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相关论文: An Anatomy of Event Studies: Hypothetical Experime…

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This note discusses the interpretation of event-study plots produced by recent difference-in-differences methods. I show that even when specialized to the case of non-staggered treatment timing, the default plots produced by software for…

计量经济学 · 经济学 2026-01-21 Jonathan Roth

We study two-way-fixed-effects regressions (TWFE) with several treatment variables. Under a parallel trends assumption, we show that the coefficient on each treatment identifies a weighted sum of that treatment's effect, with possibly…

计量经济学 · 经济学 2023-04-18 Clément de Chaisemartin , Xavier D'Haultfœuille

Event studies often conflate direct treatment effects with indirect effects operating through endogenous covariate adjustment. We develop a dynamic panel event study framework that separates these effects. The framework allows for…

计量经济学 · 经济学 2026-01-12 Irene Botosaru , Laura Liu

This paper develops numerical and causal interpretations of two-way fixed effects (TWFE) regressions in settings with nonbinary, nonstaggered treatments and time-varying covariates. Using the equivalence between TWFE and pooled…

计量经济学 · 经济学 2026-03-24 Shoya Ishimaru

Two-way fixed effects (TWFE) models are widely used in political science to establish causality, but recent methodological discussions highlight their limitations under heterogeneous treatment effects (HTE) and violations of the parallel…

统计方法学 · 统计学 2026-02-03 Albert Chiu , Xingchen Lan , Ziyi Liu , Yiqing Xu

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

Many studies run two-way fixed effects instrumental variable (TWFEIV) regressions, leveraging variation in the timing of policy adoption across units as an instrument for treatment. This paper studies the properties of the TWFEIV estimator…

计量经济学 · 经济学 2024-05-28 Sho Miyaji

This paper considers identification and estimation of causal effect parameters from participating in a binary treatment in a difference in differences (DID) setup when the parallel trends assumption holds after conditioning on observed…

计量经济学 · 经济学 2024-06-25 Carolina Caetano , Brantly Callaway , Stroud Payne , Hugo Sant'Anna Rodrigues

We study the problem of inferring heterogeneous treatment effects from time-to-event data. While both the related problems of (i) estimating treatment effects for binary or continuous outcomes and (ii) predicting survival outcomes have been…

机器学习 · 计算机科学 2022-01-25 Alicia Curth , Changhee Lee , Mihaela van der Schaar

Estimating causal effects from observational data is challenging due to selection bias, which leads to imbalanced covariate distributions across treatment groups. Propensity score-based weighting methods are widely used to address this…

机器学习 · 计算机科学 2025-08-08 Ahmad Saeed Khan , Erik Schaffernicht , Johannes Andreas Stork

Recurrent events are common and important clinical trial endpoints in many disease areas, e.g., cardiovascular hospitalizations in heart failure, relapses in multiple sclerosis, or exacerbations in asthma. During a trial, patients may…

统计方法学 · 统计学 2026-04-08 Jiren Sun , Tobias Mutze , Richard Cook , Tianmeng Lyu

Estimating the individual treatment effect (ITE) from observational data is meaningful and practical in healthcare. Existing work mainly relies on the strong ignorability assumption that no hidden confounders exist, which may lead to bias…

统计方法学 · 统计学 2020-12-16 Ruoqi Liu , Changchang Yin , Ping Zhang

This paper examines the identification and estimation of heterogeneous treatment effects in event studies, emphasizing the importance of both lagged dependent variables and treatment effect heterogeneity. We show that omitting lagged…

计量经济学 · 经济学 2025-09-18 Irene Botosaru , Laura Liu

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

Recurrent events, including cardiovascular events, are commonly observed in biomedical studies. Researchers must understand the effects of various treatments on recurrent events and investigate the underlying mediation mechanisms by which…

统计方法学 · 统计学 2025-07-08 Yan-Lin Chen , Yan-Hong Chen , Pei-Fang Su , Huang-Tz Ou , An-Shun Tai

To analyze the uncertain data frequently encountered in practice, this paper proposes novel fixed-effects models that incorporate an uncertain measure to investigate variables of interest and nuisance variables in factor designs. First, an…

统计方法学 · 统计学 2026-03-18 Fan Zhang , Zhiming Li

Inference about treatment effects for time-to-event outcomes is often obscured by the presence of competing events. A particularly complex situation arises when the treatment influences the occurrence of the competing event. A comprehensive…

统计方法学 · 统计学 2026-05-20 Mikko Valtanen , Tommi Härkänen , Jenni Lehtisalo , Tiia Ngandu , Miia Kivipelto , Kari Auranen

Estimating individual-level treatment effect from observational data is a fundamental problem in causal inference and has attracted increasing attention in the fields of education, healthcare, and public policy.In this work, we concentrate…

机器学习 · 计算机科学 2025-07-10 Hui Meng , Keping Yang , Xuyu Peng , Bo Zheng

Although increasingly used as a data resource for assembling cohorts, electronic health records (EHRs) pose many analytic challenges. In particular, a patient's health status influences when and what data are recorded, generating sampling…

统计方法学 · 统计学 2020-04-28 Yifei Sun , Charles E. McCulloch , Kieren A. Marr , Chiung-Yu Huang

Modern health data science applications leverage abundant molecular and electronic health data, providing opportunities for machine learning to build statistical models to support clinical practice. Time-to-event analysis, also called…

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