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This paper considers the instrumental variable quantile regression model (Chernozhukov and Hansen, 2005, 2013) with a binary endogenous treatment. It offers two identification results when the treatment status is not directly observed. The…

统计方法学 · 统计学 2021-02-24 Takuya Ura

In this article, we consider identification, estimation, and inference procedures for treatment effect parameters using Difference-in-Differences (DiD) with (i) multiple time periods, (ii) variation in treatment timing, and (iii) when the…

计量经济学 · 经济学 2020-12-02 Brantly Callaway , Pedro H. C. Sant'Anna

Consider the problem of estimating the local average treatment effect with an instrument variable, where the instrument unconfoundedness holds after adjusting for a set of measured covariates. Several unknown functions of the covariates…

统计方法学 · 统计学 2020-09-22 Baoluo Sun , Zhiqiang Tan

Instrumental variable methods are widely used in medical and social science research to draw causal conclusions when the treatment and outcome are confounded by unmeasured confounding variables. One important feature of such studies is that…

统计方法学 · 统计学 2021-05-25 Bo Zhang , Siyu Heng , Emily J. MacKay , Ting Ye

We study the identification and estimation of long-term treatment effects when both experimental and observational data are available. Since the long-term outcome is observed only after a long delay, it is not measured in the experimental…

统计方法学 · 统计学 2024-09-04 Guido Imbens , Nathan Kallus , Xiaojie Mao , Yuhao Wang

This paper studies the cumulative causal effects of sequential treatments in the presence of unmeasured confounders. It is a critical issue in sequential decision-making scenarios where treatment decisions and outcomes dynamically evolve…

机器学习 · 计算机科学 2025-05-15 Yingrong Wang , Anpeng Wu , Baohong Li , Ziyang Xiao , Ruoxuan Xiong , Qing Han , Kun Kuang

This paper studies the identification of causal effects of a continuous treatment using a new difference-in-difference strategy. Our approach allows for endogeneity of the treatment, and employs repeated cross-sections. It requires an…

计量经济学 · 经济学 2023-04-18 Xavier D'Haultfoeuille , Stefan Hoderlein , Yuya Sasaki

We consider treatment-effect estimation with a two-periods panel, where units are untreated at period one, and receive strictly positive doses at period two. First, we consider designs with some quasi-untreated units, with a period-two dose…

计量经济学 · 经济学 2026-04-02 Clément de Chaisemartin , Diego Ciccia , Xavier D'Haultfœuille , Felix Knau

Studies investigating the causal effects of spatially varying exposures on outcomes often rely on observational and spatially indexed data. A prevalent challenge is unmeasured spatial confounding, where an unobserved spatially varying…

统计方法学 · 统计学 2025-11-19 Sophie M. Woodward , Mauricio Tec , Francesca Dominici

Decomposing an exposure effect on an outcome into separate natural indirect effects through multiple mediators requires strict assumptions, such as correctly postulating the causal structure of the mediators, and no unmeasured confounding…

统计方法学 · 统计学 2021-02-04 Wen Wei Loh , Beatrijs Moerkerke , Tom Loeys , Stijn Vansteelandt

Time-to-event analyses are often plagued by both -- possibly unmeasured -- confounding and competing risks. To deal with the former, the use of instrumental variables for effect estimation is rapidly gaining ground. We show how to make use…

统计方法学 · 统计学 2018-01-04 Torben Martinussen , Stijn Vansteelandt

The traditional model specification of stepped-wedge cluster-randomized trials assumes a homogeneous treatment effect across time while adjusting for fixed-time effects. However, when treatment effects vary over time, the constant effect…

统计方法学 · 统计学 2025-04-22 Zhe Chen , Wei Wang , Yingying Lu , Scott D. Halpern , Katherine R. Courtright , Fan Li , Michael O. Harhay

We study a new model where the potential outcomes, corresponding to the values of a (possibly continuous) treatment, are linked through common factors. The factors can be estimated using a panel of regressors. We propose a procedure to…

计量经济学 · 经济学 2024-01-09 Jad Beyhum

Randomized clinical trials typically aim to estimate a marginal treatment effect. While covariate adjustment can improve precision, it may change the estimand in nonlinear models due to noncollapsibility, leading to conditional rather than…

统计方法学 · 统计学 2026-05-25 Leticia Wuethrich , Torsten Hothorn

This paper extends difference-in-differences to settings with continuous treatments. Specifically, the average treatment effect on the treated (ATT) at any level of treatment intensity is identified under a conditional parallel trends…

计量经济学 · 经济学 2026-01-05 Lucas Z. Zhang

Instrumental variables (IVs) are widely used to study the causal effect of an exposure on an outcome in the presence of unmeasured confounding. IVs require an instrument, a variable that is (A1) associated with the exposure, (A2) has no…

统计方法学 · 统计学 2024-07-30 Hyunseung Kang , Zijian Guo , Zhonghua Liu , Dylan Small

Instrumental variable methods are popular choices in combating unmeasured confounding to obtain less biased effect estimates. However, we demonstrate that alternative methods may give less biased estimates depending on the nature of…

统计方法学 · 统计学 2020-05-21 Yun Li , Yoonseok Lee , Friedrich K Port , Bruce M Robinson

Comparative binary outcome data are of fundamental interest in statistics and are often pooled in meta-analyses. Here we examine the simplest case where for each study there are two patient groups and a binary event of interest, giving rise…

统计方法学 · 统计学 2018-06-12 Rose Baker , Dan Jackson

Instrumental variables analysis using genetic markers as instruments is now a widely used technique in epidemiology and biostatistics. As single markers tend to explain only a small proportion of phenotypic variation, there is increasing…

统计方法学 · 统计学 2015-04-09 Paul S. Clarke , Tom M. Palmer , Frank Windmeijer

This paper studies identification of the effect of a mis-classified, binary, endogenous regressor when a discrete-valued instrumental variable is available. We begin by showing that the only existing point identification result for this…

计量经济学 · 经济学 2020-11-17 Francis J. DiTraglia , Camilo Garcia-Jimeno