A joint modeling approach to treatment effects estimation with unmeasured confounders
存在未测量混杂时处理效应估计的联合建模方法AI 解读 ↓
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存在未测量混杂时处理效应估计的联合建模方法AI 解读 ↓
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Estimating treatment effects using observation data often relies on the assumption of no unmeasured confounders. However, unmeasured confounding variables may exist in many real-world problems. It can lead to a biased estimation without incorporating the unmeasured confounding effect. To address this problem, this paper proposes a new mixed-effects joint modeling approach to identifying and estimating the OR function and the PS function in the presence of unmeasured confounders in longitudinal data settings. As a result, we can obtain the estimators of the average treatment effect and heterogeneous treatment effects. In our proposed setting, we allow interaction effects of the treatment and unmeasured confounders on the outcome. Moreover, we propose a new Laplacian-variant EM algorithm to estimate the parameters in the joint models. We apply the method to a real-world application from the CitieS-Health Barcelona Panel Study, in which we study the effect of short-term air pollution exposure on mental health.
伪面板事件研究:可信应用的计量经济学基础
Event studies with panel data are widely used to estimate treatment effects. With repeated cross-sections, future treatment dates are unobserved for untreated individuals. Pseudo-panel event studies impute pre-treatment outcomes of the treated using matched untreated individuals. This paper establishes identification in such designs and characterizes bias when identification conditions fail. I show that the pseudo-panel regression is equivalent to weighted least squares with…
异质性面板数据模型的估计及其在项目评估中的应用
This article studies panel data models with two-dimensional unobserved slope heterogeneity and interactive fixed effects. We propose a two-step approach to estimate the parameters in the model. We apply the proposed model to estimate heterogeneous treatment effects at both individual and aggregate levels. Monte Carlo simulations show that the proposed estimators perform remarkably well in finite samples in comparison with some existing methods such as the synthetic control…
本地收益大、净收益小:波多黎各首次行业进入的直接与溢出效应
I study how first sizable industry entries reshape local and neighboring labor markets in Puerto Rico. Using over a decade of quarterly municipality--industry data (2014Q1--2025Q1), I identify ``first sizable entries'' as large, persistent jumps in establishments, covered employment, and wage bill, and treat these as shocks to local industry presence at the municipio--industry level. Methodologically, I combine staggered-adoption difference-in-differences estimators that are…
条件张量扩散:分布式反事实学习与推断
Causal inference guides operational and managerial decisions but remains challenging in high-dimensional panel or tensor settings, where decisions may depend on the joint conditional distribution of missing control outcomes. We develop \emph{Counterfactual Tucker Diffusion} (\CFTDiff), which integrates the treatment mask and latent Tucker structure into conditional diffusion to recover this distribution given observed control outcomes through efficient nonlinear score…
测地线双重差分
Summary Difference-in-differences (DID) is a widely used quasi-experimental design for causal inference, traditionally applied to scalar or Euclidean outcomes, while extensions to outcomes residing in non-Euclidean spaces remain limited. Existing methods for such outcomes have primarily focused on univariate distributions, leveraging linear operations in the space of quantile functions, but these approaches cannot be directly extended to outcomes in general metric spaces. In…
高维混杂下纵向数据的异质性分位数处理效应估计(第二版)
Causal inference plays a fundamental role in various real-world applications. However, in the motivating non-small cell lung cancer (NSCLC) study, it is challenging to estimate the treatment effect of chemotherapy on circulating tumor DNA (ctDNA). First, the heterogeneous treatment effects vary across patient subgroups defined by baseline characteristics. Second, there exists a broad set of demographic, clinical and molecular variables act as potential confounders. Third,…