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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

Estimation and inference of treatment effects under unconfounded treatment assignments often suffer from bias and the `curse of dimensionality' due to the nonparametric estimation of nuisance parameters for high-dimensional confounders.…

统计方法学 · 统计学 2025-07-08 Zeqi Wu , Meilin Wang , Wei Huang , Zheng Zhang

This paper proposes a debiased estimator for causal effects in high-dimensional generalized linear models with binary outcomes and general link functions. The estimator augments a regularized regression plug-in with weights computed from a…

计量经济学 · 经济学 2025-10-21 Jing Kong

Confounding bias is a key challenge in causal effect estimation from observational data. Double Machine Learning (DML) addresses this issue by estimating treatment and outcome nuisance functions, constructing treatment and outcome…

机器学习 · 计算机科学 2026-05-26 Guodu Xiang , Kui Yu , Yujie Wang , Richang Hong , Fuyuan Cao , Jiye Liang

We introduce a framework for estimating causal effects of binary and continuous treatments in high dimensions. We show how posterior distributions of treatment and outcome models can be used together with doubly robust estimators. We…

统计方法学 · 统计学 2020-10-06 Joseph Antonelli , Georgia Papadogeorgou , Francesca Dominici

We consider the problem of estimating the effects of a binary treatment on a continuous outcome of interest from observational data in the absence of confounding by unmeasured factors. We provide a new estimator of the population average…

统计方法学 · 统计学 2020-08-04 James Robins , Mariela Sued , Quanhong Lei-Gomez , Andrea Rotnitzky

We propose a new estimator for average causal effects of a binary treatment with panel data in settings with general treatment patterns. Our approach augments the popular two-way-fixed-effects specification with unit-specific weights that…

计量经济学 · 经济学 2024-03-06 Dmitry Arkhangelsky , Guido W. Imbens , Lihua Lei , Xiaoman Luo

Many empirical applications estimate causal effects of a continuous endogenous variable (treatment) using a binary instrument. Estimation is typically done through linear 2SLS. This approach requires a mean treatment change and causal…

计量经济学 · 经济学 2024-02-28 Yingying Dong , Ying-Ying Lee

We introduce a double/debiased machine learning estimator for the impulse response function in settings where a time series of interest is subjected to multiple discrete treatments, assigned over time, which can have a causal effect on…

计量经济学 · 经济学 2025-12-17 Daniele Ballinari , Alexander Wehrli

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

Mediation analysis breaks down the causal effect of a treatment on an outcome into an indirect effect, acting through a third group of variables called mediators, and a direct effect, operating through other mechanisms. Mediation analysis…

应用统计 · 统计学 2025-05-13 Judith Abécassis , Houssam Zenati , Sami Boumaïza , Julie Josse , Bertrand Thirion

To investigate causal mechanisms, causal mediation analysis decomposes the total treatment effect into the natural direct and indirect effects. This paper examines the estimation of the direct and indirect effects in a general treatment…

统计理论 · 数学 2024-01-24 Lukang Huang , Wei Huang , Oliver Linton , Zheng Zhang

We address the challenge of inferring causal effects in social network data. This results in challenges due to interference -- where a unit's outcome is affected by neighbors' treatments -- and network-induced confounding factors. While…

机器学习 · 计算机科学 2026-02-20 Seyedeh Baharan Khatami , Harsh Parikh , Haowei Chen , Sudeepa Roy , Babak Salimi

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 propose a double/debiased machine learning framework to estimate average derivative effects in nonparametric panel models with two-way fixed effects. It extends instrumental variable methods to panel settings, handles continuous…

统计方法学 · 统计学 2026-05-19 Peikai Wu , Kuan Sun , Zhiguo Xiao

We propose plug-in (PI) and double machine learning (DML) estimators of average treatment effect (ATE), average treatment effect on the treated (ATET) and local average treatment effect (LATE) in the multivariate sample selection model with…

计量经济学 · 经济学 2025-11-18 Sofiia Dolgikh , Bodan Potanin

In the last decade, machine learning techniques have gained popularity for estimating causal effects. One machine learning approach that can be used for estimating an average treatment effect is Double/debiased machine learning (DML)…

计量经济学 · 经济学 2025-01-17 Daniele Ballinari , Nora Bearth

We consider a longitudinal data structure consisting of baseline covariates, time-varying treatment variables, intermediate time-dependent covariates, and a possibly time dependent outcome. Previous studies have shown that estimating the…

统计理论 · 数学 2018-10-09 Linh Tran , Maya Petersen , Joshua Schwab , Mark J van der Laan

Unmeasured confounding and selection bias are often of concern in observational studies and may invalidate a causal analysis if not appropriately accounted for. Under outcome-dependent sampling, a latent factor that has causal effects on…

统计方法学 · 统计学 2022-08-03 Kendrick Qijun Li , Xu Shi , Wang Miao , Eric Tchetgen Tchetgen

Within heterogeneous treatment effect (HTE) analysis, various estimands have been proposed to capture the effect of a treatment conditional on covariates. Recently, the conditional quantile comparator (CQC) has emerged as a promising…

统计方法学 · 统计学 2026-01-28 Josh Givens , Song Liu , Henry W J Reeve , Katarzyna Reluga