Author
Listed:
- Takahiro Hoshino
(Department of Economics, Keio University)
- Kazuhiko Shinoda
(Department of Economics, Nagoya University)
- Taisuke Otsu
(Department of Economics, London School of Economics and Political Science)
Abstract
This paper develops a role-reversed auxiliary-calibration framework for identifying average and conditional treatment effects when treatment selection may depend directly on both potential outcomes. The framework uses two side-specific auxiliary measurements: a baseline-side measurement Q and a response-side measurement S. Their roles are reversed across the two potential-outcome means: Q calibrates treatment selection and S represents the outcome for E[Y1], whereas S calibrates selection and Q represents the outcome for E[Y0]. Unlike proximal causal inference or shadow-variable methods, the proposed approach targets generalized Roy selection on potential outcomes rather than adjustment for a common latent confounder. We establish identification of average, conditional, subgroup, and restricted-time treatment effects without recovering the joint distribution of (Y1, Y0). The resulting calibrated orthogonal moment is twin-pair doubly robust: within each treatment arm, either the selection calibrator or the adjoint outcome representer is sufficient for valid estimation. When both nuisance functions are estimated, first-order bias reduces to the product of their estimation errors, yielding product-rate robustness and supporting cross-fitted inference. Monte Carlo experiments illustrate the transition from accidental strong ignorability to selection on gains, showing that the proposed estimator reproduces the standard AIPW benchmark under the former while remaining accurate under the latter, where latent-confounder and armwise shadow-variable methods fail. The methodology is further illustrated using a full-counterfactual benchmark based on the Beat AML ex vivo drug-response resource and an observational study of ESBL bloodstream infection, in which the estimated treatment effect agrees in direction with randomized-trial evidence.
Suggested Citation
Takahiro Hoshino & Kazuhiko Shinoda & Taisuke Otsu, 2026.
"Role-Reversed Auxiliary Calibration for Treatment Effects under Selection on Potential Outcomes,"
Keio-IES Discussion Paper Series
DP2026-013, Institute for Economics Studies, Keio University.
Handle:
RePEc:keo:dpaper:dp2026-013
Download full text from publisher
More about this item
Keywords
;
;
;
;
;
;
JEL classification:
- C26 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Instrumental Variables (IV) Estimation
Statistics
Access and download statistics
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:keo:dpaper:dp2026-013. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Institute for Economics Studies, Keio University (email available below). General contact details of provider: https://edirc.repec.org/data/iekeijp.html .
Please note that corrections may take a couple of weeks to filter through
the various RePEc services.