Related papers: Doubly Robust Instrumented Difference-in-Differenc…
This paper studies identification and estimation of the average treatment effect on the treated (ATT) in difference-in-difference (DID) designs when the variable that classifies individuals into treatment and control groups (treatment…
Difference-in-differences (DID) is a widely used approach for drawing causal inference from observational panel data. Two common estimation strategies for DID are outcome regression and propensity score weighting. In this paper, motivated…
We propose a new estimator for average causal effects of a binary treatment with panel data in settings with general treatment patterns. Our approach augments the popular two-way-fixed-effects specification with unit-specific weights that…
This article introduces a new estimator of average treatment effects under unobserved confounding in modern data-rich environments featuring large numbers of units and outcomes. The proposed estimator is doubly robust, combining outcome…
Estimating dynamic treatment effects is crucial across various disciplines, providing insights into the time-dependent causal impact of interventions. However, this estimation poses challenges due to time-varying confounding, leading to…
Panel data methods are widely used in empirical analysis to address unobserved heterogeneity, but causal inference remains challenging when treatments are endogenous and confounding variables high-dimensional and potentially nonlinear.…
We consider the estimation of the average treatment effect in the treated as a function of baseline covariates, where there is a valid (conditional) instrument. We describe two doubly robust (DR) estimators: a locally efficient g-estimator,…
In this article, we consider identification, estimation, and inference procedures for treatment effect parameters using Difference-in-Differences (DiD) with (i) multiple time periods, (ii) variation in treatment timing, and (iii) when the…
Instrumental variable (IV) regression is a standard strategy for learning causal relationships between confounded treatment and outcome variables from observational data by utilizing an instrumental variable, which affects the outcome only…
In this paper, we consider estimation of average treatment effect on the treated (ATT), an interpretable and relevant causal estimand to policy makers when treatment assignment is endogenous. By considering shadow variables that are…
This paper characterizes point identification results of the local average treatment effect (LATE) using two imperfect instruments. The classical approach (Imbens and Angrist (1994)) establishes the identification of LATE via an instrument…
This article develops new closed-form variance expressions for power analyses for commonly used difference-in-differences (DID) and comparative interrupted time series (CITS) panel data estimators. The main contribution is to incorporate…
Difference-in-differences (DiD) is a cornerstone of causal inference, yet extending it to functional outcomes is not a routine scalar generalization; rather, it entails three fundamental challenges in identification, inference, and…
Instrument variable (IV) methods are widely used in empirical research to identify causal effects of a policy. In the local average treatment effect (LATE) framework, the IV estimand identifies the LATE under three main assumptions: random…
Instrumental variables (IVs) are widely used for estimating causal effects in the presence of unmeasured confounding. Under the standard IV model, however, the average treatment effect (ATE) is only partially identifiable. To address this,…
Observational studies can play a useful role in assessing the comparative effectiveness of competing treatments. In a clinical trial the randomization of participants to treatment and control groups generally results in well-balanced groups…
This paper develops an empirical balancing approach for the estimation of treatment effects under two-sided noncompliance using a binary conditionally independent instrumental variable. The method weighs both treatment and outcome…
Comparative effectiveness research frequently employs the instrumental variable design since randomized trials can be infeasible for many reasons. In this study, we investigate and compare treatments for emergency cholecystitis --…
In this paper, we develop a multiply robust inference procedure of the average treatment effect (ATE) for data with high-dimensional covariates. We consider the case where it is difficult to correctly specify a single parametric model for…
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…