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 …

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 …

Estimation and inference for distribution functions and quantile functions in treatment effect models

SG Donald, YC Hsu - Journal of Econometrics, 2014 - Elsevier
We propose inverse probability weighted estimators for the distribution functions of the
potential outcomes under the unconfoundedness assumption and apply the inverse …

Quasi-oracle estimation of heterogeneous treatment effects

X Nie, S Wager - Biometrika, 2021 - academic.oup.com
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 …

[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Y Rai - Unpublished Manuscript, 2018 - econ.cuhk.edu.hk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 …

Conservative inference for counterfactuals

S Balakrishnan, E Kennedy, L Wasserman - arXiv preprint arXiv …, 2023 - arxiv.org
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 …

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 …

The triangular model with random coefficients

S Hoderlein, H Holzmann, A Meister - Journal of econometrics, 2017 - Elsevier
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 …

Data-driven estimation of heterogeneous treatment effects

C Tran, K Burghardt, K Lerman, E Zheleva - arXiv preprint arXiv …, 2023 - arxiv.org
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 …

[PDF][PDF] Dynamic covariate balancing: estimating treatment effects over time

D Viviano, J Bradic - arXiv preprint …, 2021 - congress-files.s3.amazonaws.com
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 …