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Heterogeneous treatment effect models allow us to compare treatments at subgroup and individual levels, and are of increasing popularity in applications like personalized medicine, advertising, and education. In this talk, we first survey…

统计方法学 · 统计学 2022-01-28 Zijun Gao , Trevor Hastie

State-level policy evaluations commonly employ a difference-in-differences (DID) study design; yet within this framework, statistical model specification varies notably across studies. Motivated by applied state-level opioid policy…

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

We develop a marginal treatment effect based method to learn about causal effects in multiple treatment models with discrete instruments. We allow selection into treatment to be governed by a general class of threshold crossing models that…

计量经济学 · 经济学 2026-01-21 Vishal Kamat , Samuel Norris , Matthew Pecenco

Model informed precision dosing (MIPD) is a Bayesian framework to individualize drug therapy based on prior knowledge and patient-specific monitoring data. Typically, prior knowledge results from controlled clinical trials with a more…

统计计算 · 统计学 2025-05-27 Franziska Thoma , Niklas Hartung , Manfred Opper , Wilhelm Huisinga

Quasi-experimental causal inference methods have become central in empirical operations management for guiding managerial decisions. Among these, empiricists utilize the Difference-in-Differences (DiD) estimator, which relies on the…

统计方法学 · 统计学 2026-05-13 Mingxuan Ge , Dae Woong Ham

The difference-in-differences (DID) design is widely used in observational studies to estimate the causal effect of a treatment when repeated observations over time are available. Yet, almost all existing methods assume linearity in the…

应用统计 · 统计学 2020-09-29 Soichiro Yamauchi

Estimating how a treatment affects units individually, known as heterogeneous treatment effect (HTE) estimation, is an essential part of decision-making and policy implementation. The accumulation of large amounts of data in many domains,…

机器学习 · 计算机科学 2022-06-28 Christopher Tran , Elena Zheleva

Causal effect estimation for dynamic treatment regimes (DTRs) contributes to sequential decision making. However, censoring and time-dependent confounding under DTRs are challenging as the amount of observational data declines over time due…

机器学习 · 统计学 2021-09-27 Adi Lin , Jie Lu , Junyu Xuan , Fujin Zhu , Guangquan Zhang

Difference-in-differences (DID) is a widely used quasi-experimental design for causal inference, traditionally applied to scalar or Euclidean outcomes, while extensions to outcomes residing in non-Euclidean spaces remain limited. Existing…

统计方法学 · 统计学 2025-01-30 Yidong Zhou , Daisuke Kurisu , Taisuke Otsu , Hans-Georg Müller

This paper introduces the Difference-in-Differences Bayesian Causal Forest (DiD-BCF), a novel non-parametric model addressing key challenges in DiD estimation, such as staggered adoption and heterogeneous treatment effects. DiD-BCF provides…

统计方法学 · 统计学 2025-06-10 Hugo Gobato Souto , Francisco Louzada Neto

We present a Bayesian procedure for estimation of pairwise intervention effects in a high-dimensional system of categorical variables. We assume that we have observational data generated from an unknown causal Bayesian network for which…

统计方法学 · 统计学 2025-07-02 Vera Kvisgaard , Johan Pensar

This paper introduces a novel approach for estimating heterogeneous treatment effects of binary treatment in panel data, particularly focusing on short panel data with large cross-sectional data and observed confoundings. In contrast to…

统计方法学 · 统计学 2024-06-05 Meijia Wang , Ignacio Martinez , P. Richard Hahn

In response to the increasing complexity of policy environments and the proliferation of high-dimensional data, this paper introduces the S-DIDML estimator a framework grounded in structure and semiparametrically flexible for causal…

统计方法学 · 统计学 2025-07-15 Yile Yu , Anzhi Xu

Regression discontinuity designs (RDD) are widely used for causal inference. In many empirical applications, treatment effects vary substantially with covariates, and ignoring such heterogeneity can lead to misleading conclusions, which…

统计方法学 · 统计学 2026-03-05 Daisuke Kondo , Shonosuke Sugasawa

This paper studies identification and estimation of the average treatment effect on the treated (ATT) in difference-in-difference (DID) designs when the variable that classifies individuals into treatment and control groups (treatment…

计量经济学 · 经济学 2022-08-05 Akanksha Negi , Digvijay Singh Negi

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…

计量经济学 · 经济学 2025-11-17 Pedro H. C. Sant'Anna , Qi Xu

Violations of the parallel trends assumption pose significant challenges for causal inference in difference-in-differences (DiD) studies, especially in policy evaluations where pre-treatment dynamics and external shocks may bias estimates.…

统计方法学 · 统计学 2025-08-06 Seong Woo Han , Nandita Mitra , Gary Hettinger , Arman Oganisian

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…

统计方法学 · 统计学 2026-03-31 Michael Jetsupphasuk , Chenwei Fang , Didong Li , Michael G. Hudgens

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