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相关论文: Quantile Treatment Effects in High Dimensional Pan…

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This paper proposes a novel approach for estimating treatment effects in panel data settings, addressing key limitations of the standard difference-in-differences (DID) approach. The standard approach relies on the parallel trends…

计量经济学 · 经济学 2026-01-14 Shoya Ishimaru

We propose a generalization of the synthetic control and interventions methods to the setting with dynamic treatment effects. We consider the estimation of unit-specific treatment effects from panel data collected under a general treatment…

计量经济学 · 经济学 2025-10-03 Anish Agarwal , Sukjin Han , Dwaipayan Saha , Vasilis Syrgkanis , Haeyeon Yoon

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

We address a core problem in causal inference: estimating heterogeneous treatment effects using panel data with general treatment patterns. Many existing methods either do not utilize the potential underlying structure in panel data or have…

机器学习 · 统计学 2024-06-11 Retsef Levi , Elisabeth Paulson , Georgia Perakis , Emily Zhang

This paper develops bootstrap methods for practical statistical inference in panel data quantile regression models with fixed effects. We consider random-weighted bootstrap resampling and formally establish its validity for asymptotic…

计量经济学 · 经济学 2021-11-08 Antonio F. Galvao , Thomas Parker , Zhijie Xiao

The literature on regression kink designs develops identification results for average effects of continuous treatments (Card, Lee, Pei, and Weber, 2015), average effects of binary treatments (Dong, 2018), and quantile-wise effects of…

统计方法学 · 统计学 2020-12-16 Heng Chen , Harold D. Chiang , Yuya Sasaki

We investigate the optimal design of experimental studies that have pre-treatment outcome data available. The average treatment effect is estimated as the difference between the weighted average outcomes of the treated and control units. A…

This paper develops a semi-parametric procedure for estimation of unconditional quantile partial effects using quantile regression coefficients. The estimator is based on an identification result showing that, for continuous covariates,…

计量经济学 · 经济学 2024-01-02 Javier Alejo , Antonio F. Galvao , Julian Martinez-Iriarte , Gabriel Montes-Rojas

We propose a minimum distance estimation approach for quantile panel data models where unit effects may be correlated with covariates. This computationally efficient method involves two stages: first, computing quantile regression within…

计量经济学 · 经济学 2025-02-26 Blaise Melly , Martina Pons

In this paper, we propose a data-adaptive empirical likelihood-based approach for treatment effect estimation and inference, which overcomes the obstacle of the traditional empirical likelihood-based approaches in the high-dimensional…

统计方法学 · 统计学 2020-12-15 Wei Liang , Ying Yan

In accordance with the principle of "data minimization", many internet companies are opting to record less data. However, this is often at odds with A/B testing efficacy. For experiments with units with multiple observations, one popular…

统计方法学 · 统计学 2024-01-29 Leon Yao , Paul Yiming Li , Jiannan Lu

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 presence of unobserved confounders is one of the main challenges in identifying treatment effects. In this paper, we propose a new approach to causal inference using panel data with large large $N$ and $T$. Our approach imputes the…

计量经济学 · 经济学 2025-03-28 Ben Deaner , Chen-Wei Hsiang , Andrei Zeleneev

Although complete randomization is widely regarded as the gold standard for causal inference, covariate imbalance can still arise by chance in finite samples. Rerandomization has emerged as an effective tool to improve covariate balance…

统计方法学 · 统计学 2026-01-21 Tingxuan Han , Yuhao Wang

We provide new results for nonparametric identification, estimation, and inference of causal effects using `proxy controls': observables that are noisy but informative proxies for unobserved confounding factors. Our analysis applies to…

计量经济学 · 经济学 2023-11-22 Ben Deaner

Instrumental variable approaches have gained popularity for estimating causal effects in the presence of unmeasured confounders. However, the availability of instrumental variables in the primary dataset is often challenged due to stringent…

统计方法学 · 统计学 2026-03-31 Kang Shuai , Shanshan Luo , Wei Li , Yangbo He

Causal inference has received great attention across different fields from economics, statistics, education, medicine, to machine learning. Within this area, inferring causal effects at individual level in observational studies has become…

统计方法学 · 统计学 2017-02-16 Thai Pham

Causal inference for extreme events has many potential applications in fields such as climate science, medicine and economics. We study the extremal quantile treatment effect of a binary treatment on a continuous, heavy-tailed outcome.…

统计方法学 · 统计学 2023-07-06 David Deuber , Jinzhou Li , Sebastian Engelke , Marloes H. Maathuis

Inferring causal effects of continuous-valued treatments from observational data is a crucial task promising to better inform policy- and decision-makers. A critical assumption needed to identify these effects is that all confounding…

Estimating how a treatment affects different individuals, known as heterogeneous treatment effect estimation, is an important problem in empirical sciences. In the last few years, there has been a considerable interest in adapting machine…

机器学习 · 计算机科学 2024-10-18 Christopher Tran , Keith Burghardt , Kristina Lerman , Elena Zheleva