Search Results for author: Guido Imbens

Found 22 papers, 6 papers with code

Recursive Partitioning for Heterogeneous Causal Effects

1 code implementation5 Apr 2015 Susan Athey, Guido Imbens

The challenge is that the "ground truth" for a causal effect is not observed for any individual unit: we observe the unit with the treatment, or without the treatment, but not both at the same time.

Re-Ranking

Estimating Treatment Effects using Multiple Surrogates: The Role of the Surrogate Score and the Surrogate Index

no code implementations30 Mar 2016 Susan Athey, Raj Chetty, Guido Imbens, Hyunseung Kang

We focus primarily on a setting with two samples, an experimental sample containing data about the treatment indicator and the surrogates and an observational sample containing information about the surrogates and the primary outcome.

Causal Inference

Optimized Regression Discontinuity Designs

1 code implementation4 May 2017 Guido Imbens, Stefan Wager

The increasing popularity of regression discontinuity methods for causal inference in observational studies has led to a proliferation of different estimating strategies, most of which involve first fitting non-parametric regression models on both sides of a treatment assignment boundary and then reporting plug-in estimates for the effect of interest.

Methodology

Matrix Completion Methods for Causal Panel Data Models

2 code implementations27 Oct 2017 Susan Athey, Mohsen Bayati, Nikolay Doudchenko, Guido Imbens, Khashayar Khosravi

In this paper we study methods for estimating causal effects in settings with panel data, where some units are exposed to a treatment during some periods and the goal is estimating counterfactual (untreated) outcomes for the treated unit/period combinations.

Statistics Theory Econometrics Statistics Theory

Estimation Considerations in Contextual Bandits

no code implementations19 Nov 2017 Maria Dimakopoulou, Zhengyuan Zhou, Susan Athey, Guido Imbens

We develop parametric and non-parametric contextual bandits that integrate balancing methods from the causal inference literature in their estimation to make it less prone to problems of estimation bias.

Causal Inference Econometrics +1

Fixed Effects and the Generalized Mundlak Estimator

no code implementations5 Jul 2018 Dmitry Arkhangelsky, Guido Imbens

We develop a new approach for estimating average treatment effects in observational studies with unobserved group-level heterogeneity.

regression

Design-based Analysis in Difference-In-Differences Settings with Staggered Adoption

no code implementations15 Aug 2018 Susan Athey, Guido Imbens

In this paper we study estimation of and inference for average treatment effects in a setting with panel data.

Balanced Linear Contextual Bandits

no code implementations15 Dec 2018 Maria Dimakopoulou, Zhengyuan Zhou, Susan Athey, Guido Imbens

Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult estimation problems along the path of learning.

Causal Inference Multi-Armed Bandits

Ensemble Methods for Causal Effects in Panel Data Settings

no code implementations24 Mar 2019 Susan Athey, Mohsen Bayati, Guido Imbens, Zhaonan Qu

This paper studies a panel data setting where the goal is to estimate causal effects of an intervention by predicting the counterfactual values of outcomes for treated units, had they not received the treatment.

counterfactual Matrix Completion +1

Machine Learning Methods Economists Should Know About

no code implementations24 Mar 2019 Susan Athey, Guido Imbens

We discuss the relevance of the recent Machine Learning (ML) literature for economics and econometrics.

BIG-bench Machine Learning Causal Inference +3

Using Wasserstein Generative Adversial Networks for the Design of Monte Carlo Simulations

2 code implementations5 Sep 2019 Susan Athey, Guido Imbens, Jonas Metzger, Evan Munro

We discuss the use of Wasserstein Generative Adversarial Networks (WGANs) as a method for systematically generating artificial data that mimic closely any given real data set without the researcher having many degrees of freedom.

Econometrics Methodology

Optimal Experimental Design for Staggered Rollouts

1 code implementation9 Nov 2019 Ruoxuan Xiong, Susan Athey, Mohsen Bayati, Guido Imbens

Next, we study an adaptive experimental design problem, where both the decision to continue the experiment and treatment assignment decisions are updated after each period's data is collected.

Decision Making Experimental Design +1

Bayesian Meta-Prior Learning Using Empirical Bayes

no code implementations4 Feb 2020 Sareh Nabi, Houssam Nassif, Joseph Hong, Hamed Mamani, Guido Imbens

Our Empirical Bayes method clamps features in each group together and uses the deployed model's observed data to empirically compute a hierarchical prior in hindsight.

Combinatorial Optimization Management

A Design-Based Perspective on Synthetic Control Methods

no code implementations23 Jan 2021 Lea Bottmer, Guido Imbens, Jann Spiess, Merrill Warnick

Since their introduction in Abadie and Gardeazabal (2003), Synthetic Control (SC) methods have quickly become one of the leading methods for estimating causal effects in observational studies in settings with panel data.

Covariate Balancing Sensitivity Analysis for Extrapolating Randomized Trials across Locations

no code implementations9 Dec 2021 Xinkun Nie, Guido Imbens, Stefan Wager

The ability to generalize experimental results from randomized control trials (RCTs) across locations is crucial for informing policy decisions in targeted regions.

Long-term Causal Inference Under Persistent Confounding via Data Combination

no code implementations15 Feb 2022 Guido Imbens, Nathan Kallus, Xiaojie Mao, Yuhao Wang

In this paper, we uniquely tackle the challenge of persistent unmeasured confounders, i. e., some unmeasured confounders that can simultaneously affect the treatment, short-term outcomes and the long-term outcome, noting that they invalidate identification strategies in previous literature.

Causal Inference

Synthetic Difference In Differences Estimation

no code implementations27 Jan 2023 Damian Clarke, Daniel Pailañir, Susan Athey, Guido Imbens

In this paper, we describe a computational implementation of the Synthetic difference-in-differences (SDID) estimator of Arkhangelsky et al. (2021) for Stata.

Double and Single Descent in Causal Inference with an Application to High-Dimensional Synthetic Control

1 code implementation NeurIPS 2023 Jann Spiess, Guido Imbens, Amar Venugopal

Motivated by a recent literature on the double-descent phenomenon in machine learning, we consider highly over-parameterized models in causal inference, including synthetic control with many control units.

Causal Inference Imputation

Estimating the Value of Evidence-Based Decision Making

no code implementations21 Jun 2023 Alberto Abadie, Anish Agarwal, Guido Imbens, Siwei Jia, James McQueen, Serguei Stepaniants

Business/policy decisions are often based on evidence from randomized experiments and observational studies.

Decision Making

Causal clustering: design of cluster experiments under network interference

no code implementations23 Oct 2023 Davide Viviano, Lihua Lei, Guido Imbens, Brian Karrer, Okke Schrijvers, Liang Shi

This paper studies the design of cluster experiments to estimate the global treatment effect in the presence of network spillovers.

Clustering

Causal Models for Longitudinal and Panel Data: A Survey

no code implementations26 Nov 2023 Dmitry Arkhangelsky, Guido Imbens

This recent literature has focused on credibly estimating causal effects of binary interventions in settings with longitudinal data, with an emphasis on practical advice for empirical researchers.

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