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We propose a difference-in-differences (DiD) framework designed for time-varying continuous treatments across multiple periods. Specifically, we estimate the average treatment effect on the treated (ATET) by comparing distinct non-zero…

计量经济学 · 经济学 2026-01-16 Michel F. C. Haddad , Martin Huber , José Eduardo Medina-Reyes , Lucas Z. Zhang

Difference-in-differences is undoubtedly one of the most widely used methods for evaluating the causal effect of an intervention in observational (i.e., nonrandomized) settings. The approach is typically used when pre- and post-exposure…

统计方法学 · 统计学 2023-08-21 Eric Tchetgen Tchetgen , Chan Park , David Richardson

We develop a new identification strategy for average treatment effects on the treated (ATT) in panel data with discrete outcomes. Standard difference-in-differences (DiD) relies on parallel trends, which is frequently violated in…

计量经济学 · 经济学 2026-03-10 Young Ahn , Hiroyuki Kasahara

We propose a difference-in-differences (DiD) framework with mediation for possibly multivalued discrete or continuous treatments and mediators, aimed at identifying the direct effect of the treatment on the outcome (net of effects operating…

计量经济学 · 经济学 2026-03-02 Martin Huber , Sarina Joy Oberhänsli

Remarkable progress has been made in difference-in-differences (DID) approaches to causal inference that estimate the average effect of a treatment on the treated (ATT). Of these, the semiparametric DID (SDID) approach incorporates a…

统计方法学 · 统计学 2026-03-09 Takamichi Baba , Yoshiyuki Ninomiya

This dissertation focuses on modern causal inference under uncertainty and data restrictions, with applications to neoadjuvant clinical trials, distributed data networks, and robust individualized decision making. In the first project, we…

统计方法学 · 统计学 2023-01-24 Xiaoqing Tan

Statisticians show growing interest in estimating and analyzing heterogeneity in causal effects in observational studies. However, there usually exists a trade-off between accuracy and interpretability for developing a desirable estimator…

统计方法学 · 统计学 2023-06-26 Steven Siwei Ye , Yanzhen Chen , Oscar Hernan Madrid Padilla

In many practical situations, randomly assigning treatments to subjects is uncommon due to feasibility constraints. For example, economic aid programs and merit-based scholarships are often restricted to those meeting specific income or…

统计方法学 · 统计学 2025-04-25 Kevin Christian Wibisono , Debarghya Mukherjee , Moulinath Banerjee , Ya'acov Ritov

Violations of the parallel trends assumption pose significant challenges for causal inference in difference-in-differences (DiD) studies, especially in policy evaluations where pre-treatment dynamics and external shocks may bias estimates.…

统计方法学 · 统计学 2025-08-06 Seong Woo Han , Nandita Mitra , Gary Hettinger , Arman Oganisian

In this paper, we propose the use of causal inference techniques for survival function estimation and prediction for subgroups of the data, upto individual units. Tree ensemble methods, specifically random forests were modified for this…

计量经济学 · 经济学 2018-03-23 Vikas Ramachandra

The average treatment effect can obscure important heterogeneity when individuals respond differently to a treatment. While the conditional average treatment effect (CATE) function captures such heterogeneity, it is difficult to communicate…

统计方法学 · 统计学 2026-05-18 Anders Munch , Thomas A. Gerds

In settings with few treated units, Difference-in-Differences (DID) estimators are not consistent, and are not generally asymptotically normal. This poses relevant challenges for inference. While there are inference methods that are valid…

计量经济学 · 经济学 2023-02-08 Luis Alvarez , Bruno Ferman

We consider estimating the conditional average treatment effect for everyone by eliminating confounding and selection bias. Unfortunately, randomized clinical trials (RCTs) eliminate confounding but impose strict exclusion criteria that…

机器学习 · 统计学 2021-06-15 Eric V. Strobl , Thomas A. Lasko

Bayesian Additive Regression Trees (BART) is a fully Bayesian approach to modeling with ensembles of trees. BART can uncover complex regression functions with high dimensional regressors in a fairly automatic way and provide Bayesian…

机器学习 · 统计学 2018-07-11 Edward George , Prakash Laud , Brent Logan , Robert McCulloch , Rodney Sparapani

Consider a general setting in which data on an outcome is collected in two `groups' at two time periods, with certain group-periods deemed `treated' and others `untreated'. A special case is the canonical Difference-in-Differences (DiD)…

统计方法学 · 统计学 2025-09-15 Zach Shahn , Laura Hatfield

The renowned difference-in-differences (DiD) estimator relies on the assumption of 'parallel trends,' which does not hold in many practical applications. To address this issue, the econometrics literature has turned to the triple difference…

统计方法学 · 统计学 2024-02-21 Sina Akbari , Negar Kiyavash

This paper studies Difference-in-Differences (DiD) setups with repeated cross-sectional data and potential compositional changes across time periods. We begin our analysis by deriving the efficient influence function and the semiparametric…

计量经济学 · 经济学 2025-11-17 Pedro H. C. Sant'Anna , Qi Xu

Conditional effect estimation has great scientific and policy importance because interventions may impact subjects differently depending on their characteristics. Most research has focused on estimating the conditional average treatment…

统计方法学 · 统计学 2023-04-25 Alec McClean , Zach Branson , Edward H. Kennedy

We introduce Targeted Smooth Bayesian Causal Forests (tsBCF), a nonparametric Bayesian approach for estimating heterogeneous treatment effects which vary smoothly over a single covariate in the observational data setting. The tsBCF method…

The estimation of heterogeneous treatment effects in the potential outcome setting is biased when there exists model misspecification or unobserved confounding. As these biases are unobservable, what model to use when remains a critical…

统计方法学 · 统计学 2024-05-09 Shonosuke Sugasawa , Kosaku Takanashi , Kenichiro McAlinn , Edoardo M. Airoldi