat…

Econometrics · Economics 2019-06-07 Vasilis Syrgkanis , Victor Lei , Miruna Oprescu , Maggie Hei , Keith Battocchi , Greg Lewis

We develop an empirical framework to identify and estimate the effects of treatments on outcomes of interest when the treatments are the result of strategic interaction (e.g., bargaining, oligopolistic entry, peer effects). We consider a…

Econometrics · Economics 2019-09-04 Jorge Balat , Sukjin Han

Individualized randomized experiments are central to online platforms for optimizing personalized decisions in complex environments. In two-sided markets, however, standard treatment effect estimation is often invalid due to strong temporal…

Methodology · Statistics 2026-05-27 Shuguang Yu , Ting Li , Yuchen Lu , Chengchun Shi , Fan Zhou , Zhichao Zou , Peng Zhen , Hongtu Zhu

Linear regressions with period and group fixed effects are widely used to estimate policies' effects: 26 of the 100 most cited papers published by the American Economic Review from 2015 to 2019 estimate such regressions. It has recently…

Econometrics · Economics 2022-06-22 Clément de Chaisemartin , Xavier D'Haultfœuille

This paper establishes sufficient conditions for the identification of the marginal treatment effects with multivalued treatments. Our model is based on a multinomial choice model with utility maximization. Our MTE generalizes the MTE…

Econometrics · Economics 2024-12-30 Toshiki Tsuda

We address the problem of estimating heterogeneous treatment effects in panel data, adopting the popular Difference-in-Differences (DiD) framework under the conditional parallel trends assumption. We propose a novel doubly robust…

Machine Learning · Statistics 2025-04-29 Hui Lan , Haoge Chang , Eleanor Dillon , Vasilis Syrgkanis

Naive maximum likelihood estimation of binary logit models with fixed effects leads to unreliable inference due to the incidental parameter problem. We study the case of three-dimensional panel data, where the model includes three sets of…

Econometrics · Economics 2023-11-08 Amrei Stammann

As an important problem in causal inference, we discuss the identification and estimation of treatment effects (TEs) under limited overlap; that is, when subjects with certain features belong to a single treatment group. We use a latent…

Machine Learning · Statistics 2022-04-22 Pengzhou Wu , Kenji Fukumizu

With an increasing focus on precision medicine in medical research, numerous studies have been conducted in recent years to clarify the relationship between treatment effects and patient characteristics. The treatment effects for patients…

Methodology · Statistics 2023-09-22 Ke Wan , Kensuke Tanioka , Toshio Shimokawa

We develop randomization-based tests for heterogeneous treatment effects in the presence of network interference. Leveraging the exposure mapping framework, we study a broad class of null hypotheses that represent various forms of constant…

Econometrics · Economics 2025-06-25 Julius Owusu

Recent work has focused on nonparametric estimation of conditional treatment effects, but inference has remained relatively unexplored. We propose a class of nonparametric tests for both quantitative and qualitative treatment effect…

Methodology · Statistics 2026-04-07 Oliver Dukes , Mats J. Stensrud , Riccardo Brioschi , Aaron Hudson