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This paper investigates the case of interference, when a unit's treatment also affects other units' outcome. When interference is at work, policy evaluation mostly relies on the use of randomized experiments under cluster interference and…

统计方法学 · 统计学 2023-06-13 Laura Forastiere , Davide Del Prete , Valerio Leone Sciabolazza

When doing impact evaluation and making causal inferences, it is important to acknowledge the heterogeneity of the treatment effects for different domains (geographic, socio-demographic, or socio-economic). If the domain of interest is…

统计方法学 · 统计学 2021-03-12 Setareh Ranjbar , Nicola Salvati , Barbara Pacini

Identifying heterogeneity in a population's response to a health or policy intervention is crucial for evaluating and informing policy decisions. We propose a novel heterogeneous treatment effect estimator in the difference-in-differences…

统计方法学 · 统计学 2021-08-24 Xinkun Nie , Chen Lu , Stefan Wager

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

Estimating the effects of interventions in networks is complicated when the units are interacting, such that the outcomes for one unit may depend on the treatment assignment and behavior of many or all other units (i.e., there is…

统计方法学 · 统计学 2014-08-15 Dean Eckles , Brian Karrer , Johan Ugander

Exogenous heterogeneity, for example, in the form of instrumental variables can help us learn a system's underlying causal structure and predict the outcome of unseen intervention experiments. In this paper, we consider linear models in…

统计方法学 · 统计学 2024-10-21 Niklas Pfister , Jonas Peters

Understanding the effect of a particular treatment or a policy pertains to many areas of interest, ranging from political economics, marketing to healthcare. In this paper, we develop a non-parametric algorithm for detecting the effects of…

统计方法学 · 统计学 2022-08-24 Davide Viviano , Jelena Bradic

Network interference occurs when a unit's outcome depends not only on its own treatment but also on the treatments received by connected units in the network. Experimental designs and analysis methods that ignore such interference can yield…

统计方法学 · 统计学 2026-05-04 Xiao Liu , Feifang Hu , Jingfei Zhang

Individual Treatment Effect (ITE) estimation is an extensively researched problem, with applications in various domains. We model the case where there exists heterogeneous non-compliance to a randomly assigned treatment, a typical situation…

We propose a two-step procedure to detect cointegration in high-dimensional settings, focusing on sparse relationships. First, we use the adaptive LASSO to identify the small subset of integrated covariates driving the equilibrium…

统计方法学 · 统计学 2026-03-05 Jesus Gonzalo , Jean-Yves Pitarakis

Treatment effect estimation is essential for informed decision-making in many fields such as healthcare, economics, and public policy. While flexible machine learning models have been widely applied for estimating heterogeneous treatment…

机器学习 · 计算机科学 2025-09-29 Pascal Memmesheimer , Vincent Heuveline , Jürgen Hesser

The problem of causal inference with panel data is a central econometric question. The following is a fundamental version of this problem: Let $M^*$ be a low rank matrix and $E$ be a zero-mean noise matrix. For a `treatment' matrix $Z$ with…

机器学习 · 统计学 2023-04-03 Vivek F. Farias , Andrew A. Li , Tianyi Peng

A daunting challenge faced by modern biological sciences is finding an efficient and computationally feasible approach to deal with the curse of high dimensionality. The problem becomes even more severe when the research focus is on…

统计方法学 · 统计学 2013-04-16 Hung Hung , Yu-Tin Lin , Pengwen Chen , Chen-Chien Wang , Su-Yun Huang , Jung-Ying Tzeng

Under network interference, the treatment given to one unit may also affect the outcomes of its neighboring units in an exposure graph. Existing large-sample theory has focused on settings where either the exposure graph is sparse, or the…

统计理论 · 数学 2026-03-27 Bryan Park , Stefan Wager

Causal inference, estimating causal effects from observational data, is a fundamental tool in many disciplines. Of particular importance across a variety of domains is the continuous treatment setting, where the variable of intervention has…

机器学习 · 计算机科学 2026-05-15 Christopher Stith , Medha Barath , Vahid Balazadeh , Jesse C. Cresswell , Rahul G. Krishnan

Understanding treatment effect heterogeneity is important for decision making in medical and clinical practices, or handling various engineering and marketing challenges. When dealing with high-dimensional covariates or when the effect…

This paper develops a general causal inference method for treatment effects models with noisily measured confounders. The key feature is that a large set of noisy measurements are linked with the underlying latent confounders through an…

计量经济学 · 经济学 2021-10-14 Yingjie Feng

The scientific rigor and computational methods of causal inference have had great impacts on many disciplines, but have only recently begun to take hold in spatial applications. Spatial casual inference poses analytic challenges due to…

统计方法学 · 统计学 2020-07-07 Brian J Reich , Shu Yang , Yawen Guan , Andrew B Giffin , Matthew J Miller , Ana G Rappold

This paper considers the identification of dynamic treatment effects with panel data, in complex designs where the treatment may not be binary and may not be absorbing. We first show that under no-anticipation and parallel-trends…

计量经济学 · 经济学 2025-12-23 Clément de Chaisemartin , Xavier D'Haultfœuille

In settings where interference between units is possible, we define the prevalence of indirect effects to be the number of units who are affected by the treatment of others. This quantity does not fully identify an indirect effect, but may…

统计方法学 · 统计学 2024-01-18 David Choi