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A key assumption of the differences-in-differences designs is that the average evolution of untreated potential outcomes is the same across different treatment cohorts: a parallel trends assumption. In this paper, we relax the parallel…

计量经济学 · 经济学 2024-10-10 Myungkou Shin

Triple difference designs have become increasingly popular in empirical economics. The advantage of a triple difference design is that, within a treatment group, it allows for another subgroup of the population -- potentially less impacted…

计量经济学 · 经济学 2025-06-04 Laura Caron

For settings with a binary treatment and a binary outcome, instrumental variables can be used to construct bounds on a causal treatment effect. With continuous outcomes, meaningful bounds are more difficult to obtain because the domain of…

统计方法学 · 统计学 2013-03-26 Tao Liu , Joseph W. Hogan

Performing causal inference in observational studies requires we assume confounding variables are correctly adjusted for. G-computation methods are often used in these scenarios, with several recent proposals using Bayesian versions of…

统计方法学 · 统计学 2021-10-25 Daniel Daly-Grafstein , Paul Gustafson

Treatment-induced confounders complicate analyses of time-varying treatment effects and causal mediation. Conditioning on these variables naively to estimate marginal effects may inappropriately block causal pathways and may induce spurious…

应用统计 · 统计学 2018-08-24 Geoffrey T. Wodtke , Zahide Alaca , Xiang Zhou

Many studies exploit variation in the timing of policy adoption across units as an instrument for treatment. This paper formalizes the underlying identification strategy as an instrumented difference-in-differences (DID-IV). In this design,…

计量经济学 · 经济学 2026-02-13 Sho Miyaji

We propose an instrumental variable framework for identifying and estimating causal effects of discrete and continuous treatments with binary instruments. The basis of our approach is a local copula representation of the joint distribution…

计量经济学 · 经济学 2024-12-17 Victor Chernozhukov , Iván Fernández-Val , Sukjin Han , Kaspar Wüthrich

Suppose it is of interest to characterize effect heterogeneity of an intervention across levels of a baseline covariate using only pre- and post- intervention outcome measurements from those who received the intervention, i.e. with no…

统计方法学 · 统计学 2023-06-21 Zach Shahn

Differences-in-differences (DiD) is a causal inference method for observational longitudinal data that assumes parallel expected potential outcome trajectories between treatment groups under the counterfactual scenario where all units…

统计方法学 · 统计学 2026-05-12 Michael Jetsupphasuk , Didong Li , Michael G. Hudgens

Instrumental variable methods are fundamental to causal inference when treatment assignment is confounded by unobserved variables. In this article, we develop a general nonparametric causal framework for identification and learning with…

统计方法学 · 统计学 2026-02-10 Shuyuan Chen , Peng Zhang , Yifan Cui

Analyses of biomedical studies often necessitate modeling longitudinal causal effects. The current focus on personalized medicine and effect heterogeneity makes this task even more challenging. Towards this end, structural nested mean…

统计方法学 · 统计学 2022-07-25 Linbo Wang , Xiang Meng , Thomas S. Richardson , James M. Robins

We offer straightforward theoretical results that justify incorporating machine learning in the standard linear instrumental variable setting. The key idea is to use machine learning, combined with sample-splitting, to predict the treatment…

计量经济学 · 经济学 2021-06-22 Jiafeng Chen , Daniel L. Chen , Greg Lewis

This paper considers the identification of dynamic treatment effects with panel data, in complex designs where the treatment may not be binary and may not be absorbing. We first show that under no-anticipation and parallel-trends…

计量经济学 · 经济学 2025-12-23 Clément de Chaisemartin , Xavier D'Haultfœuille

Mendelian randomization is an instrumental variable method that utilizes genetic information to investigate the causal effect of a modifiable exposure on an outcome. In most cases, the exposure changes over time. Understanding the…

统计方法学 · 统计学 2024-03-11 Haodong Tian , Ashish Patel , Stephen Burgess

Instrumental variables regression is a tool that is commonly used in the analysis of observational data. The instrumental variables are used to make causal inference about the effect of a certain exposure in the presence of unmeasured…

统计方法学 · 统计学 2023-09-07 Valentin Vancak , Arvid Sjölander

Difference-in-differences (DID) approaches are widely used for estimating causal effects with observational data before and after an intervention. DID traditionally estimates the average treatment effect among the treated after making a…

统计方法学 · 统计学 2025-06-24 Julia C. Thome , Andrew J. Spieker , Peter F. Rebeiro , Chun Li , Tong Li , Bryan E. Shepherd

In causal inference, interference occurs when the treatment of one unit may affect the outcomes of other units. The goal of this work is to serve as a guide to the use of linear outcome modeling for estimating causal effects in settings…

统计方法学 · 统计学 2026-04-01 Eric Tong , Salvador V. Balkus

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

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

Models with a discrete endogenous variable are typically underidentified when the instrument takes on too few values. This paper presents a new method that matches pairs of covariates and instruments to restore point identification in this…

计量经济学 · 经济学 2020-07-28 Junlong Feng