Université de Fribourg

Direct and indirect effects of continuous treatments based on generalized propensity score weighting

Hsu, Yu-Chin ; Huber, Martin ; Lee, Ying-Ying ; Pipoz, Layal

(Working papers SES ; 495)

This paper proposes semi- and nonparametric methods for disentangling the total causal effect of a continuous treatment on an outcome variable into its natural direct effect and the indirect effect that operates through one or several intermediate variables or mediators. Our approach is based on weighting observations by the inverse of two versions of the generalized propensity score (GPS),...

Université de Fribourg

A framework for separating individual treatment effects from spillover, interaction, and general equilibrium effects

Huber, Martin ; Steinmayr, Andreas

(Working Papers SES ; 481)

This paper suggests a causal framework for disentangling individual level treatment effects and interference effects, i.e., general equilibrium, spillover, or interaction effects related to treatment distribution. Thus, the framework allows for a relaxation of the Stable Unit Treatment Value Assumption (SUTVA), which assumes away any form of treatment-dependent interference between study...

Université de Fribourg

Endogeneity and non-response bias in treatment evaluation - nonparametric identification of causal effects by instruments

Fricke, Hans ; Frölich, Markus ; Huber, Martin ; Lechner, Michael

(Working Papers SES ; 459)

This paper proposes a nonparametric method for evaluating treatment effects in the presence of both treatment endogeneity and attrition/non-response bias, using two instrumental variables. Making use of a discrete instrument for the treatment and a continuous instrument for nonresponse/attrition, we identify the average treatment effect on compliers as well as the total population and suggest...