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

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Cluster-randomized trials (CRTs) are widely used to evaluate group-level interventions and increasingly collect multiple outcomes capturing complementary dimensions of benefit and risk. Investigators often seek a single global summary of…

统计方法学 · 统计学 2026-01-22 Xinyuan Chen , Fan Li

Quantile regression is a powerful tool for inferring how covariates affect specific percentiles of the response distribution. Existing methods either estimate conditional quantiles separately for each quantile of interest or estimate the…

统计方法学 · 统计学 2024-11-19 Joseph Feldman , Daniel Kowal

Regression quantiles have asymptotic variances that depend on the conditional densities of the response variable given regressors. This paper develops a new estimate of the asymptotic variance of regression quantiles that leads any…

计量经济学 · 经济学 2019-09-27 Juan Carlos Escanciano , Chuan Goh

In this study, we investigate estimation and inference on a low-dimensional causal parameter in the presence of high-dimensional controls in an instrumental variable quantile regression. Our proposed econometric procedure builds on the…

计量经济学 · 经济学 2021-02-23 Jau-er Chen , Chien-Hsun Huang , Jia-Jyun Tien

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

Error-in-variables regression is a common ingredient in treatment effect estimators using panel data. This includes synthetic control estimators, counterfactual time series forecasting estimators, and combinations. We study high-dimensional…

统计理论 · 数学 2021-04-20 David A. Hirshberg

Causal evidence is needed to act and it is often enough for the evidence to point towards a direction of the effect of an action. For example, policymakers might be interested in estimating the effect of slightly increasing taxes on private…

统计方法学 · 统计学 2020-08-11 Dominik Rothenhäusler , Bin Yu

Estimating causal effects is vital for decision making. In standard causal effect estimation, treatments are usually binary- or continuous-valued. However, in many important real-world settings, treatments can be structured,…

The scarcity of high-dimensional causal inference datasets restricts the exploration of complex deep models. In this work, we propose a method to generate a synthetic causal dataset that is high-dimensional. The synthetic data simulates a…

机器学习 · 计算机科学 2023-03-03 Aayush Agarwal , Saksham Bassi

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

Policy evaluation in empirical microeconomics has been focusing on estimating the average treatment effect and more recently the heterogeneous treatment effects, often relying on the unconfoundedness assumption. We propose a method based on…

计量经济学 · 经济学 2023-06-06 Wei Tian

We study nonparametric estimation for the partially conditional average treatment effect, defined as the treatment effect function over an interested subset of confounders. We propose a hybrid kernel weighting estimator where the weights…

统计方法学 · 统计学 2021-03-08 Jiayi Wang , Raymond K. W. Wong , Shu Yang , Kwun Chuen Gary Chan

Many modern tech companies, such as Google, Uber, and Didi, utilize online experiments (also known as A/B testing) to evaluate new policies against existing ones. While most studies concentrate on average treatment effects, situations with…

统计方法学 · 统计学 2023-05-18 Ting Li , Chengchun Shi , Zhaohua Lu , Yi Li , Hongtu Zhu

Stepped-wedge designs are increasingly used in randomized experiments to accommodate logistical and ethical constraints by staggering treatment roll-out over time. Despite their popularity, existing analytical methods largely rely on…

统计方法学 · 统计学 2026-02-12 Liangbo Lyu , Bingkai Wang

Causal inference analyses often use existing observational data, which in many cases has some clustering of individuals. In this paper we discuss propensity score weighting methods in a multilevel setting where within clusters individuals…

应用统计 · 统计学 2020-12-24 Youjin Lee , Trang Q. Nguyen , Elizabeth A. Stuart

Consider the problem of estimating the local average treatment effect with an instrument variable, where the instrument unconfoundedness holds after adjusting for a set of measured covariates. Several unknown functions of the covariates…

统计方法学 · 统计学 2020-09-22 Baoluo Sun , Zhiqiang Tan

It has recently become popular to define treatment effects for subsets of the target population characterized by variables not observable at the time a treatment decision is made. Characterizing and estimating such treatment effects is…

统计理论 · 数学 2007-08-30 Marshall M. Joffe , Dylan Small , Chi-Yuan Hsu

We introduce a novel method for estimating and conducting inference about extreme quantile treatment effects (QTEs) in the presence of endogeneity. Our approach is applicable to a broad range of empirical research designs, including…

计量经济学 · 经济学 2024-09-09 Yuya Sasaki , Yulong Wang

Propensity score trimming, which discards subjects with propensity scores below a threshold, is a common way to address positivity violations that complicate causal effect estimation. However, most works on trimming assume treatment is…

统计方法学 · 统计学 2024-07-31 Zach Branson , Edward H. Kennedy , Sivaraman Balakrishnan , Larry Wasserman

This paper proposes a new non-parametric bootstrap method to quantify the uncertainty of average treatment effect estimate for the treated from matching estimators. More specifically, it seeks to quantify the uncertainty associated with the…

统计方法学 · 统计学 2024-08-21 Jing Li