Effect or treatment heterogeneity? Policy evaluation with aggregated and disaggregated treatments

P Heiler, MC Knaus - arXiv preprint arXiv:2110.01427, 2021 - arxiv.org
Binary treatments are often ex-post aggregates of multiple treatments or can be
disaggregated into multiple treatment versions. Thus, effects can be heterogeneous due to …

Efficient covariate balancing for the local average treatment effect

P Heiler - Journal of Business & Economic Statistics, 2022 - Taylor & Francis
This article develops an empirical balancing approach for the estimation of treatment effects
under two-sided noncompliance using a binary instrumental variable. The method weighs …

Doubly robust estimators with weak overlap

Y Ma, PHC Sant'Anna, Y Sasaki, T Ura - arXiv preprint arXiv:2304.08974, 2023 - arxiv.org
In this paper, we derive a new class of doubly robust estimators for treatment effect
estimands that is also robust against weak covariate overlap. Our proposed estimator relies …

Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect

T Słoczyński, SD Uysal… - Journal of Business & …, 2024 - Taylor & Francis
Recent research has demonstrated the importance of flexibly controlling for covariates in
instrumental variables estimation. In this article we study the finite sample and asymptotic …

Causal effect estimation after propensity score trimming with continuous treatments

Z Branson, EH Kennedy, S Balakrishnan… - arXiv preprint arXiv …, 2023 - arxiv.org
Most works in causal inference focus on binary treatments where one estimates a single
treatment-versus-control effect. When treatment is continuous, one must estimate a curve …

Estimation and inference for moments of ratios with robustness against large trimming bias

Y Sasaki, T Ura - Econometric Theory, 2022 - cambridge.org
Researchers often trim observations with small values of the denominator A when they
estimate moments of the form. Large trimming is common in practice to reduce variance, but …

On uniform inference in nonlinear models with endogeneity

S Khan, D Nekipelov - Journal of Econometrics, 2022 - Elsevier
This paper explores the uniformity of inference for parameters of interest in nonlinear
econometric models with endogeneity. Here the notion of uniformity arises because the …

Testing limited overlap

X Ma, Y Sasaki, Y Wang - Econometric Theory, 2022 - cambridge.org
Extreme propensity scores arise in observational studies when treated and control units
have very different characteristics. This is commonly referred to as limited overlap. In this …

A Guide to Impact Evaluation under Sample Selection and Missing Data: Teacher's Aides and Adolescent Mental Health

SC Andersen, L Beuchert, P Heiler… - arXiv preprint arXiv …, 2023 - arxiv.org
This paper is concerned with identification, estimation, and specification testing in causal
evaluation problems when data is selective and/or missing. We leverage recent advances in …

[HTML][HTML] Heterogeneous treatment effect bounds under sample selection with an application to the effects of social media on political polarization

P Heiler - Journal of Econometrics, 2024 - Elsevier
We propose a method for estimation and inference for bounds for heterogeneous causal
effect parameters in general sample selection models where the treatment can affect …