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Exclusion and exogeneity are core assumptions in instrumental variable (IV) analyses, but their empirical validity is often debated. This paper develops new sensitivity analyses for these assumptions. Our results accommodate arbitrary…

计量经济学 · 经济学 2026-04-10 Paul Diegert , Matthew A. Masten , Alexandre Poirier

We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…

计量经济学 · 经济学 2024-07-24 Undral Byambadalai , Tatsushi Oka , Shota Yasui

We study treatment-effect estimation using panel data. The treatment may be non-binary, non-absorbing, and the outcome may be affected by treatment lags. We make a parallel-trends assumption, and propose event-study estimators of the effect…

计量经济学 · 经济学 2026-05-13 Clément de Chaisemartin , Xavier D'Haultfœuille

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…

计量经济学 · 经济学 2026-02-25 Ana Armendariz , Martin Huber

Identifying heterogeneity in a population's response to a health or policy intervention is crucial for evaluating and informing policy decisions. We propose a novel heterogeneous treatment effect estimator in the difference-in-differences…

统计方法学 · 统计学 2021-08-24 Xinkun Nie , Chen Lu , Stefan Wager

We propose a general approach for inference for a broad class of treatment effect parameters in a setting of a discrete valued treatment and instrument with a general outcome variable. The class of parameters considered are those that can…

计量经济学 · 经济学 2025-11-19 Yuehao Bai , Shunzhuang Huang , Sarah Moon , Andres Santos , Azeem M. Shaikh , Edward J. Vytlacil

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…

计量经济学 · 经济学 2026-02-17 Gayani Rathnayake , Akanksha Negi , Otavio Bartalotti , Xueyan Zhao

Interference occurs when the potential outcomes of a unit depend on the treatment of others. Interference can be highly heterogeneous, where treating certain individuals might have a larger effect on the population's overall outcome. A…

统计方法学 · 统计学 2025-04-11 Samantha G Dean , Georgia Papadogeorgou , Laura Forastiere

There is strong interest in estimating how the magnitude of treatment effects of an intervention vary across sub-groups of the population of interest. In our paper, we propose a two-study approach to first propose and then test…

统计方法学 · 统计学 2020-06-23 Rahul Ladhania , Amelia Haviland , Neeraj Sood , Edward Kennedy , Ateev Mehrotra

This study investigates the causal interpretation of linear social interaction models in the presence of endogeneity in network formation under a heterogeneous treatment effects framework. We consider an experimental setting in which…

计量经济学 · 经济学 2023-10-23 Tadao Hoshino

Understanding treatment effect heterogeneity is vital to many scientific fields because the same treatment may affect different individuals differently. Quantile regression provides a natural framework for modeling such heterogeneity. We…

统计方法学 · 统计学 2023-07-12 Alexander Giessing , Jingshen Wang

The average treatment effect can obscure important heterogeneity when individuals respond differently to a treatment. While the conditional average treatment effect (CATE) function captures such heterogeneity, it is difficult to communicate…

统计方法学 · 统计学 2026-05-18 Anders Munch , Thomas A. Gerds

This paper develops a class of potential outcomes models characterized by three main features: (i) Unobserved heterogeneity can be represented by a vector of potential outcomes and a type describing the manner in which an instrument…

计量经济学 · 经济学 2023-10-10 Manu Navjeevan , Rodrigo Pinto , Andres Santos

We propose a new modeling and estimation approach to select the optimal treatment regime from different options through constructing a robust estimating equation. The method is protected against misspecification of the propensity score…

统计方法学 · 统计学 2022-11-15 Trinetri Ghosh , Yanyuan Ma , Wensheng Zhu , Yuanjia Wang

Conditional effects are commonly used measures for understanding how treatment effects vary across different groups, and are often used to target treatments/interventions to groups who benefit most. In this work we review existing methods…

机器学习 · 统计学 2026-04-14 Jiacheng Ge , Iván Díaz

We study treatment effect modifiers for causal analysis in a social network, where neighbors' characteristics or network structure may affect the outcome of a unit, and the goal is to identify sub-populations with varying treatment effects…

社会与信息网络 · 计算机科学 2021-11-09 Amir Gilad , Harsh Parikh , Sudeepa Roy , Babak Salimi

I propose a treatment selection model that introduces unobserved heterogeneity in both choice sets and preferences to evaluate the average effects of a program offer. I show how to exploit the model structure to define parameters capturing…

计量经济学 · 经济学 2023-09-01 Vishal Kamat

This paper develops a framework for identifying treatment effects when a policy simultaneously alters both the incentive to participate and the outcome of interest -- such as hiring decisions and wages in response to employment subsidies;…

计量经济学 · 经济学 2025-09-01 Haotian Deng

A broad set of empirical phenomenon in the study of social, economic and machine behaviour can be modelled as complex systems with averaging dynamics. However many of these models naturally result in consensus or consensus-like outcomes. In…

多智能体系统 · 计算机科学 2020-07-03 Orowa Sikder

This paper studies non-separable models with a continuous treatment when the dimension of the control variables is high and potentially larger than the effective sample size. We propose a three-step estimation procedure to estimate the…

统计方法学 · 统计学 2019-03-07 Liangjun Su , Takuya Ura , Yichong Zhang