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Recent work has focused on nonparametric estimation of conditional treatment effects, but inference has remained relatively unexplored. We propose a class of nonparametric tests for both quantitative and qualitative treatment effect…

统计方法学 · 统计学 2026-04-07 Oliver Dukes , Mats J. Stensrud , Riccardo Brioschi , Aaron Hudson

In many social, behavioral, and biomedical sciences, treatment effect estimation is a crucial step in understanding the impact of an intervention, policy, or treatment. In recent years, an increasing emphasis has been placed on…

统计方法学 · 统计学 2024-10-10 Xinhai Zhang , Xingye Qiao

Important questions for impact evaluation require knowledge not only of average effects, but of the distribution of treatment effects. The inability to observe individual counterfactuals makes answering these empirical questions…

计量经济学 · 经济学 2026-05-25 Bruno Fava

In this paper we study the problems of estimating heterogeneity in causal effects in experimental or observational studies and conducting inference about the magnitude of the differences in treatment effects across subsets of the…

机器学习 · 统计学 2022-06-08 Susan Athey , Guido Imbens

Existing weighting methods for treatment effect estimation are often built upon the idea of propensity scores or covariate balance. They usually impose strong assumptions on treatment assignment or outcome model to obtain unbiased…

机器学习 · 计算机科学 2023-05-09 Dongcheng Zhang , Kunpeng Zhang

This article studies the estimation of the causal effect of a time-varying treatment on time-to-an-event or on some other continuously distributed outcome. The paper applies to the situation where treatment is repeatedly adapted to…

统计理论 · 数学 2008-06-19 Judith J. Lok

We propose a novel approach for causal mediation analysis based on changes-in-changes assumptions restricting unobserved heterogeneity over time. This allows disentangling the causal effect of a binary treatment on a continuous outcome into…

计量经济学 · 经济学 2020-10-13 Martin Huber , Mark Schelker , Anthony Strittmatter

The method of difference-in-differences (DID) is widely used to study the causal effect of policy interventions in observational studies. DID employs a before and after comparison of the treated and control units to remove bias due to…

统计方法学 · 统计学 2022-06-15 Ting Ye , Luke Keele , Raiden Hasegawa , Dylan S. Small

This paper provides estimation and inference methods for a conditional average treatment effects (CATE) characterized by a high-dimensional parameter in both homogeneous cross-sectional and unit-heterogeneous dynamic panel data settings. In…

机器学习 · 统计学 2022-12-13 Vira Semenova , Matt Goldman , Victor Chernozhukov , Matt Taddy

When using the propensity score method to estimate the treatment effects, it is important to select the covariates to be included in the propensity score model. The inclusion of covariates unrelated to the outcome in the propensity score…

统计方法学 · 统计学 2024-02-29 Takehiro Shoji , Jun Tsuchida , Hiroshi Yadohisa

In settings with few treated units, Difference-in-Differences (DID) estimators are not consistent, and are not generally asymptotically normal. This poses relevant challenges for inference. While there are inference methods that are valid…

计量经济学 · 经济学 2023-02-08 Luis Alvarez , Bruno Ferman

In a general set-up that allows unmeasured confounding, we show that the conditional average treatment effect on the treated can be identified as one of two possible values. Unlike existing causal inference methods, we do not require an…

统计方法学 · 统计学 2023-12-29 Zikun Qin , Bikram Karmakar

The paper proposes an estimator to make inference of heterogeneous treatment effects sorted by impact groups (GATES) for non-randomised experiments. The groups can be understood as a broader aggregation of the conditional average treatment…

计量经济学 · 经济学 2020-03-30 Daniel Jacob

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

Efficiently and flexibly estimating treatment effect heterogeneity is an important task in a wide variety of settings ranging from medicine to marketing, and there are a considerable number of promising conditional average treatment effect…

机器学习 · 统计学 2023-05-10 Erik Sverdrup , Yifan Cui

Heterogeneous treatment effects are of major interest in economics. For example, a poverty reduction measure would be best evaluated by its effects on those who would be poor in the absence of the treatment, or by the share among the poor…

计量经济学 · 经济学 2025-08-07 Tetsuya Kaji , Jianfei Cao

In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment effects including local average (LATE) and local quantile treatment effects (LQTE) in data-rich environments. We can handle very many…

Data from both a randomized trial and an observational study are sometimes simultaneously available for evaluating the effect of an intervention. The randomized data typically allows for reliable estimation of average treatment effects but…

统计方法学 · 统计学 2021-12-01 David Cheng , Tianxi Cai

This paper provides a nonparametric framework for causal inference with categorical outcomes under binary treatment and binary instrument settings. I decompose the observed joint probability of outcomes and treatment into marginal…

计量经济学 · 经济学 2025-11-11 Onil Boussim

This paper considers identification and estimation of causal effect parameters from participating in a binary treatment in a difference in differences (DID) setup when the parallel trends assumption holds after conditioning on observed…

计量经济学 · 经济学 2024-06-25 Carolina Caetano , Brantly Callaway , Stroud Payne , Hugo Sant'Anna Rodrigues