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When one studies the effects of taxes, tariffs, or prices using panel data, the treatment is often continuously distributed in every period. We propose difference-in-differences (DID) estimators for such cases. We assume that between…

This paper investigates efficient Difference-in-Differences (DiD) and Event Study (ES) estimation using short panel data sets within the heterogeneous treatment effect framework, free from parametric functional form assumptions and allowing…

计量经济学 · 经济学 2025-06-24 Xiaohong Chen , Pedro H. C. Sant'Anna , Haitian Xie

Bipartite experiments arise in various fields, in which the treatments are randomized over one set of units, while the outcomes are measured over another separate set of units. However, existing methods often rely on strong model…

统计方法学 · 统计学 2025-04-16 Sizhu Lu , Lei Shi , Yue Fang , Wenxin Zhang , Peng Ding

We develop a new identification strategy for average treatment effects on the treated (ATT) in panel data with discrete outcomes. Standard difference-in-differences (DiD) relies on parallel trends, which is frequently violated in…

计量经济学 · 经济学 2026-03-10 Young Ahn , Hiroyuki Kasahara

In this work, we consider causal inference in various high-dimensional treatment settings, including for single multi-valued treatments and vector treatments with binary or continuous components, when the number of treatments can be…

统计理论 · 数学 2026-02-26 Patrick Kramer , Edward H. Kennedy , Isaac M. Opper

Causal inference is crucial for understanding the true impact of interventions, policies, or actions, enabling informed decision-making and providing insights into the underlying mechanisms that shape our world. In this paper, we establish…

统计方法学 · 统计学 2024-03-26 Jingyue Huang , Changbao Wu , Leilei Zeng

We consider the problem of estimating the causal effect of a treatment on an outcome in linear structural causal models (SCM) with latent confounders when we have access to a single proxy variable. Several methods (such as…

计算工程、金融与科学 · 计算机科学 2023-06-13 Yaroslav Kivva , Saber Salehkaleybar , Negar Kiyavash

Meta-analysis, by synthesizing effect estimates from multiple studies conducted in diverse settings, stands at the top of the evidence hierarchy in clinical research. Yet, conventional approaches based on fixed- or random-effects models…

Predicting potential outcomes of interventions from observational data is crucial for decision-making in medicine, but the task is challenging due to the fundamental problem of causal inference. Existing methods are largely limited to point…

机器学习 · 计算机科学 2024-10-14 Yuchen Ma , Valentyn Melnychuk , Jonas Schweisthal , Stefan Feuerriegel

This tutorial discusses methodology for causal inference using longitudinal modified treatment policies. This method facilitates the mathematical formalization, identification, and estimation of many novel parameters, and mathematically…

In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates.…

机器学习 · 计算机科学 2024-09-13 Antti Pöllänen , Pekka Marttinen

In this paper we study estimation of and inference for average treatment effects in a setting with panel data. We focus on the setting where units, e.g., individuals, firms, or states, adopt the policy or treatment of interest at a…

计量经济学 · 经济学 2018-09-05 Susan Athey , Guido Imbens

This study considers various semiparametric difference-in-differences models under different assumptions on the relation between the treatment group identifier, time and covariates for cross-sectional and panel data. The variance lower…

计量经济学 · 经济学 2020-08-17 Michael Zimmert

Unmeasured confounding presents a significant challenge in causal inference from observational studies. Classical approaches often rely on collecting proxy variables, such as instrumental variables. However, in applications where the…

统计方法学 · 统计学 2025-01-16 Xiaochuan Shi , Dehan Kong , Linbo Wang

Inference on the minimum clinically important difference, or MCID, is an important practical problem in medicine. The basic idea is that a treatment being statistically significant may not lead to an improvement in the patients' well-being.…

统计方法学 · 统计学 2022-08-29 Pei-Shien Wu , Ryan Martin

Estimating treatment effects conditional on observed covariates can improve the ability to tailor treatments to particular individuals. Doing so effectively requires dealing with potential confounding, and also enough data to adequately…

Doctors use statistics to advance medical knowledge; we use a medical analogy to introduce statistical inference "from scratch" and to highlight an improvement. Your doctor, perhaps implicitly, predicts the effectiveness of a treatment for…

统计方法学 · 统计学 2015-11-29 Keli Liu , Xiao-Li Meng

We develop a difference-in-differences framework to measure the persuasive impact of informational treatments on behavior. We introduce two causal parameters, the forward and backward average persuasion rates on the treated, which refine…

计量经济学 · 经济学 2025-10-13 Sung Jae Jun , Sokbae Lee

This article proposes doubly robust estimators for the average treatment effect on the treated (ATT) in difference-in-differences (DID) research designs. In contrast to alternative DID estimators, the proposed estimators are consistent if…

计量经济学 · 经济学 2020-05-07 Pedro H. C. Sant'Anna , Jun B. Zhao

We address the problem of estimating heterogeneous treatment effects in panel data, adopting the popular Difference-in-Differences (DiD) framework under the conditional parallel trends assumption. We propose a novel doubly robust…

机器学习 · 统计学 2025-04-29 Hui Lan , Haoge Chang , Eleanor Dillon , Vasilis Syrgkanis