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Missing exposure information is a very common feature of many observational studies. Here we study identifiability and efficient estimation of causal effects on vector outcomes, in such cases where treatment is unconfounded but partially…

统计方法学 · 统计学 2020-02-04 Edward H. Kennedy

Instrumental variables are commonly used to estimate effects of a treatment afflicted by unmeasured confounding, and in practice instruments are often continuous (e.g., measures of distance, or treatment preference). However, available…

统计方法学 · 统计学 2018-07-05 Edward H. Kennedy , Scott A. Lorch , Dylan S. Small

Many treatment variables used in empirical applications nest multiple unobserved versions of a treatment. I show that instrumental variable (IV) estimands for the effect of a composite treatment are IV-specific weighted averages of effects…

综合经济学 · 经济学 2022-11-24 Clint Harris

Many applications of causal analysis call for assessing, retrospectively, the effect of withholding an action that has in fact been implemented. This counterfactual quantity, sometimes called "effect of treatment on the treated," (ETT) have…

统计方法学 · 统计学 2012-05-14 Ilya Shpitser , Judea Pearl

This paper develops an empirical balancing approach for the estimation of treatment effects under two-sided noncompliance using a binary conditionally independent instrumental variable. The method weighs both treatment and outcome…

计量经济学 · 经济学 2020-07-10 Phillip Heiler

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

Suppose one is interested in estimating causal effects in the presence of potentially unmeasured confounding with the aid of a valid instrumental variable. This paper investigates the problem of making inferences about the average treatment…

统计方法学 · 统计学 2020-12-15 BaoLuo Sun , Wang Miao

Instrumental variable (IV) methods are used to estimate causal effects in settings with unobserved confounding, where we cannot directly experiment on the treatment variable. Instruments are variables which only affect the outcome…

统计方法学 · 统计学 2023-05-26 Elisabeth Ailer , Jason Hartford , Niki Kilbertus

Understanding treatment effect heterogeneity is crucial for reliable decision-making in treatment evaluation and selection. The conditional average treatment effect (CATE) is widely used to capture treatment effect heterogeneity induced by…

统计方法学 · 统计学 2026-04-14 Peng Wu , Peng Ding , Zhi Geng , Yue Liu

This paper studies identification and estimation of average causal effects, such as average marginal or treatment effects, in fixed effects logit models with short panels. Relating the identified set of these effects to an extremal moment…

计量经济学 · 经济学 2024-12-20 Laurent Davezies , Xavier D'Haultfœuille , Louise Laage

In the context of having an instrumental variable, the standard practice in causal inference begins by targeting an effect of interest and proceeds by formulating assumptions enabling its identification. We turn this around by adhering to…

统计理论 · 数学 2026-05-25 Carlos García Meixide , Mark J. van der Laan

Instrument variable (IV) methods are widely used in empirical research to identify causal effects of a policy. In the local average treatment effect (LATE) framework, the IV estimand identifies the LATE under three main assumptions: random…

计量经济学 · 经济学 2025-03-21 Désiré Kédagni , Huan Wu , Yi Cui

The conditional tail average treatment effect (CTATE) is defined as a difference between the conditional tail expectations of potential outcomes, which can capture heterogeneity and deliver aggregated local information on treatment effects…

应用统计 · 统计学 2024-05-21 Le-Yu Chen , Yu-Min Yen

Randomized controlled trials (RCTs) frequently utilize covariate-adaptive randomization (CAR) (e.g., stratified block randomization) and commonly suffer from imperfect compliance. This paper studies the identification and inference for the…

计量经济学 · 经济学 2025-05-02 Federico A. Bugni , Mengsi Gao , Filip Obradovic , Amilcar Velez

In this paper, we introduce a unified estimator to analyze various treatment effects in causal inference, including but not limited to the average treatment effect (ATE) and the quantile treatment effect (QTE). The proposed estimator is…

统计方法学 · 统计学 2025-03-31 Kuan-Hsun Wu , Li-Pang Chen

This study considers treatment effect models in which others' treatment decisions can affect both one's own treatment and outcome. Focusing on the case of two-player interactions, we formulate treatment decision behavior as a complete…

计量经济学 · 经济学 2023-02-23 Tadao Hoshino , Takahide Yanagi

Multivalued treatments are commonplace in applications. We explore the use of discrete-valued instruments to control for selection bias in this setting. Our discussion revolves around the concept of targeting: which instruments target which…

计量经济学 · 经济学 2026-05-06 Sokbae Lee , Bernard Salanié

This paper extends the identification results in Nevo and Rosen (2012) to nonparametric models. We derive nonparametric bounds on the average treatment effect when an imperfect instrument is available. As in Nevo and Rosen (2012), we assume…

计量经济学 · 经济学 2021-10-01 Kyunghoon Ban , Désiré Kédagni

In many social, behavioral, and biomedical sciences, treatment effect estimation is a crucial step in understanding the impact of an intervention, policy, or treatment. In recent years, an increasing emphasis has been placed on…

统计方法学 · 统计学 2024-10-10 Xinhai Zhang , Xingye Qiao

This paper combines causal mediation analysis with double machine learning to control for observed confounders in a data-driven way under a selection-on-observables assumption in a high-dimensional setting. We consider the average indirect…

计量经济学 · 经济学 2021-02-17 Helmut Farbmacher , Martin Huber , Lukáš Lafférs , Henrika Langen , Martin Spindler