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大面板中的简洁、无需特定参数设定的因果推断AI 解读

We propose a simple and transparent approach to causal inference using panel data with a large number of units and periods. Instead of imposing a particular parametric specification on the untreated potential outcomes, we assume they follow a nonparametric nonseparable factor model. We use long pre-treatment outcome histories to construct a measure of similarity between the latent factors of different units. Using this measure, we impute missing counterfactual means and…

非可分面板数据模型中结构与因果效应的线性估计AI 解读

This paper develops linear estimators for structural and causal parameters of nonseparable models using panel data. These models incorporate unobserved, time-varying, individual heterogeneity, which may be correlated with the regressors. Estimation is based on an approximation of a conditional average potential outcome by a linear sieve specification with individual-specific parameters. Effects of interest are estimated by a bias corrected average of individual ridge…

基于双重差分的因果持续时间分析AI 解读

In economic program evaluation, it is common to obtain panel data in which outcomes are indicators that an individual has reached an absorbing state. For example, they may indicate whether an individual has exited a period of unemployment, passed an exam, left a marriage, or had their parole revoked. The parallel trends assumption that underpins difference-in-differences generally fails in such settings. We suggest identifying conditions similar to those of…

利用共单调性外推断点回归中的因果效应AI 解读

We present a novel approach for extrapolating causal effects away from the margin between treatment and non-treatment in sharp regression discontinuity designs with multiple covariates. Our methods apply both to settings in which treatment is a function of multiple observables and settings in which treatment is determined based on a single running variable. Our key identifying assumption is that conditional average treated and untreated potential outcomes are comonotonic:…

利用三重代理变量控制潜在混杂AI 解读

We present new results for nonparametric identification of causal effects using noisy proxies for unobserved confounders. Our approach builds on the results of \citet{Hu2008} who tackle the problem of general measurement error. We call this the `triple proxy' approach because it requires three proxies that are jointly independent conditional on unobservables. We consider three different choices for the third proxy: it may be an outcome, a vector of treatments, or a…

大量代理控制变量AI 解读

A recent literature considers causal inference using noisy proxies for unobserved confounding factors. The proxies are divided into two sets that are independent conditional on the confounders. One set of proxies are `negative control treatments' and the other are `negative control outcomes'. Existing work applies to low-dimensional settings with a fixed number of proxies and confounders. In this work we consider linear models with many proxy controls and possibly many…