相关论文: Synthetic Difference in Differences

Motivated by a recent literature on the double-descent phenomenon in machine learning, we consider highly over-parameterized models in causal inference, including synthetic control with many control units. In such models, there may be so…

We introduce new inference procedures for counterfactual and synthetic control methods for policy evaluation. We recast the causal inference problem as a counterfactual prediction and a structural breaks testing problem. This allows us to…

Popular empirical strategies for policy evaluation in the panel data literature -- including difference-in-differences (DID), synthetic control (SC) methods, and their variants -- rely on key identifying assumptions that can be expressed…

One of the most fundamental problems in causal inference is the estimation of a causal effect when variables are confounded. This is difficult in an observational study, because one has no direct evidence that all confounders have been…

Mediation analysis plays a crucial role in causal inference as it can investigate the pathways through which treatment influences outcome. Most existing mediation analysis assumes that mediation effects are static and homogeneous within…

Understanding expressions is vital for deciphering human behavior, and nowadays, end-to-end trained black box models achieve high performance. Due to the black-box nature of these models, it is unclear how they behave when applied…

Causality plays a central role in understanding interactions between variables in complex systems. These systems often exhibit state-dependent causal relationships, where both the strength and direction of causality vary with the value of…

When there are multiple outcome series of interest, Synthetic Control analyses typically proceed by estimating separate weights for each outcome. In this paper, we instead propose estimating a common set of weights across outcomes, by…

Data-driven controller design based on data informativity has gained popularity due to its straightforward applicability, while providing rigorous guarantees. However, applying this framework to the estimator synthesis problem introduces…

At the heart of causal structure learning from observational data lies a deceivingly simple question: given two statistically dependent random variables, which one has a causal effect on the other? This is impossible to answer using…

Instrumental variable methods are widely used for inferring the causal effect in the presence of unmeasured confounders. Existing instrumental variable methods for nonlinear outcome models require stringent identifiability conditions. This…

When one studies the effects of taxes, tariffs, or prices using panel data, the treatment is often continuously distributed in every period. We propose difference-in-differences (DID) estimators for such cases. We assume that between…

The same intervention can produce different effects in different sites. Transport mediation estimators can estimate the extent to which such differences can be explained by differences in compositional factors and the mechanisms by which…

The delta method creates more general inference results when coupled with central limit theorem results for the finite population. This opens up a range of new estimators for which we can find finite population asymptotic properties. We…

Stepped-wedge designs are increasingly used in randomized experiments to accommodate logistical and ethical constraints by staggering treatment roll-out over time. Despite their popularity, existing analytical methods largely rely on…

Comparing different medications is complicated when adherence to these medications differs. We can overcome the adherence issue by assessing effectiveness under sustained use, as in the usual causal `per-protocol' estimand. However, when…

Treatment effects of stochastic policy shifts quantify differences in outcomes across counterfactual scenarios with varying treatment distributions. Stochastic policy shifts may be of interest in settings where it is unrealistic or…

Causal inference has received great attention across different fields from economics, statistics, education, medicine, to machine learning. Within this area, inferring causal effects at individual level in observational studies has become…

This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…

This paper studies Difference-in-Differences (DiD) setups with repeated cross-sectional data and potential compositional changes across time periods. We begin our analysis by deriving the efficient influence function and the semiparametric…