Questions tagged [treatment-effect]

A treatment effect is the causal effect of some "treatment" or policy intervention on an outcome variable. Such effects can be estimated with data from randomized or quasi experiments, and clinical trials or with observational data and methods for causal inference.

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14 views

Diff vs xtreg different results in Stata

I am trying to perform a DiD with three different methods. Here is an example of my dataset (the complete data is here), where "regime" is the treatment that starts in 2007 and goes until ...
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How to compare two groups with respect to the relative change in outcomes after treatment when there are two repeated measurements — pre/post test?

There are two groups of patients, say, young and old, and we want to determine whether these two groups of patients react differently to our treatment. Let $X$ be a continuous dependent variable, say, ...
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26 views

What does bias towards null and bias away from null mean?

I have been reading a tutorial on Information bias and misclassification bias here However, am not sure how do they compute the direction of bias? And which is best? Should we try to find our ...
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Advice on observational study data analysis

I am doing a fairly large observational study to estimate the treatment effect of a drug in a particular patient group. More specifically, I would like to compare the average age at death for patients ...
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29 views

What is the right test to measure *variance* across questions

I have two subsamples=treatments where I ask individuals to state their binary preferences ('Do you like this: Yes/No'). In two treatments choices are the same, but the amount of information varies, ...
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27 views

Treatment length in differences-in-differences

I have a question regarding how long the treatment has to be in a causal study? In my case I have a random shock that just occurred in one day for a treatment group (or just an event that exposed one ...
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33 views

Difference-in-Difference Multiple Independent Treatment Variables

I just started reading about difference-in-differences (DiD), and was wondering if it can be applied to my problem. I am unable to find any good references on this. I am considering the effect of ...
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15 views

Fixed effect OLS with normalized coefficients in R

I want to estimate the following fixed effects regression: $$ Y_i = \gamma_{m}+ \lambda_b + \delta_{gb}D_{igb}+\varepsilon_i, $$ where $\gamma_m$ is municipality fixed effect, $\lambda_b$ is birth ...
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Am I using the right test to to evaluate my treatment effect?

I have calculated a p-value (with this solution), for the percentage change from the control to treatment group (1 compared to 2, 3 compared to 4 etc.) below, for each level of ...
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How to analyze treatment efficacy for small dataset

I have baseline and post-treatment questionnaire data on behavioural treatment and control groups. Each group has less than 10 participants. I have missing data both on baseline and posttreatment ...
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180 views

Difference-in-Difference regression setup with multiple time frames

I want to set up a difference-in-difference regression in order to interpret the effect of ESG-activities on stock performance in different time-frames during 2020 and the COVID-19 pandemic. I set up ...
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Does this “transpose block bootstrap” make any sense?

Say we have the following data Say we are concerned with a linear regression model that is $\boldsymbol{y} = \alpha + \boldsymbol{d} \beta + \boldsymbol{u}$ and that we are interested in the ...
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Bias of difference-in-means estimator for experiments randomized using Bernoulli trials

Under potential outcomes framework (Neyman-Rubin causal model), it is straighforward to show that difference-in-means is an unbiased estimator of average treatment effect under completely randomized ...
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How to select best control series among many for comparion?

I want to analyse the effect of a treatment on certain individuals. To make it more clear, here is the context: There are a few individuals that are going to partake in a certain treatment soon There ...
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Should I centralize the covariates in a longitudinal mixed effects model with treatment-covariate interactions?

I have a randomized binary treatment $A$ assigned to individuals observed on outcome $Y$ on $m$ fixed measurement occasions $T$. There is a individual level covariate $X$ observed. Generally including ...
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29 views

The effect of the treatment on a coefficient (coefficient difference between treatment and control)

I have an experiment where my dependent variable is Choice. Choice is either 0 or ...
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What are advantages and disadvantages of bernoulli assignment/randomization?

This is good explanation for what is Bernoulli assignment is. For treatment assignment, what is the difference between Bernoulli assignment vs. completely randomized assignment? I am wondering, what ...
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Avg. treatment effect

I am a bit confused between calculating the treatment effect per category and the average treatment effect in the whole sample given the following table: $$\begin{array}{l|cc|cc} \hline \hline \text {...
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DiD by using a non-time dummy variable - Methodology Issue

I do have a theoretical question about a difference-in-difference (DiD) model I constructed in Stata. Construction: Over a monthly time span of 7 years I try to analyze the impact of investment-volume ...
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Is exact matching on discrete variables equivalent to a linear regression on the same variables with full interactions?

If we're using exact matching on a set of $k$ discrete variable categories in order to estimate an average treatment effect (ATE), as an equivalent solution could we simply run a linear regression ...
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29 views

The average treatment effect and the difference in means

Hi I have a question related to the treatment effect. Recently, I am reading literatures on treatment effect and have a question. In the literatures, we denote the counterfactual outcomes as $Y_1$ and ...
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27 views

Covariate for consistent estimation of treatment effect

I come across this sentence as I was reading journals: "to consistently estimate the treatment effect, any covariate X introduced must have equal expectations in treatment and control: E[X|Di= 1] =...
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65 views

difference-in-difference: Dynamic treatment group/timing

I want to use difference-in-difference (DiD) to estimate a treatment effect. However, my problem is a little different from the standard DiD application in that: The items in the treatment group may ...
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Time Treatment Effects Insignificant with Baseline Interaction - Linear Mixed Effects Model

I am running a linear mixed effects model in R. I am testing the effects of psychedelics on well-being. I have a time treatment effect (everyone took psychedelics in this cohort, there is no control). ...
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Literature Tips: Interaction Effects Typically Smaller than “Main Effects” (in econ/soc-sci)

I am looking for literature dealing broadly with the hunch pretty much everyone has in econ/social sciences: main effects of a treatment are typically larger than interaction effects. Of course, this ...
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Regression Model to obtain ATET

I'm working on a problem where I have two groups that both received a different treatment and one controlgroup. The total number of people in this experiment is 10,000 and the participants where ...
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Sample Inclusion Criteria for an Intent-To-Treat Analysis in an Encouragement Design With One-Sided Non-Compliance

This question is about how to define the sample in an Intent-To-Treat analysis of an experiment with balanced pre-assignment and an encouragement design. This is a bit different than the usual setting ...
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Invariance of average output given output maximization

Assume that here are two areas $a = {1,2}$ and that $(e_{i1},e_{i2})$ is IID Gumbel location 0 scale 1 for all $i$. Assume further that $$w_{i1} = \mu_1 + e_{i1} \\ w_{i2} = \mu_2 + e_{i2}$$ and that ...
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47 views

After using PSM to select a sample of treated and control subjects from a larger population: would I be estimating the ATE or ATT?

Suppose I use propensity score matching to select a sample of treatment and control subjects from a larger population for a follow-up survey. Assuming I matched subjects using the full range of p-...
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31 views

Bacon decomposition

I have a panel dataset in which treatment happens over time. I am using a two-way fixed effects model to estimate the effect of a dummy treatment variable. I am trying to check whether my DID ...
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83 views

Identifying assumptions of Difference-in-Difference versus Fixed Effects models

I am reading the seventh edition of Introductory Econometrics: A Modern Approach by Jeffrey Wooldridge and I am a bit confused on the different identifying assumptions for difference-in-difference ...
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56 views

Estimating LATE from RDD using OLS - Have I understood it correctly?

I am currently running a project using RDD in STATA where I am unable to use the handy "rdrobust" command, and hence have to use the conventional "regress" function instead, i.e., ...
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Control group within the country for national policy

I have a question about control group selection. I want to evaluate a private education suppression policy. The policy is that 70% of questions of a "national" university entrance test is ...
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Regression or statistical test for change in counts after a treatment

I am seeking suggestions for suitable regression or statistical tests to measure the effect of a treatment in counts (or proportions), when a control group is not available. Let's say an event takes ...
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How to calculate and interpret a marginal treatment effect (local instrumental variable)? (Intuition through simple example.)

I am working on the intuition behind local instrumental variables (LIV), also known as the marginal treatment effect (MTE), developed by Heckman & Vytlacil. I have worked some time on this and ...
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51 views

Estimating the Local Average Treatment Effect (LATE) and always-takers

I am new to statistics and am particularly interested in RCTs so this is a very basic question. If I have a program wherein 10% of my control group had access and used the treatment, how would that ...
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Panel data 'binary' treatment with multiple 'odd' start and end times

I am investigating the impact of a county-level policy on crime outcomes. I am using a two-way fixed effects estimator. My exposure (i.e., treatment) is a static binary variable. The binary treatment ...
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22 views

Regression coefficient for a logged dependent variable

I am running into a puzzling econometric issue. Here is my data set-up and the model: I am using a two way fixed effects model on a panel data of states. For regression results, I take natural log of ...
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Interaction variable or additional variable

I want to expand the following baseline model to investigate the effect of time: $$ price_{it} = \alpha + X_{it} + treat_{it} + \epsilon_{it} $$ My data is pooled cross section and I distinguish for 2 ...
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98 views

Should the treatment effect coefficient in a difference-in-difference model be consistent with graph trend?

I am running a difference-in-difference regression and the coefficient of the interaction term (treat*post) is negative, so I concluded that the effect of the treatment was negative on the outcome ...
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Why is BART so good?

It seems that BART (bayesian additive regresssion trees) is a very widely and successfully used method for causal inference. However this method was designed as a predictive method and does not ...
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Bimodal posterior of ATE predicted via Bayesias Additive Regression Trees

I am using BART to estimate the ATE on a large (10k obs x 224 p) dataset with a binomial outcome. In short, I first model the risk of the outcome $Y$ given the $(Z,X)$ covariates, then, for a chosen ...
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283 views

Propensity score matching and unbalanced co-variables in IPWT

When using propensity score (PS) for calculating inverse probability weighting (IPW) in an average treatment effect (ATE) approach, is it valid to remove from the PS those co-variables that remain ...
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Implementations for Conditional Average Treatment Effects that can be trained incrementally

I am currently working on a very large dataset (billions of rows) of A/B test data and want to implement some methods to estimate conditional average treatment effects. I basically need a forecast ...
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Cluster issues for treatment effects analysis

I'm doing a Difference in Differences exercises on 32 regions within a country to test for the effect of a policy intervention. However, only 1 of those regions has been subject to the intervention; ...
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141 views

Transforming Heterogeneous Treatment Effect Models (in EconML) into Average Treatment Effect Model (from DoWhy)

This question relates to the steps one would need to take in order to reproduce an answer from the DoWhy tutorial, using the EconML library code for heterogeneous causal effects. In DoWhy, there is ...
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65 views

Is Bayesian estimation useful for causal analyses?

Is Bayesian estimation useful for causal analyses? For analyses like randomized experiments or even observational studies of natural experiments, we want unbiased estimators of the causal effect (...
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90 views

Causal inference for multiple treatments with an observed set of properties

Note: I have rewritten this question quite a lot, because pzivich's answer made me realize that I had not formulated it accurately enough . In order to give the original context of pzivich's answer, I ...
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How to calculate Cohen's d between multilevel model predictions at two points in the domain?

I would like to get a Cohen's d between model predictions at different points in the domain of a mixed effects model. I have model predictions and I have bootstrapped standard errors. I mention the ...
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Average treatment effect from matrix of individual posterior distributions

I'm trying to estimate the average treatment effect of an intervention using the potential outcomes framework in a classification problem. The analysis uses machine learning to learn $\hat{y} = f(Y, X,...

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