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Causal inference studies whether the presence of a variable influences an observed outcome. As measured by quantities such as the "average treatment effect," this paradigm is employed across numerous biological fields, from vaccine and drug…

The propensity score is a common tool for estimating the causal effect of a binary treatment in observational data. In this setting, matching, subclassification, imputation, or inverse probability weighting on the propensity score can…

统计方法学 · 统计学 2018-01-03 Michael J Lopez , Roee Gutman

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

A data science task can be deemed as making sense of the data or testing a hypothesis about it. The conclusions inferred from data can greatly guide us to make informative decisions. Big data has enabled us to carry out countless prediction…

机器学习 · 计算机科学 2022-01-12 Wenhao Zhang , Ramin Ramezani , Arash Naeim

This paper examines the identification and estimation of treatment effects in staggered adoption designs -- a common extension of the canonical Difference-in-Differences (DiD) model to multiple groups and time-periods -- in the presence of…

计量经济学 · 经济学 2025-12-24 Clara Augustin , Daniel Gutknecht , Cenchen Liu

We address an ambiguity in identification strategies using difference-in-differences, which are widely applied in empirical research, particularly in economics. The assumption commonly referred to as the "no-anticipation assumption" states…

统计方法学 · 统计学 2025-09-23 Marco Piccininni , Eric J. Tchetgen Tchetgen , Mats J. Stensrud

The difference-in-differences (DiD) design is a quasi-experimental method for estimating treatment effects. In staggered DiD with multiple treatment groups and periods, estimation based on the two-way fixed effects model yields negative…

统计方法学 · 统计学 2026-03-05 Yuhao Deng , Le Kang

Inferring causal effects of treatments is a central goal in many disciplines. The potential outcomes framework is a main statistical approach to causal inference, in which a causal effect is defined as a comparison of the potential outcomes…

统计方法学 · 统计学 2018-01-04 Peng Ding , Fan Li

A recent literature has shown that when adoption of a treatment is staggered and average treatment effects vary across groups and over time, difference-in-differences regression does not identify an easily interpretable measure of the…

计量经济学 · 经济学 2022-07-14 John Gardner

When estimating causal effects using observational data, it is desirable to replicate a randomized experiment as closely as possible by obtaining treated and control groups with similar covariate distributions. This goal can often be…

统计方法学 · 统计学 2010-10-28 Elizabeth A. Stuart

This dissertation focuses on modern causal inference under uncertainty and data restrictions, with applications to neoadjuvant clinical trials, distributed data networks, and robust individualized decision making. In the first project, we…

统计方法学 · 统计学 2023-01-24 Xiaoqing Tan

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

Difference-in-differences (DID) is a widely used approach for drawing causal inference from observational panel data. Two common estimation strategies for DID are outcome regression and propensity score weighting. In this paper, motivated…

应用统计 · 统计学 2021-01-05 Fan Li , Fan Li

Difference-in-differences estimation is a widely used method of program evaluation. When treatment is implemented in different places at different times, researchers often use two-way fixed effects to control for location-specific and…

综合经济学 · 经济学 2021-03-25 Pamela Jakiela

This paper explores the use of a fuzzy regression discontinuity design where multiple treatments are applied at the threshold. The identification results show that, under the very strong assumption that the change in the probability of…

计量经济学 · 经济学 2021-04-20 Hector Galindo-Silva , Nibene Habib Some , Guy Tchuente

In this paper, we describe a computational implementation of the Synthetic difference-in-differences (SDID) estimator of Arkhangelsky et al. (2021) for Stata. Synthetic difference-in-differences can be used in a wide class of circumstances…

计量经济学 · 经济学 2023-02-14 Damian Clarke , Daniel Pailañir , Susan Athey , Guido Imbens

In this paper, we formalize a triple instrumented difference-in-differences (DID-IV). In this design, a triple Wald-DID estimand, which divides the difference-in-difference-in-differences (DDD) estimand of the outcome by the DDD estimand of…

计量经济学 · 经济学 2025-01-27 Sho Miyaji

Causal inference has numerous real-world applications in many domains, such as health care, marketing, political science, and online advertising. Treatment effect estimation, a fundamental problem in causal inference, has been extensively…

机器学习 · 计算机科学 2023-02-03 Zhixuan Chu , Jianmin Huang , Ruopeng Li , Wei Chu , Sheng Li

There is growing interest in developing causal inference methods for multi-valued treatments with a focus on pairwise average treatment effects. Here we focus on a clinically important, yet less-studied estimand: causal drug-drug…

统计方法学 · 统计学 2022-09-20 Di Shu , Peisong Han , Sean Hennessy , Todd A Miano

The conventional Two-Way Fixed-Effects (TWFE) estimator has come under scrutiny lately. Recent literature has revealed potential shortcomings of TWFE when the treatment effects are heterogeneous. Scholars have developed new advanced dynamic…

计量经济学 · 经济学 2025-06-23 Tobias Rüttenauer , Ozan Aksoy