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相关论文: Identification of Peer Effects using Panel Data

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In this paper, we present a general specification for Functional Effects Models, which use Machine Learning (ML) methodologies to learn individual-specific preference parameters from socio-demographic characteristics, therefore accounting…

机器学习 · 统计学 2025-09-23 Nicolas Salvadé , Tim Hillel

We consider identification and inference for the average treatment effect and heterogeneous treatment effect conditional on observable covariates in the presence of unmeasured confounding. Since point identification of these treatment…

统计方法学 · 统计学 2025-03-04 Kan Chen , Jeffrey Zhang , Bingkai Wang , Dylan S. Small

A broad set of empirical phenomenon in the study of social, economic and machine behaviour can be modelled as complex systems with averaging dynamics. However many of these models naturally result in consensus or consensus-like outcomes. In…

多智能体系统 · 计算机科学 2020-07-03 Orowa Sikder

We study spillover effects in corporate toxic emissions using a heterogeneous panel network of U.S. industrial facilities from 2000-2023. Rather than imposing a network structure a priori, we uncover an unobserved web of influence directly…

综合经济学 · 经济学 2026-02-26 Stylianos Asimakopoulos , George Kapetanios , Vasilis Sarafidis , Alexia Ventouri

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

Treatment effect heterogeneity occurs when individual characteristics influence the effect of a treatment. We propose a novel approach that combines prognostic score matching and conditional inference trees to characterize effect…

This paper introduces estimation methods for grouped latent heterogeneity in panel data quantile regression. We assume that the observed individuals come from a heterogeneous population with a finite number of types. The number of types and…

计量经济学 · 经济学 2018-08-07 Jiaying Gu , Stanislav Volgushev

There is strong interest in estimating how the magnitude of treatment effects of an intervention vary across sub-groups of the population of interest. In our paper, we propose a two-study approach to first propose and then test…

统计方法学 · 统计学 2020-06-23 Rahul Ladhania , Amelia Haviland , Neeraj Sood , Edward Kennedy , Ateev Mehrotra

In network settings, interference between units makes causal inference more challenging as outcomes may depend on the treatments received by others in the network. Typical estimands in network settings focus on treatment effects aggregated…

统计方法学 · 统计学 2025-07-25 Heejong Bong , Colin B. Fogarty , Elizaveta Levina , Ji Zhu

This paper proposes an Anderson-Rubin (AR) test for the presence of peer effects in panel data without the need to specify the network structure. The unrestricted model of our test is a linear panel data model of social interactions with…

计量经济学 · 经济学 2025-11-03 Hyunseok Jung , Xiaodong Liu

In most medical research, the average treatment effect is used to evaluate a treatment's performance. However, precision medicine requires knowledge of individual treatment effects: What is the difference between a unit's measurement under…

统计计算 · 统计学 2022-08-30 Mingyang Cai , Stef van Buuren , Gerko Vink

Every design choice will have different effects on different units. However traditional A/B tests are often underpowered to identify these heterogeneous effects. This is especially true when the set of unit-level attributes is…

人工智能 · 计算机科学 2016-11-09 Alexander Peysakhovich , Akos Lada

This paper proposes a new method to identify leaders and followers in a network. Prior works use spatial autoregression models (SARs) which implicitly assume that each individual in the network has the same peer effects on others.…

计量经济学 · 经济学 2019-08-05 Sida Peng

Online health communities offer the promise of support benefits to users, in particular because these communities enable users to find peers with similar experiences. Building mutually supportive connections between peers is a key…

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 consider the estimation of heterogeneous treatment effects with arbitrary machine learning methods in the presence of unobserved confounders with the aid of a valid instrument. Such settings arise in A/B tests with an intent-to-treat…

计量经济学 · 经济学 2019-06-07 Vasilis Syrgkanis , Victor Lei , Miruna Oprescu , Maggie Hei , Keith Battocchi , Greg Lewis

We consider a setting in which we have a treatment and a large number of covariates for a set of observations, and wish to model their relationship with an outcome of interest. We propose a simple method for modeling interactions between…

统计方法学 · 统计学 2012-12-14 Lu Tian , Ash Alizadeh , Andrew Gentles , Robert Tibshirani

In this paper, we estimate and leverage latent constant group structure to generate the point, set, and density forecasts for short dynamic panel data. We implement a nonparametric Bayesian approach to simultaneously identify coefficients…

计量经济学 · 经济学 2020-10-06 Boyuan Zhang

This paper proposes nonparametric kernel-smoothing estimation for panel data to examine the degree of heterogeneity across cross-sectional units. We first estimate the sample mean, autocovariances, and autocorrelations for each unit and…

计量经济学 · 经济学 2019-05-28 Ryo Okui , Takahide Yanagi

In recurrent event studies, panel binary data arise when subjects are observed at discrete time points and only the recurrent event status within each observation window is recorded. Such data frequently occur in longitudinal studies due to…

统计方法学 · 统计学 2025-03-18 Pavithra Hariharan , P. G. Sankaran