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相关论文: Multiply Robust Difference-in-Differences Estimati…

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This paper develops a difference-in-differences (DiD) estimation method that selects the optimal length of pre-trends by minimizing the mean squared error (MSE). Conventional DiD regression models, such as the two-way fixed effects model or…

计量经济学 · 经济学 2026-05-07 Yamato Igarashi

Observational studies are frequently used to estimate the effect of an exposure or treatment on an outcome. To obtain an unbiased estimate of the treatment effect, it is crucial to measure the exposure accurately. A common type of exposure…

统计方法学 · 统计学 2024-07-02 Suhwan Bong , Kwonsang Lee , Francesca Dominici

Estimation of heterogeneous treatment effects is an active area of research. Most of the existing methods, however, focus on estimating the conditional average treatment effects of a single, binary treatment given a set of pre-treatment…

统计方法学 · 统计学 2025-05-30 Max Goplerud , Kosuke Imai , Nicole E. Pashley

Difference-in-differences (DID) is one of the most widely used causal inference frameworks in observational studies. However, most existing DID methods are designed for binary treatments and cannot be readily applied to non-binary treatment…

统计方法学 · 统计学 2025-12-01 Siyu Heng , Yuan Huang , Hyunseung Kang

Existing statistical methods in causal inference often assume the positivity condition, where every individual has some chance of receiving any treatment level regardless of covariates. This assumption could be violated in observational…

统计方法学 · 统计学 2025-01-22 Yikun Zhang , Yen-Chi Chen , Alexander Giessing

Evaluating causal treatment effects in observational studies requires addressing confounding. While the back-door criterion enables identification through adjustment for observed covariates, it fails in the presence of unmeasured…

统计方法学 · 统计学 2026-05-04 Anna Guo , David Benkeser , Razieh Nabi

We study identification and estimation of causal effects in settings with panel data. Traditionally researchers follow model-based identification strategies relying on assumptions governing the relation between the potential outcomes and…

计量经济学 · 经济学 2022-02-18 Dmitry Arkhangelsky , Guido W. Imbens

This paper studies Difference-in-Differences (DiD) setups with repeated cross-sectional data and potential compositional changes across time periods. We begin our analysis by deriving the efficient influence function and the semiparametric…

计量经济学 · 经济学 2025-11-17 Pedro H. C. Sant'Anna , Qi Xu

Predicting the effect of interventions with many possible variations, e.g., therapeutic content that affects mental health outcomes or an earnings call transcript that drives movement in share price, is useful across several domains.…

机器学习 · 计算机科学 2026-05-27 Nikita Dhawan , Arnav Paruthi , Andrew Kim , Lovedeep Gondara , Jekaterina Novikova , Chris J. Maddison

The era of big data has witnessed an increasing availability of observational data from mobile and social networking, online advertising, web mining, healthcare, education, public policy, marketing campaigns, and so on, which facilitates…

机器学习 · 计算机科学 2023-03-06 Zhixuan Chu , Ruopeng Li , Stephen Rathbun , Sheng Li

The estimation of causal effects is a fundamental goal in the field of causal inference. However, it is challenging for various reasons. One reason is that the exposure (or treatment) is naturally continuous in many real-world scenarios.…

统计方法学 · 统计学 2023-12-01 Suhwan Bong , Kwonsang Lee

Statistical methods for causal inference with continuous treatments mainly focus on estimating the mean potential outcome function, commonly known as the dose-response curve. However, it is often not the dose-response curve but its…

统计方法学 · 统计学 2025-04-21 Yikun Zhang , Yen-Chi Chen

To evaluate a single cause of a binary effect, Dawid et al. (2014) defined the probability of causation, while Pearl (2015) defined the probabilities of necessity and sufficiency. For assessing the multiple correlated causes of a binary…

统计方法学 · 统计学 2024-04-09 Shanshan Luo , Yixuan Yu , Chunchen Liu , Feng Xie , Zhi Geng

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

This chapter covers different approaches to policy evaluation for assessing the causal effect of a treatment or intervention on an outcome of interest. As an introduction to causal inference, the discussion starts with the experimental…

计量经济学 · 经济学 2019-10-03 Martin Huber

Understanding and quantifying cause and effect is an important problem in many domains. The generally-agreed solution to this problem is to perform a randomised controlled trial. However, even when randomised controlled trials can be…

机器学习 · 统计学 2023-02-22 Graham Van Goffrier , Lucas Maystre , Ciarán Gilligan-Lee

Remarkable progress has been made in difference-in-differences (DID) approaches to causal inference that estimate the average effect of a treatment on the treated (ATT). Of these, the semiparametric DID (SDID) approach incorporates a…

统计方法学 · 统计学 2026-03-09 Takamichi Baba , Yoshiyuki Ninomiya

In settings with few treated units, Difference-in-Differences (DID) estimators are not consistent, and are not generally asymptotically normal. This poses relevant challenges for inference. While there are inference methods that are valid…

计量经济学 · 经济学 2023-02-08 Luis Alvarez , Bruno Ferman

Practitioners in diverse fields such as healthcare, economics and education are eager to apply machine learning to improve decision making. The cost and impracticality of performing experiments and a recent monumental increase in electronic…

机器学习 · 计算机科学 2023-08-01 Fredrik D. Johansson , Uri Shalit , Nathan Kallus , David Sontag

Estimating causal effects is vital for decision making. In standard causal effect estimation, treatments are usually binary- or continuous-valued. However, in many important real-world settings, treatments can be structured,…