Identification of Average Treatment Effects in Nonparametric Panel Models

Fuente: arXiv
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Hauptverfasser: Athey, Susan, Imbens, Guido
Format: Preprint
Veröffentlicht: 2025
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author Athey, Susan
Imbens, Guido
author_facet Athey, Susan
Imbens, Guido
contents This paper studies identification of average treatment effects in a panel data setting. It introduces a novel nonparametric factor model and proves identification of average treatment effects. The identification proof is based on the introduction of a consistent estimator. Underlying the proof is a result that there is a consistent estimator for the expected outcome in the absence of the treatment for each unit and time period; this result can be applied more broadly, for example in problems of decompositions of group-level differences in outcomes, such as the much-studied gender wage gap.
format Preprint
id arxiv_https___arxiv_org_abs_2503_19873
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Identification of Average Treatment Effects in Nonparametric Panel Models
Athey, Susan
Imbens, Guido
Econometrics
Machine Learning
Methodology
This paper studies identification of average treatment effects in a panel data setting. It introduces a novel nonparametric factor model and proves identification of average treatment effects. The identification proof is based on the introduction of a consistent estimator. Underlying the proof is a result that there is a consistent estimator for the expected outcome in the absence of the treatment for each unit and time period; this result can be applied more broadly, for example in problems of decompositions of group-level differences in outcomes, such as the much-studied gender wage gap.
title Identification of Average Treatment Effects in Nonparametric Panel Models
topic Econometrics
Machine Learning
Methodology
url https://arxiv.org/abs/2503.19873