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The presence of unobserved node specific heterogeneity in Exponential Random Graph Models (ERGM) is a general concern, both with respect to model validity as well as estimation instability. We therefore extend the ERGM by including node…

统计计算 · 统计学 2021-12-24 Sevag Kevork , Göran Kauermann

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…

计量经济学 · 经济学 2022-08-15 Hugo Freeman , Martin Weidner

Flexible estimation of heterogeneous treatment effects lies at the heart of many statistical challenges, such as personalized medicine and optimal resource allocation. In this paper, we develop a general class of two-step algorithms for…

机器学习 · 统计学 2020-08-07 Xinkun Nie , Stefan Wager

Randomized trials and observational studies, more often than not, run over a certain period of time. The treatment effect evolves during this period which provides crucial insights into the treatment response and the long-term effects. Many…

统计方法学 · 统计学 2020-04-13 Shu Li , Peter Bühlmann

We study estimation and inference for heterogeneous principal causal effects with binary treatments and binary intermediate variables. Principal causal effects are subgroup effects within strata defined by potential values of an…

统计方法学 · 统计学 2026-03-11 Rui Zhang , Charles R. Doss , Jared D. Huling

Inferring causal effects of continuous-valued treatments from observational data is a crucial task promising to better inform policy- and decision-makers. A critical assumption needed to identify these effects is that all confounding…

A central goal of causal inference is to detect and estimate the treatment effects of a given treatment or intervention on an outcome variable of interest, where a member known as the heterogeneous treatment effect (HTE) is of growing…

统计理论 · 数学 2020-10-27 Zijun Gao , Yanjun Han

Survey questions often ask respondents to select from ordered scales where the meanings of the categories are subjective, leaving each individual free to apply their own definitions in answering. This paper studies the use of these…

计量经济学 · 经济学 2025-01-29 Leonard Goff

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 propose a new method to estimate causal effects from nonexperimental data. Each pair of sample units is first associated with a stochastic 'treatment' - differences in factors between units - and an effect - a resultant outcome…

统计方法学 · 统计学 2022-11-08 Andre F. Ribeiro , Frank Neffke , Ricardo Hausmann

In many observational studies in social science and medicine, subjects or units are connected, and one unit's treatment and attributes may affect another's treatment and outcome, violating the stable unit treatment value assumption (SUTVA)…

统计方法学 · 统计学 2024-06-25 Zhaonan Qu , Ruoxuan Xiong , Jizhou Liu , Guido Imbens

We propose a semiparametric method to estimate the average treatment effect under the assumption of unconfoundedness given observational data. Our estimation method alleviates misspecification issues of the propensity score function by…

计量经济学 · 经济学 2025-01-16 Difang Huang , Jiti Gao , Tatsushi Oka

In discrete choice panel data, estimation of average effects is crucial for quantifying the effect of covariates, and for policy evaluation and counterfactual analysis. However, in short panels with individual-specific effects, challenges…

计量经济学 · 经济学 2026-01-27 Cavit Pakel , Martin Weidner

Heterogeneous treatment effects (HTEs) are increasingly estimated using machine learning models that produce highly personalized predictions of treatment effects. In practice, however, predicted treatment effects are rarely interpreted,…

统计方法学 · 统计学 2026-02-25 Joel Persson , Jurriën Bakker , Dennis Bohle , Stefan Feuerriegel , Florian von Wangenheim

Statistical inference of heterogeneous treatment effects (HTEs) across predefined subgroups is challenging when units interact because treatment effects may vary by pre-treatment variables, post-treatment exposure variables (that measure…

计量经济学 · 经济学 2024-10-02 Julius Owusu

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

Large-scale data are often characterized by some degree of inhomogeneity as data are either recorded in different time regimes or taken from multiple sources. We look at regression models and the effect of randomly changing coefficients,…

统计方法学 · 统计学 2016-08-11 Nicolai Meinshausen , Peter Bühlmann

The participants in randomized trials and other studies used for causal inference are often not representative of the populations seen by clinical decision-makers. To account for differences between populations, researchers may consider…

统计方法学 · 统计学 2022-07-12 Anders Huitfeldt , Sonja A. Swanson , Mats Julius Stensrud , Etsuji Suzuki

Can stated preferences inform counterfactual analyses of actual choice? This research proposes a novel approach to researchers who have access to both stated choices in hypothetical scenarios and actual choices, matched or unmatched. The…

计量经济学 · 经济学 2025-11-18 Romuald Meango , Marc Henry , Ismael Mourifie

Statisticians show growing interest in estimating and analyzing heterogeneity in causal effects in observational studies. However, there usually exists a trade-off between accuracy and interpretability for developing a desirable estimator…

统计方法学 · 统计学 2023-06-26 Steven Siwei Ye , Yanzhen Chen , Oscar Hernan Madrid Padilla