NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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Khashayar Khosravi

Department of Electrical Engineering
Stanford University
Stanford, CA 94305

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
Institutional Affiliation: Stanford University

NBER Working Papers and Publications

October 2018Matrix Completion Methods for Causal Panel Data Models
with Susan Athey, Mohsen Bayati, Nikolay Doudchenko, Guido Imbens: w25132
In this paper we study methods for estimating causal effects in settings with panel data, where a subset of units are exposed to a treatment during a subset of periods, and the goal is estimating counterfactual (untreated) outcomes for the treated unit/period combinations. We develop a class of matrix completion estimators that uses the observed elements of the matrix of control outcomes corresponding to untreated unit/periods to predict the “missing” elements of the matrix, corresponding to treated units/periods. The approach estimates a matrix that well-approximates the original (incomplete) matrix, but has lower complexity according to the nuclear norm for matrices. From a technical perspective, we generalize results from the matrix completion literature by allowing the patterns of m...
 
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