中文
相关论文

相关论文: Identification and Estimation in Fuzzy Regression …

200 篇论文

We study identification and estimation in the Regression Discontinuity Design (RDD) with a multivalued treatment variable. We also allow for the inclusion of covariates. We show that without additional information, treatment effects are not…

计量经济学 · 经济学 2020-07-02 Carolina Caetano , Gregorio Caetano , Juan Carlos Escanciano

In theory, two-stage least squares (TSLS) identifies a weighted average of covariate-specific local average treatment effects (LATEs) from a saturated specification, without making parametric assumptions on how available covariates enter…

计量经济学 · 经济学 2024-12-03 Tom Boot , Didier Nibbering

Plausible identification of conditional average treatment effects (CATEs) may rely on controlling for a large number of variables to account for confounding factors. In these high-dimensional settings, estimation of the CATE requires…

计量经济学 · 经济学 2023-01-18 Adam Baybutt , Manu Navjeevan

We consider Targeted Maximum Likelihood Estimation (TMLE) of weighted average treatment effects (WATEs), a class of causal estimands that reweight the covariate distribution using a specified function of the propensity score. This class…

统计理论 · 数学 2026-04-02 Yang Liu , Patrick Lopatto , Ivana Malenica

The regression discontinuity design (RDD) is a quasi-experimental design that can be used to identify and estimate the causal effect of a treatment using observational data. In an RDD, a pre-specified rule is used for treatment assignment,…

统计方法学 · 统计学 2016-01-05 Panayiota Constantinou , Aidan G. O'Keeffe

This paper develops a performant Bayesian approach to conditional average treatment effect (CATE) estimation in regression discontinuity designs (RDD), an increasingly prevalent form of quasi-experiment that facilitates causal inference.…

统计方法学 · 统计学 2026-05-18 Rafael Alcantara , P. Richard Hahn , Hedibert F. Lopes

The conditional average treatment effect (CATE) is the best measure of individual causal effects given baseline covariates. However, the CATE only captures the (conditional) average, and can overlook risks and tail events, which are…

机器学习 · 统计学 2025-06-05 Nathan Kallus , Miruna Oprescu

Numerous empirical studies employ regression discontinuity designs with multiple cutoffs and heterogeneous treatments. A common practice is to normalize all the cutoffs to zero and estimate one effect. This procedure identifies the average…

计量经济学 · 经济学 2021-01-06 Marinho Bertanha

It is important to estimate the local average treatment effect (LATE) when compliance with a treatment assignment is incomplete. The previously proposed methods for LATE estimation required all relevant variables to be jointly observed in a…

机器学习 · 统计学 2022-03-22 Kazuhiko Shinoda , Takahiro Hoshino

The conditional tail average treatment effect (CTATE) is defined as a difference between the conditional tail expectations of potential outcomes, which can capture heterogeneity and deliver aggregated local information on treatment effects…

应用统计 · 统计学 2024-05-21 Le-Yu Chen , Yu-Min Yen

This paper provides estimation and inference methods for a conditional average treatment effects (CATE) characterized by a high-dimensional parameter in both homogeneous cross-sectional and unit-heterogeneous dynamic panel data settings. In…

机器学习 · 统计学 2022-12-13 Vira Semenova , Matt Goldman , Victor Chernozhukov , Matt Taddy

We consider the problem of variance reduction in randomized controlled trials, through the use of covariates correlated with the outcome but independent of the treatment. We propose a machine learning regression-adjusted treatment effect…

机器学习 · 统计学 2022-01-07 Yongyi Guo , Dominic Coey , Mikael Konutgan , Wenting Li , Chris Schoener , Matt Goldman

Replicating causal estimates across different cohorts is crucial for increasing the integrity of epidemiological studies. However, strong assumptions regarding unmeasured confounding and effect modification often hinder this goal. By…

统计方法学 · 统计学 2024-09-23 Roy S. Zawadzki , Daniel L. Gillen

Understanding causal heterogeneous treatment effects based on pretreatment covariates is a crucial aspect of empirical work. Building on Calonico, Cattaneo, Farrell, Palomba, and Titiunik (2025), this article discusses the software package…

计量经济学 · 经济学 2025-07-03 Sebastian Calonico , Matias D. Cattaneo , Max H. Farrell , Filippo Palomba , Rocio Titiunik

We revisit the problem of estimating the local average treatment effect (LATE) and the local average treatment effect on the treated (LATT) when control variables are available, either to render the instrumental variable (IV) suitably…

计量经济学 · 经济学 2022-11-16 Tymon Słoczyński , S. Derya Uysal , Jeffrey M. Wooldridge

In stepped wedge cluster randomized trials (SW-CRTs), observations collected under the control condition are, on average, from an earlier time than observations collected under the intervention condition. In a cohort design, participants…

统计方法学 · 统计学 2023-02-23 Jale Basten , Katja Ickstadt , Nina Timmesfeld

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

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

When using the propensity score method to estimate the treatment effects, it is important to select the covariates to be included in the propensity score model. The inclusion of covariates unrelated to the outcome in the propensity score…

统计方法学 · 统计学 2024-02-29 Takehiro Shoji , Jun Tsuchida , Hiroshi Yadohisa

Regression discontinuity designs are frequently used to estimate the causal effect of election outcomes and policy interventions. In these contexts, treatment effects are typically estimated with covariates included to improve efficiency.…

应用统计 · 统计学 2020-05-06 L. Jason Anastasopoulos
‹ 上一页 1 2 3 10 下一页 ›