Matrix Completion Methods for Causal Panel Data Models

@article{Athey2017MatrixCM,
  title={Matrix Completion Methods for Causal Panel Data Models},
  author={Susan Athey and Mohsen Bayati and Nikolay Doudchenko and Guido Imbens and Khashayar Khosravi},
  journal={Journal of the American Statistical Association},
  year={2017},
  volume={116},
  pages={1716 - 1730}
}
Abstract In this article, we study methods for estimating causal effects in settings with panel data, where some units are exposed to a treatment during some periods and the goal is estimating counterfactual (untreated) outcomes for the treated unit/period combinations. We propose a class of matrix completion estimators that uses the observed elements of the matrix of control outcomes corresponding to untreated unit/periods to impute the “missing” elements of the control outcome matrix… 

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Chapter 22 Panel data

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