Local average and quantile treatment effects under endogeneity: A review
M Huber, K Wüthrich - Journal of Econometric Methods, 2019 - degruyter.com
This paper provides a review of methodological advancements in the evaluation of
heterogeneous treatment effect models based on instrumental variable (IV) methods. We …
heterogeneous treatment effect models based on instrumental variable (IV) methods. We …
Exploring marginal treatment effects: Flexible estimation using Stata
ME Andresen - The Stata Journal, 2018 - journals.sagepub.com
In settings that exhibit selection on both levels and gains, marginal treatment effects (MTE)
allow us to go beyond local average treatment effects and estimate the whole distribution of …
allow us to go beyond local average treatment effects and estimate the whole distribution of …
Estimation and inference for distribution functions and quantile functions in treatment effect models
We propose inverse probability weighted estimators for the distribution functions of the
potential outcomes under the unconfoundedness assumption and apply the inverse …
potential outcomes under the unconfoundedness assumption and apply the inverse …
Quasi-oracle estimation of heterogeneous treatment effects
Flexible estimation of heterogeneous treatment effects lies at the heart of many statistical
applications, such as personalized medicine and optimal resource allocation. In this article …
applications, such as personalized medicine and optimal resource allocation. In this article …
[PDF][PDF] Statistical inference for treatment assignment policies
Y Rai - Unpublished Manuscript, 2018 - econ.cuhk.edu.hk
In this paper, I study the statistical inference problem for treatment assignment policies. In
typical applications, individuals with different characteristics are expected to differ in their …
typical applications, individuals with different characteristics are expected to differ in their …
Conservative inference for counterfactuals
In causal inference, the joint law of a set of counterfactual random variables is generally not
identified. We show that a conservative version of the joint law-corresponding to the smallest …
identified. We show that a conservative version of the joint law-corresponding to the smallest …
Estimating heterogeneous treatment effects for general responses
Z Gao, T Hastie - arXiv preprint arXiv:2103.04277, 2021 - arxiv.org
Heterogeneous treatment effect models allow us to compare treatments at subgroup and
individual levels, and are of increasing popularity in applications like personalized medicine …
individual levels, and are of increasing popularity in applications like personalized medicine …
The triangular model with random coefficients
The triangular model is a very popular way to allow for causal inference in the presence of
endogeneity. In this model, an outcome is determined by an endogenous regressor, which …
endogeneity. In this model, an outcome is determined by an endogenous regressor, which …
Data-driven estimation of heterogeneous treatment effects
Estimating how a treatment affects different individuals, known as heterogeneous treatment
effect estimation, is an important problem in empirical sciences. In the last few years, there …
effect estimation, is an important problem in empirical sciences. In the last few years, there …
[PDF][PDF] Dynamic covariate balancing: estimating treatment effects over time
This paper discusses the problem of estimation and inference on the effects of time-varying
treatment. We propose a method for inference on the effects treatment histories, introducing …
treatment. We propose a method for inference on the effects treatment histories, introducing …