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Semiparametric Estimation of Long-Term Treatment Effects

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arxiv 2107.14405 v5 pith:42O74IXC submitted 2021-07-30 econ.EM math.STstat.TH

classification econ.EMmath.STstat.TH
keywords long-termeffectsoutcomessemiparametricestimatorsshort-termtreatmentalleviation
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Long-term outcomes of experimental evaluations are necessarily observed after long delays. We develop semiparametric methods for combining the short-term outcomes of experiments with observational measurements of short-term and long-term outcomes, in order to estimate long-term treatment effects. We characterize semiparametric efficiency bounds for various instances of this problem. These calculations facilitate the construction of several estimators. We analyze the finite-sample performance of these estimators with a simulation calibrated to data from an evaluation of the long-term effects of a poverty alleviation program.

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  1. A Distributional Perspective on Pearl's Causal Hierarchy: From Marginal to Joint and Individualized Potential Outcomes

    stat.OT 2026-01 conditional novelty 4.0 of 10

    Causal estimands are classified by whether they depend only on marginal potential outcome distributions (intervention layer), joint or nested distributions (counterfactual layer), or individual-level outcomes.

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