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Researchers commonly use difference-in-differences (DiD) designs to evaluate public policy interventions. While methods exist for estimating effects in the context of binary interventions, policies often result in varied exposures across…

统计方法学 · 统计学 2025-02-07 Gary Hettinger , Youjin Lee , Nandita Mitra

Scholars from diverse fields increasingly rely on high-frequency spatio-temporal data. Yet, causal inference with these data remains challenging due to spatial spillover and temporal carryover effects. We develop methods to estimate…

统计方法学 · 统计学 2025-11-03 Lingxiao Zhou , Kosuke Imai , Jason Lyall , Georgia Papadogeorgou

Causal inference is a science with multi-disciplinary evolution and applications. On the one hand, it measures effects of treatments in observational data based on experimental designs and rigorous statistical inference to draw causal…

统计方法学 · 统计学 2022-09-05 Jingying Zeng , Run Wang

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 introduce the local composite quantile regression (LCQR) to causal inference in regression discontinuity (RD) designs. Kai et al. (2010) study the efficiency property of LCQR, while we show that its nice boundary performance translates…

计量经济学 · 经济学 2021-11-02 Xiao Huang , Zhaoguo Zhan

Quantile and quantile effect functions are important tools for descriptive and causal analyses due to their natural and intuitive interpretation. Existing inference methods for these functions do not apply to discrete random variables. This…

统计方法学 · 统计学 2018-09-03 Victor Chernozhukov , Iván Fernández-Val , Blaise Melly , Kaspar Wüthrich

To further develop the statistical inference problem for heterogeneous treatment effects, this paper builds on Breiman's (2001) random forest tree (RFT)and Wager et al.'s (2018) causal tree to parameterize the nonparametric problem using…

计量经济学 · 经济学 2022-03-15 Lai Xinglin

In causal inference, it is common to estimate the causal effect of a single treatment variable on an outcome. However, practitioners may also be interested in the effect of simultaneous interventions on multiple covariates of a fixed target…

统计方法学 · 统计学 2022-11-24 Jaime Roquero Gimenez , Dominik Rothenhäusler

Estimating long-term causal effects by combining long-term observational and short-term experimental data is a crucial but challenging problem in many real-world scenarios. In existing methods, several ideal assumptions, e.g. latent…

机器学习 · 计算机科学 2025-05-12 Ruichu Cai , Junjie Wan , Weilin Chen , Zeqin Yang , Zijian Li , Peng Zhen , Jiecheng Guo

Dynamic prediction of causal effects under different treatment regimes conditional on an individual's characteristics and longitudinal history is an essential problem in precision medicine. This is challenging in practice because outcomes…

统计方法学 · 统计学 2023-03-07 Yizhen Xu , Jisoo Kim , Laura K. Hummers , Ami A. Shah , Scott Zeger

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

Estimating causal effects is particularly challenging when outcomes arise in complex, non-Euclidean spaces, where conventional methods often fail to capture meaningful structural variation. We develop a framework for topological causal…

统计方法学 · 统计学 2026-03-04 Kwangho Kim , Hajin Lee

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

Due to the imbalanced nature of networked observational data, the causal effect predictions for some individuals can severely violate the positivity/overlap assumption, rendering unreliable estimations. Nevertheless, this potential risk of…

机器学习 · 计算机科学 2023-09-18 Hechuan Wen , Tong Chen , Li Kheng Chai , Shazia Sadiq , Kai Zheng , Hongzhi Yin

Flexible machine learning tools are increasingly used to estimate heterogeneous treatment effects. This paper gives an accessible tutorial demonstrating the use of the causal forest algorithm, available in the R package grf. We start with a…

应用统计 · 统计学 2024-12-17 Erik Sverdrup , Maria Petukhova , Stefan Wager

We extend the continuity-based framework to Regression Discontinuity Designs (RDDs) to identify and estimate causal effects under interference when units are connected through a network. Assignment to an "effective treatment," combining the…

统计方法学 · 统计学 2025-11-20 Elena Dal Torrione , Tiziano Arduini , Laura Forastiere

In medical settings, treatment assignment may be determined by a clinically important covariate that predicts patients' risk of event. There is a class of methods from the social science literature known as regression discontinuity (RD)…

统计方法学 · 统计学 2019-08-13 Youngjoo Cho , Chen Hu , Debashis Ghosh

Causal inference on multiple non-independent outcomes raises serious challenges, because multivariate techniques that properly account for the outcome's dependence structure need to be considered. We focus on the case of binary outcomes…

统计方法学 · 统计学 2018-05-11 Monia Lupparelli , Alessandra Mattei

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

Motivated by investigating the relationship between progesterone and the days in a menstrual cycle in a longitudinal study, we propose a multi-kink quantile regression model for longitudinal data analysis. It relaxes the linearity condition…

统计方法学 · 统计学 2021-12-10 Chuang Wan , Wei Zhong , Wenyang Zhang , Changliang Zou