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

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This paper shows that the Conditional Quantile Treatment Effect on the Treated can be identified using a combination of (i) a conditional Distributional Difference in Differences assumption and (ii) an assumption on the conditional…

统计方法学 · 统计学 2017-02-14 Brantly Callaway , Tong Li , Tatsushi Oka

Long-term outcomes are often unavailable in randomized clinical trials, although short-term surrogate outcomes are commonly observed. External observational data may contain the long-term outcome, but causal comparisons based on such data…

统计理论 · 数学 2026-05-15 Ziyang Liu , Niwen Zhou , Peng Wu , Xu Guo

Nonlinear panel data models with fixed individual effects provide an important set of tools for describing microeconometric data. In a large class of such models (including probit, proportional hazard and quantile regression to name just a…

计量经济学 · 经济学 2020-02-07 Antonio F. Galvao , Jiaying Gu , Stanislav Volgushev

Non-randomized treatment effect models are widely used for the assessment of treatment effects in various fields and in particular social science disciplines like political science, psychometry, psychology. More specifically, these are…

统计方法学 · 统计学 2021-12-02 Debarghya Mukherjee , Moulinath Banerjee , Ya'acov Ritov

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

In settings where units' outcomes are affected by others' treatments, there has been a proliferation of ways to quantify effects of treatments on outcomes, including via indirect exposure to other units' treatments. Here we consider two…

统计方法学 · 统计学 2026-03-10 Sahil Loomba , Dean Eckles

In many industry settings, online controlled experimentation (A/B test) has been broadly adopted as the gold standard to measure product or feature impacts. Most research has primarily focused on user engagement type metrics, specifically…

统计方法学 · 统计学 2020-10-30 Weinan Wang , Xi Zhang

This paper examines methods of inference concerning quantile treatment effects (QTEs) in randomized experiments with matched-pairs designs (MPDs). Standard multiplier bootstrap inference fails to capture the negative dependence of…

计量经济学 · 经济学 2021-05-14 Liang Jiang , Xiaobin Liu , Peter C. B. Phillips , Yichong Zhang

We study a new model where the potential outcomes, corresponding to the values of a (possibly continuous) treatment, are linked through common factors. The factors can be estimated using a panel of regressors. We propose a procedure to…

计量经济学 · 经济学 2024-01-09 Jad Beyhum

In this paper the estimation of the distribution function for potential outcomes to receiving or not receiving a treatment is studied. The approach is based on weighting observed data on the basis on estimated propensity score. A weighted…

统计方法学 · 统计学 2019-04-30 Pier Luigi Conti , Livia De Giovanni

We study treatment-effect estimation using panel data. The treatment may be non-binary, non-absorbing, and the outcome may be affected by treatment lags. We make a parallel-trends assumption, and propose event-study estimators of the effect…

计量经济学 · 经济学 2026-05-13 Clément de Chaisemartin , Xavier D'Haultfœuille

Quantile treatment effects (QTEs) can characterize the potentially heterogeneous causal effect of a treatment on different points of the entire outcome distribution. Propensity score (PS) methods are commonly employed for estimating QTEs in…

统计方法学 · 统计学 2023-08-15 Yahang Liu , Kecheng Wei , Chen Huang , Yongfu Yu , Guoyou Qin

This paper develops the inferential theory for latent factor models estimated from large dimensional panel data with missing observations. We propose an easy-to-use all-purpose estimator for a latent factor model by applying principal…

计量经济学 · 经济学 2022-01-11 Ruoxuan Xiong , Markus Pelger

A dynamic treatment regime is a sequence of decision rules in which each decision rule recommends treatment based on features of patient medical history such as past treatments and outcomes. Existing methods for estimating optimal dynamic…

统计方法学 · 统计学 2015-05-22 Kristin A. Linn , Eric B. Laber , Leonard A. Stefanski

We consider the estimation of joint causal effects from observational data. In particular, we propose new methods to estimate the effect of multiple simultaneous interventions (e.g., multiple gene knockouts), under the assumption that the…

统计方法学 · 统计学 2016-03-11 Preetam Nandy , Marloes H. Maathuis , Thomas S. Richardson

Given the unconfoundedness assumption, we propose new nonparametric estimators for the reduced dimensional conditional average treatment effect (CATE) function. In the first stage, the nuisance functions necessary for identifying CATE are…

计量经济学 · 经济学 2021-07-26 Qingliang Fan , Yu-Chin Hsu , Robert P. Lieli , Yichong Zhang

Quantile regression and quantile treatment effect methods are powerful econometric tools for considering economic impacts of events or variables of interest beyond the mean. The use of quantile methods allows for an examination of impacts…

综合经济学 · 经济学 2021-08-16 Damian Clarke , Manuel Llorca Jaña , Daniel Pailañir

Doubly robust estimators of causal effects are a popular means of estimating causal effects. Such estimators combine an estimate of the conditional mean of the outcome given treatment and confounders (the so-called outcome regression) with…

统计方法学 · 统计学 2019-01-17 David Benkeser , Weixin Cai , Mark J van der Laan

This article studies experimental design in settings where the experimental units are large aggregate entities (e.g., markets), and only one or a small number of units can be exposed to the treatment. In such settings, randomization of the…

统计方法学 · 统计学 2025-04-24 Alberto Abadie , Jinglong Zhao

In classical study designs, the aim is often to learn about the effects of a treatment or intervention on a single outcome; in many modern studies, however, data on multiple outcomes are collected and it is of interest to explore effects on…

统计方法学 · 统计学 2017-06-15 Edward H. Kennedy , Shreya Kangovi , Nandita Mitra