EconBase
← All papers

Non-parametric Causal Inference in Dynamic Thresholding Designs

Aditya Ghosh, Stefan Wager

arXiv 17 Dec 2025 · Statistics — Methodology

arXiv:2512.15244 · PDF · Extracted main text

Abstract

Consider a setting where we regularly monitor patients' fasting blood sugar, and declare them to have prediabetes (and encourage preventative care) if this number crosses a pre-specified threshold. The sharp, threshold-based treatment policy suggests that we should be able to estimate the long-term benefit of this preventative care by comparing the health trajectories of patients with blood sugar measurements right above and below the threshold. A naive regression-discontinuity analysis, however, is not applicable here, as it ignores the temporal dynamics of the problem where, e.g., a patient just below the threshold on one visit may become prediabetic (and receive treatment) following their next visit. Here, we study thresholding designs in general dynamic systems, and show that simple reduced-form characterizations remain available for a relevant causal target, namely a dynamic marginal policy effect at the treatment threshold. We develop a local-linear-regression approach for estimation and inference of this estimand, and demonstrate promise of our approach in numerical experiments.

Citation extraction

26
references
60
in-text mentions
26
distinct cited
1
self-citations
10,612
main-text words

appendix boundary found by appendix_command · 32% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Hahn, J., P. Todd, and W. V. der Klaauw (2001) Identification and estimation of treatment effects with a regression-discontinuity design0.87462100%
2Imbens, G. and T. Lemieux (2008) Regression discontinuity designs: A guide to practice0.87452100%
3Imbens, G. and K. Kalyanaraman (2012) Optimal bandwidth choice for the regression discontinuity estimator0.81142100%
4Sutton, R. S., D. McAllester, S. Singh, and Y. Mansour (1999) Policy gradient methods for reinforcement learning with function approximation0.73732100%
5Iizuka, T., K. Nishiyama, B. Chen, and K. Eggleston (2021) False alarm? estimating the marginal value of health signals0.69351100%
6Hsu, Y.-C. and S. Shen (2024) Dynamic regression discontinuity under treatment effect heterogeneity0.69351100%
7Robins, J (1986) A new approach to causal inference in mortality studies with a sustained exposure period—application to control of the healthy w…0.69351100%
8Sutton, R. S. and A. G. Barto (2018) Reinforcement learning: an introduction\/ (Second ed.)0.58531100%
9Armstrong, T. B. and M. Kolesár (2018) Optimal inference in a class of regression models0.51121100%
10Calonico, S., M. D. Cattaneo, and R. Titiunik (2014) Robust nonparametric confidence intervals for regression-discontinuity designs0.51121100%

Showing the top 10 of 26 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1What is the Long-Term Value of Reliability?0.64422