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We revisit the classical causal inference problem of estimating the average treatment effect in the presence of fully observed confounding variables using two-stage semiparametric methods. In existing theoretical studies of methods such as…

统计方法学 · 统计学 2022-05-23 Steve Yadlowsky

This paper introduces the Difference-in-Differences Bayesian Causal Forest (DiD-BCF), a novel non-parametric model addressing key challenges in DiD estimation, such as staggered adoption and heterogeneous treatment effects. DiD-BCF provides…

统计方法学 · 统计学 2025-06-10 Hugo Gobato Souto , Francisco Louzada Neto

This paper provides a set of methods for quantifying the robustness of treatment effects estimated using the unconfoundedness assumption (also known as selection on observables or conditional independence). Specifically, we estimate and do…

计量经济学 · 经济学 2021-01-01 Matthew A. Masten , Alexandre Poirier , Linqi Zhang

The machine learning toolbox for estimation of heterogeneous treatment effects from observational data is expanding rapidly, yet many of its algorithms have been evaluated only on a very limited set of semi-synthetic benchmark datasets. In…

机器学习 · 计算机科学 2021-07-29 Alicia Curth , Mihaela van der Schaar

Unmeasured confounding is a threat to causal inference in observational studies. In recent years, use of negative controls to mitigate unmeasured confounding has gained increasing recognition and popularity. Negative controls have a…

统计方法学 · 统计学 2019-09-05 Xu Shi , Wang Miao , Jennifer C. Nelson , Eric J. Tchetgen Tchetgen

Difference-in-differences (DiD) is one of the most popular approaches for empirical research in economics, political science, and beyond. Identification in these models is based on the conditional parallel trends assumption: In the absence…

计量经济学 · 经济学 2025-10-13 Philipp Bach , Sven Klaassen , Jannis Kueck , Mara Mattes , Martin Spindler

We develop new econometric methods for estimation and inference in high-dimensional panel data models with interactive fixed effects. Our approach can be regarded as a non-trivial extension of the very popular common correlated effects…

计量经济学 · 经济学 2025-08-11 Maximilian Ruecker , Michael Vogt , Oliver Linton , Christopher Walsh

We develop a data-driven information-theoretic framework for sharp partial identification of causal effects under unmeasured confounding. Existing approaches often rely on restrictive assumptions, such as bounded or discrete outcomes;…

机器学习 · 统计学 2026-02-24 Yonghan Jung , Bogyeong Kang

In observational studies, potential unobserved confounding is a major barrier in isolating the average causal effect (ACE). In these scenarios, two main approaches are often used: confounder adjustment for causality (CAC) and instrumental…

统计方法学 · 统计学 2024-11-26 Roy S. Zawadzki , Daniel L. Gillen

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

Intercurrent events, common in clinical trials and observational studies, affect the existence or interpretation of final outcomes. Principal stratification addresses this challenge by defining local average treatment effect estimands…

统计方法学 · 统计学 2025-09-22 Jiaqi Tong , Brennan Kahan , Michael O. Harhay , Fan Li

In observational studies, treatments are typically not randomized and therefore estimated treatment effects may be subject to confounding bias. The instrumental variable (IV) design plays the role of a quasi-experimental handle since the IV…

统计方法学 · 统计学 2016-08-30 Lan Liu , Wang Miao , Baoluo Sun , James Robins , Eric Tchetgen Tchetgen

This paper develops a nonparametric model that represents how sequences of outcomes and treatment choices influence one another in a dynamic manner. In this setting, we are interested in identifying the average outcome for individuals in…

计量经济学 · 经济学 2019-01-16 Sukjin Han

This paper generalizes the changes-in-changes (CIC) model to handle discrete treatments with more than two categories, extending the binary case of Athey and Imbens (2006). While the original CIC model is well-suited for binary treatments,…

计量经济学 · 经济学 2024-11-05 Onil Boussim

This paper considers the practically important case of nonparametrically estimating heterogeneous average treatment effects that vary with a limited number of discrete and continuous covariates in a selection-on-observables framework where…

计量经济学 · 经济学 2019-08-26 Michael Zimmert , Michael Lechner

We introduce a new method for estimating the mean of an outcome variable within groups when researchers only observe the average of the outcome and group indicators across a set of aggregation units, such as geographical areas. Existing…

统计方法学 · 统计学 2026-05-01 Cory McCartan , Shiro Kuriwaki

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

The difference-in-differences (DID) method identifies the average treatment effects on the treated (ATT) under mainly the so-called parallel trends (PT) assumption. The most common and widely used approach to justify the PT assumption is…

计量经济学 · 经济学 2023-08-23 Kyunghoon Ban , Désiré Kédagni

We consider estimation and inference on average treatment effects under unconfoundedness conditional on the realizations of the treatment variable and covariates. Given nonparametric smoothness and/or shape restrictions on the conditional…

应用统计 · 统计学 2022-10-04 Timothy B. Armstrong , Michal Kolesár

We propose nonparametric identification and semiparametric estimation of joint potential outcome distributions in the presence of confounding. First, in settings with observed confounding, we derive tighter, covariate-informed bounds on the…

统计方法学 · 统计学 2026-02-19 Jianle Sun , Kun Zhang