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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Propensity Score Matching – How do the mechanics lead to a different result than unmatched?

The gist of propensity score matching, as I understand it, is as follows: You want to estimate the average treatment effect (ATE) of a treatment on some outcome. However, if you simply calculate the ...
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45 views

Treatment interference (causal analysis)

I am doing research on students and their perception of their grades. Specifically, I want to do an experiment where students either (a) see their actual grades in a course (as a percentage) - the ...
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459 views

Proving equation 3.3.12 in Angrist Pischke Mostly Harmless Econometrics (inverse probability weighting formula for ATT effect)

On page 82 in Mostly Harmless Econometrics, there is a formula for the average treatment effect on the treatment, using propensity score, that is $$\tag{1} E(Y_{1i} - Y_{0i}\vert D_i =1) = E\bigg[\...
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Why do my boostrapped CI's (using boot.ci in R) not include the point estimate?

I'm interested in estimating an average treatment effect $$ \operatorname{ATE}\left(A', A''\right) = \mathbb{E}\left( Y\ |\ A'' \right) - \mathbb{E}\left( Y\ |\ A' \right) $$ with a generalized ...
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99 views

Theory behind Targeted Maximum Likelihood Estimation (TMLE)

There are many fine how-to articles describing how to implement TMLE but they avoid the details of the underlying theory. I'm currently working my way through Targeted Learning: Causal Inference for ...
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122 views

How can I calculate the power of my analysis with binary response data?

I have three groups with ~ 15 individuals per group. Group 1 gets a treatment Group 2 is a control in the same area Group 3 is a further control in a different area The response is binary, 1 or ...
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31 views

Applying Heterogeneous treatment effects to clinical research (non technical explanation)

I'm trying to understand the hype around this estimation of heterogeneous treatment effects in the machine learning literature lately. It seems super interesting, but alot of it is beyond me. I read ...
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1k views

Parallel trend assumption in difference-in-differences

I want to run a difference in difference model to evaluate the impact of a policy change using panel data with 30 individuals in the control group and 35 individuals in the treatment group. When ...
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510 views

Panel data regression on the effect of a treatment without control group

I have a panel data set. The dependent variable is a certain numerical score for each individual and time period. I have a number of independent variables that vary by individual, by time, or by both. ...
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70 views

How to deal with treatment effects that occurs multiple times at different time for each individual ID

I've been searching for a long time for this issue and couldn't find the proper answer so I post a question here. Here I put the data set example first. ...
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800 views

Which is the best approach? Difference in Difference with Heterogeneous Effects

I am interested in the performance of two competing approaches to estimate a treatment effect, for which one would expect heterogeneous effects. The point of origin is a treatment conducted from ...
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98 views

Family-wise error of dependent tests?

Say you have a drug of which you want to test wether it increases the number of immune cells in your blood. You divide your sample in two groups where one group receives the treatment and the other ...
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406 views

Heterogeneous Treatment Effects - How to test differences in the ATE?

I want to conduct a simple propensity score estimation where the treatment $D_i$ is a binary variable ($D_i=1$ individual $i$ participates in the labor market program, zero otherwise). I estimate the ...
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137 views

Do specification differences make a difference in difference-in-differences?

My question relates to the following post: How do I interpret a "difference-in-differences" model with continuous treatment? I am reproducing an equation from Acemoglu, Autor and Lyle (...
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88 views

Difference-in-differences model with time-fixed effects only

Assume that we have a panel data set with individuals' income (Y) over multiple years and a certain event (POST) in one year that is hypothesized to affect Y for a subgroup of these individuals (TREAT)...
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Comparing two difference-in-difference models when making the treatment group larger

I have a question regarding some potentially existing empirical tests in the difference-in-difference context. Assume that I have the usual setting of observing some hypothetical outcome for a ...
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24 views

Randomized Treatment within treated group

I don't know if this situation has a particular name. I'll just give the example and my question. Suppose we have two naturally concurring groups, $A$ and $B$. By that, I mean there is a naturalistic ...
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1answer
45 views

Is augmentation of treatment effect caused significantly by mediator?

I want to find out if the influence of potential mediator P on treatment effect D is significant. In the two models below $\beta_1$ and $\lambda_1$ are different and I don't know how to test if the ...
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406 views

Before and after effect with logistic regression, what method to use?

So I have a test subject A which consist of a binary variable 0 and 1. I want to see if this binary variable is decided by some independent variables (plus interactions) which are continuous, which in ...
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1answer
65 views

Estimating Equations for Treatment Model in Treatment Effects Estimation — How is this Equation Derived?

While reading the STATA 14 Treatment Effects Reference Manual (http://www.stata.com/manuals14/te.pdf), I'm having difficulty understanding how they arrive at the equation for the treatment model, that ...
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277 views

How to set sum contrasts for unbalanced factors

Let's say that I have a model where the response time depends on accuracy (0/1, coded either as categorical or numerical) and another categorical variable (pres: idem/diff), both interacting with the ...
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77 views

Repeated measures binomial effect confidence intervals

I have a repeated measures study design with two separate conditions in a memory task where one must recognize previously seen items in a list. The conditions are concrete vs. abstract. I'd like to ...
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314 views

Simulation setting for the average treatment effect on the treated (ATT)

I have a question about a simulation set up. Assume there are two groups (Z = 0 and Z = 1). The outcome for Z = 0 and Z = 1 are generated by the following equations: $Y_0 = \alpha_0 + \beta_{01}*{x_1}...
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300 views

Constructing the OLS standard error by hand to avoid regression

I am having trouble deriving the standard error of a simple regression estimator by hand. Stata code and output for a toy example using the cars dataset is below. The basic idea is that I have a ...
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161 views

Testing endogeneity against decision probability

I am working with a model where the literature suggests there is potential endogeneity between the dependent variable and the primary independent variable of interest (a binary treatment). However, ...
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1answer
180 views

Exploring effect of treatment on count data

I've collected data on animal visitation at four different points in time. The four time points represent the total animal visitations over a three day period, i.e. 3 days of monitoring at four ...
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How to interpret event study/diff in diff specification with continuous treatment?

Say you are running a diff in diff, where some treatment occured nationally at time t=0, and you use some continuous measure of pre-existing characteristics (or some continuous instrument) to capture '...
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1answer
35 views

Experimental Design---Definition of treatment

I am learning about Experimental Design and I am confused with an example: 'The following chart displays the burning times of flares of two different type of torch design. The engineers are ...
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1answer
54 views

Proper Average Treatment Effect estimators (and standard errors) for Generalized Linear Models with log link?

What is the proper formula for estimating the Average Treatment Effect with a simple main effects generalized linear model? My first pass at defining the Average Treatment Effect for a GLM with a log ...
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59 views

Why do estimates differ so much between Instrumental Variable (ivreg) vs 2SLS (lm)?

I am working with some messy pilot data to figure out whether Instrumental Variable analysis will help interpret the results of a randomized controlled trial I am preparing. Treatment compliance in ...
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128 views

How to measure Sales lift for a campaign without experimental design?

I want to be able to calculate Sales Lift for a campaign conducted but prior to campaign no control group was established. So, I cannot measure the impact on Sales because of campaign to treatment ...
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117 views

How are the Average treatment effects using Causal Trees (CT) and Causal Forest (CF) decision-trees estimated?

I have read the following paper: https://iopscience.iop.org/article/10.1088/1748-9326/aafa8f/pdf . The paper seem to be understandable, however, several questions I have got about causal trees. As I ...
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1answer
19 views

Bias in average treatment effect with least-squares when continous interaction terms

I hope someone can clarify this for me: When I am estimating treatment effects with a regression model, I can use interactions between the treatment indicator $W_i$ and covariates $X_i$ to model ...
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35 views

Best method to investigate treatment effect after creating a Matched control group using Gentic Matching (with replacement)?

Project background: I have data on patients who received varying amounts of therapy dose during treatment of stroke-induced paralysis. I wish to investigate if there are differences in motor-function ...
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1answer
33 views

Treatment evaluation: Measuring statistically / clinically significant change in level over time

I am conducting a treatment evaluation. I am using an interrupted time series design (generalised linear mixed model; 42 monthly measurements per patient [18 pre-treatment, 24 post-treatment). I have ...
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28 views

Treatment effect estimation: year is treatment

I want to estimate the effect of tax increase on the consumption at the regional level. I have 100 regions in pre-treatment period (year 2010) and the same regions in post-treatment period (year 2011)....
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35 views

Pursuing meaningful questions about pre- post- intervention outcome measures in single condition treatment

If you are not fortunate enough to have a control group and have a single condition only, what meaningful questions can you ask about the change in pre to post intervention scores? If ANOVA or ANCOVA ...
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1answer
16 views

chi squared to assess the effectiveness of a treatment?

this is probably a weird situation: I am an assistant in a course teaching research methodology, yet I can't quite come up with an answer that satisfies me... My students are drafting a mock research ...
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131 views

Stabilized propensity weights: intuition and ATT formula

The average treatment effect (ATE) of binary treatment T on outcome Y can be estimated using inverse propensity weights: \begin{equation}\nonumber \frac{\sum_{i=1}^{N}t_i\hat{\pi}_i^{-1}y_i}{\sum_{i=...
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56 views

Linear Regression: Calculating a treatment effect directly in regression vs. averaging potential outcomes

Suppose I have the following true model, where an individual $i$ at a particular point in time $t$ is either treated ($W=1)$ or untreated ($W=0$). The outcome for individual $i$ at time $t$ under ...
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1answer
148 views

Propensity score matching: bias adjustment

I'm using propensity score matching to match similar individuals. I.e., I first estimate a propensity score (the probability of treatment conditional on some set of variables) and then match on the ...
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0answers
25 views

Sample selection in difference-in-differences

I have a dependent variables with a significant amount of zeros (and the share of zeros is different between the control and treatment groups, and changes between the pre- and post-treatment periods). ...
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39 views

Treatment (equivalent to experimental groups) in Experiment as Fixed AND Random Effect in Mixed Model Linear Regression

I have data from a sociology experiment with three groups. Each group is equivalent with a different treatment for a subject (n=700). The treatment were surveys, differing in the amount of information ...
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78 views

Post dummy in multiple groups and time periods DiD estimation

I have a question regarding an answer of another question posted here. My dataset seems comparable and has different policy treatment timings for different firms. The answer outlines how to construct ...
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94 views

Performing a two-way ANOVA, I get a non significant Levene's and a significant interaction effect. What it the next step?

In the case described above, our Professor instructs as to interpret the simple effects by using MSwithin of the two-way ANOVA. In case the Levene's test is significant though, he instructs us to ...
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437 views

What distinct matching routines do exist?

In a seminar paper I'm discussing all possible matching routines. It turned out that there are quite many of them. Now I am looking for several answers: First, I discovered that some routines happen ...
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1k views

How to assess for balance of propensity score matching covariates in Stata?

I am comparing outcomes of a treated cohort (n=127) to a control cohort (n=732) using teffects propensity score matching in Stata. I did initial comparisons of baseline characteristics between the two ...
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525 views

Difference in difference model with multiple time periods and treatment/control pairs

I am trying to estimate a difference in difference model with 10 time periods (t=10) and many different plots of land, which are the unit of observation. Each plot of land which becomes treated at ...
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0answers
161 views

Interpreting DD estimates in terms of their economic magnitude

I'm currently doing the statistical part of my final thesis and I am having troubles with correctly interpreting my regressions results. The models I am using (with the plm package in R) are pretty ...
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40 views

Combing panel data with cross -section counter-factual?

I have a panel dataset of a treatment group with no control group panel. It has been proposed to me that I use cross-section from a a national survey, taken at baseline and same time as post-...