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This paper studies identification of average treatment effects in a panel data setting. It introduces a novel nonparametric factor model and proves identification of average treatment effects. The identification proof is based on the…

计量经济学 · 经济学 2025-03-26 Susan Athey , Guido Imbens

This paper investigates efficient Difference-in-Differences (DiD) and Event Study (ES) estimation using short panel data sets within the heterogeneous treatment effect framework, free from parametric functional form assumptions and allowing…

计量经济学 · 经济学 2025-06-24 Xiaohong Chen , Pedro H. C. Sant'Anna , Haitian Xie

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

We develop a general estimation and inference procedure for the common parameters in linear panel data regression models with nonparametric two-way specification of unobserved heterogeneity. The procedure takes as input any first-step…

计量经济学 · 经济学 2026-05-08 Hugo Freeman , Dennis Kristensen

In this paper, we develop a semiparametric sensitivity analysis approach designed to address unmeasured confounding in observational studies with time-to-event outcomes. We target estimation of the marginal distributions of potential…

统计方法学 · 统计学 2025-11-21 Linda Amoafo , Shiyao Xu , Elizabeth Platz , Daniel Scharfstein

We study the problem of learning conditional average treatment effects (CATE) from high-dimensional, observational data with unobserved confounders. Unobserved confounders introduce ignorance -- a level of unidentifiability -- about an…

机器学习 · 计算机科学 2022-02-02 Andrew Jesson , Sören Mindermann , Yarin Gal , Uri Shalit

One fundamental statistical question for research areas such as precision medicine and health disparity is about discovering effect modification of treatment or exposure by observed covariates. We propose a semiparametric framework for…

统计方法学 · 统计学 2020-08-04 Muxuan Liang , Menggang Yu

This study considers various semiparametric difference-in-differences models under different assumptions on the relation between the treatment group identifier, time and covariates for cross-sectional and panel data. The variance lower…

计量经济学 · 经济学 2020-08-17 Michael Zimmert

Scientists regularly pose questions about treatment effects on outcomes conditional on a post-treatment event. However, causal inference in such settings requires care, even in perfectly executed randomized experiments. Recently, the…

统计方法学 · 统计学 2026-02-19 Chan Park , Mats Stensrud , Eric Tchetgen Tchetgen

We study variants of the average treatment effect on the treated with population parameters replaced by their sample counterparts. For each estimand, we derive the limiting distribution with respect to a semiparametric efficient estimator…

统计方法学 · 统计学 2024-02-12 Andrew Yiu

Differences-in-differences (DiD) is a causal inference method for observational longitudinal data that assumes parallel expected potential outcome trajectories between treatment groups under the counterfactual scenario where all units…

统计方法学 · 统计学 2026-05-12 Michael Jetsupphasuk , Didong Li , Michael G. Hudgens

We propose a semiparametric Bayesian methodology for estimating the average treatment effect (ATE) within the potential outcomes framework using observational data with high-dimensional nuisance parameters. Our method introduces a Bayesian…

统计方法学 · 统计学 2025-11-21 Gözde Sert , Abhishek Chakrabortty , Anirban Bhattacharya

We present new results on average causal effects in settings with unmeasured exposure-outcome confounding. Our results are motivated by a class of estimands, e.g., frequently of interest in medicine and public health, that are currently not…

统计方法学 · 统计学 2023-12-25 Lan Wen , Aaron L. Sarvet , Mats J. Stensrud

This paper studies semiparametric Bayesian inference for the average treatment effect on the treated (ATT) within the difference-in-differences (DiD) research design. We propose two new Bayesian methods with frequentist validity. The first…

计量经济学 · 经济学 2025-06-17 Christoph Breunig , Ruixuan Liu , Zhengfei Yu

Popular empirical strategies for policy evaluation in the panel data literature -- including difference-in-differences (DID), synthetic control (SC) methods, and their variants -- rely on key identifying assumptions that can be expressed…

计量经济学 · 经济学 2025-11-11 Yiqi Liu

We argue that randomized controlled trials (RCTs) are special even among settings where average treatment effects are identified by a nonparametric unconfoundedness assumption. This claim follows from two results of Robins and Ritov (1997):…

统计方法学 · 统计学 2021-09-28 P. M. Aronow , James M. Robins , Theo Saarinen , Fredrik Sävje , Jasjeet Sekhon

We consider the identification of average treatment effects on the treated (ATT) in difference-in-differences (DiD) settings in the presence of endogenous sample selection. We first establish that the conventional DiD estimand generally…

计量经济学 · 经济学 2026-02-17 Gayani Rathnayake , Akanksha Negi , Otavio Bartalotti , Xueyan Zhao

Nonseparable panel models are important in a variety of economic settings, including discrete choice. This paper gives identification and estimation results for nonseparable models under time homogeneity conditions that are like "time is…

统计方法学 · 统计学 2018-01-08 Victor Chernozhukov , Ivan Fernandez-Val , Jinyong Hahn , Whitney Newey

Additive noise models (ANMs) are an important setting studied in causal inference. Most of the existing works on ANMs assume causal sufficiency, i.e., there are no unobserved confounders. This paper focuses on confounded ANMs, where a set…

统计方法学 · 统计学 2024-07-16 Muhammad Qasim Elahi , Mahsa Ghasemi , Murat Kocaoglu

We provide a simple distribution regression estimator for treatment effects in the difference-in-differences (DiD) design. Our procedure is particularly useful when the treatment effect differs across the distribution of the outcome…

计量经济学 · 经济学 2026-05-20 Iván Fernández-Val , Jonas Meier , Aico van Vuuren , Francis Vella