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相关论文: Instrumental Variables Estimation of a Generalized…

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Recently, there has been great interest in estimating the conditional average treatment effect using flexible machine learning methods. However, in practice, investigators often have working hypotheses about effect heterogeneity across…

统计方法学 · 统计学 2023-09-13 Chan Park , Hyunseung Kang

Instrumental variable approaches have gained popularity for estimating causal effects in the presence of unmeasured confounders. However, the availability of instrumental variables in the primary dataset is often challenged due to stringent…

统计方法学 · 统计学 2026-03-31 Kang Shuai , Shanshan Luo , Wei Li , Yangbo He

Randomized experiments are the gold standard for investigating causal relationships, with comparisons of potential outcomes under different treatment groups used to estimate treatment effects. However, outcomes with heavy-tailed…

统计方法学 · 统计学 2024-07-09 Hongzi Li , Wei Ma , Yingying Ma , Hanzhong Liu

We propose a novel method for estimating heterogeneous treatment effects based on the fused lasso. By first ordering samples based on the propensity or prognostic score, we match units from the treatment and control groups. We then run the…

In semi-logarithmic regressions, treatment coefficients are often interpreted as approximations of the average treatment effect (ATE) in percentage points. This paper highlights the overlooked bias of this approximation under treatment…

计量经济学 · 经济学 2026-02-04 Ying Zeng

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…

计量经济学 · 经济学 2024-12-04 Mengsi Gao

Analyses of randomised trials are often based on regression models which adjust for baseline covariates, in addition to randomised group. Based on such models, one can obtain estimates of the marginal mean outcome for the population under…

统计方法学 · 统计学 2017-07-17 Jonathan W. Bartlett

Drawing causal inference with observational studies is the central pillar of many disciplines. One sufficient condition for identifying the causal effect is that the treatment-outcome relationship is unconfounded conditional on the observed…

统计理论 · 数学 2017-01-17 Peng Ding , Tyler VanderWeele , James Robins

In Randomised Controlled Trials (RCT) with treatment non-compliance, instrumental variable approaches are used to estimate complier average causal effects. We extend these approaches to cost-effectiveness analyses, where methods need to…

统计方法学 · 统计学 2016-12-02 Karla DiazOrdaz , Angelo Franchini , Richard Grieve

This paper presents a novel nonlinear regression model for estimating heterogeneous treatment effects from observational data, geared specifically towards situations with small effect sizes, heterogeneous effects, and strong confounding.…

统计方法学 · 统计学 2019-11-14 P. Richard Hahn , Jared S. Murray , Carlos Carvalho

We study identification and estimation in the Regression Discontinuity Design (RDD) with a multivalued treatment variable. We also allow for the inclusion of covariates. We show that without additional information, treatment effects are not…

计量经济学 · 经济学 2020-07-02 Carolina Caetano , Gregorio Caetano , Juan Carlos Escanciano

In a randomized control trial, the precision of an average treatment effect estimator can be improved either by collecting data on additional individuals, or by collecting additional covariates that predict the outcome variable. We propose…

统计方法学 · 统计学 2017-09-27 Pedro Carneiro , Sokbae Lee , Daniel Wilhelm

Estimating causal effects in a target population with unmeasured confounders is challenging, especially when instrumental variables (IVs) are unavailable. However, IVs from auxiliary populations with similar problems can help infer causal…

统计方法学 · 统计学 2025-08-06 Wei Li , Jiapeng Liu , Peng Ding , Zhi Geng

Given the unconfoundedness assumption, we propose new nonparametric estimators for the reduced dimensional conditional average treatment effect (CATE) function. In the first stage, the nuisance functions necessary for identifying CATE are…

计量经济学 · 经济学 2021-07-26 Qingliang Fan , Yu-Chin Hsu , Robert P. Lieli , Yichong Zhang

Randomized trials typically estimate average relative treatment effects, but decisions on the benefit of a treatment are possibly better informed by more individualized predictions of the absolute treatment effect. In case of a binary…

统计方法学 · 统计学 2021-08-20 J Hoogland , J IntHout , M Belias , MM Rovers , RD Riley , FE Harrell , KGM Moons , TPA Debray , JB Reitsma

This paper proposes an estimator that relaxes the conventional relevance condition in instrumental variable (IV) analyses. The method allows endogenous covariates to be weakly correlated, uncorrelated, or even mean-independent -- though not…

计量经济学 · 经济学 2025-11-04 Emmanuel Selorm Tsyawo , Abdul-Nasah Soale

Standard instrumental variables (IV) methods identify a Local Average Treatment Effect under monotonicity, which rules out defiers. In many empirical environments, however, distinct instruments may induce heterogeneous and even opposing…

计量经济学 · 经济学 2026-02-16 Johann Caro-Burnett

Instrumental variable (IV) methods are widely used for estimating average treatment effects in the presence of unmeasured confounders. However, the capability of existing IV procedures, and most notably the two-stage residual inclusion…

In this review, we present econometric and statistical methods for analyzing randomized experiments. For basic experiments we stress randomization-based inference as opposed to sampling-based inference. In randomization-based inference,…

统计方法学 · 统计学 2017-10-26 Susan Athey , Guido Imbens

Many applications of causal inference require using treatment effects estimated on a study population to make decisions in a separate target population. We consider the challenging setting where there are covariates that are observed in the…

机器学习 · 计算机科学 2024-10-22 Khurram Yamin , Vibhhu Sharma , Ed Kennedy , Bryan Wilder