Working Papers/Work in Progress
Correcting for Nonignorable Nonresponse Bias in Ordinal Observational Survey Data (with Jozef Michal Mintal and Ivan Sutoris, conditionally accepted in Political Analysis, WP: arXiv:2602.07704, slides)
Many political surveys rely on post-stratification, raking, or related weighting adjustments to align respondents with the target population. But when respondents differ from nonrespondents on the outcome itself (nonignorable nonresponse), these adjustments can fail, introducing bias even into basic descriptives. We provide a practical method that corrects for nonignorable nonresponse by leveraging response- propensity proxies (e.g., a respondent’s rating of the interview, or interviewer-coded cooperativeness) observed among respondents to extrapolate toward nonrespondents, while directly integrating observable covariates and retaining the benefits of post-stratification with known population shares. The method generalizes the variable-response-propensity (VRP) framework of Peress (2010) from binary to ordinal outcomes, which are widely used to measure trust, satisfaction, and policy attitudes. The resulting estimator is computed by maximum likelihood and implemented in a compact R routine that handles both ordinal and binary outcomes. Using the 2024 American National Election Study (ANES), we show that accounting for nonignorable nonresponse produces substantively meaningful shifts for life satisfaction (estimated latent correlation ρ ≈ 0.47), while yielding only modest changes for retrospective economic evaluations (ρ ≈ 0.14), highlighting when nonignorable nonresponse substantively affects survey estimates.
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vrpoprob
Testing identification in mediation and dynamic treatment models (with Martin Huber and Kevin Kloiber, submitted, arXiv:2406.13826, slides)
We propose a test for the identification of causal effects in mediation and dynamic treatment models that is based on two sets of observed variables, namely covariates to be controlled for and suspected instruments, building on the test by Huber and Kueck (2022) for single treatment models. We consider models with a sequential assignment of a treatment and a mediator to assess the direct treatment effect (net of the mediator), the indirect treatment effect (via the mediator), or the joint effect of both treatment and mediator. We establish testable conditions for identifying such effects in observational data. These conditions jointly imply (1) the exogeneity of the treatment and the mediator conditional on covariates and (2) the validity of distinct instruments for the treatment and the mediator, meaning that the instruments do not directly affect the outcome (other than through the treatment or mediator) and are unconfounded given the covariates. Our framework extends to post-treatment sample selection or attrition problems when replacing the mediator by a selection indicator for observing the outcome, enabling joint testing of the selectivity of treatment and attrition. We propose a machine learning-based test to control for covariates in a data-driven manner and analyze its finite sample performance in a simulation study. Additionally, we apply our method to Slovak labor market data and find that our testable implications are not rejected for a sequence of training programs typically considered in dynamic treatment evaluations.
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testmedidentin causalweight package
Testing Full Mediation of Treatment Effects and the Identifiability of Causal Mechanisms (with Martin Huber and Kevin Kloiber, submitted, arXiv:2603.04109, slides)
In causal analysis, understanding the causal mechanisms through which an intervention or treatment affects an outcome is often of central interest. We propose a test to evaluate (i) whether the causal effect of a treatment that is randomly assigned conditional on covariates is fully mediated by, or operates exclusively through, observed intermediate outcomes (referred to as mediators or surrogate outcomes), and (ii) whether the various causal mechanisms operating through different mediators are identifiable conditional on covariates. We demonstrate that if both full mediation and identification of causal mechanisms hold, then the conditionally random treatment is conditionally independent of the outcome given the mediators and covariates. Furthermore, we extend our framework to settings with non-randomly assigned treatments. We show that, in this case, full mediation remains testable, while identification of causal mechanisms is no longer guaranteed. We propose a double machine learning framework for implementing the test that can incorporate high-dimensional covariates and is root-n consistent and asymptotically normal under specific regularity conditions. We also present a simulation study demonstrating good finite-sample performance of our method, along with two empirical applications revisiting randomized experiments on maternal mental health and social norms.
Mothers' Job Search after Childbirth and Earnings (with Bernhard Schmidpeter, revise and resubmit, May 2025, slides)
Locking-in or Pushing-out: The Caseworker Dilemma (with Zuzana Koštálová and Miroslav Štefánik, submitted, IER WP, slides)
Afraid of Automation? Choose your Training Carefully (with Zuzana Koštálová, Miroslav Štefánik, IER WP)
Causal Mechanisms of Relative Age Effects on Adolescent Risky Behaviours (with Luca Fumarco and Francesco Principe, HEDG WP 26/01)
Identification of the average treatment effect when SUTVA is violated (with Giovanni Mellace, SDU discussion paper 3/2020)
Relationship Between Phosphatidylethanol levels and AUDIT score in Hospitalized Patients with ACLD: Modifying Effects of Time-To-Tertiary Care and Anemia (with Skladany et al., revise and resubmit)
Abstract coming soon.
Heterogeneity in Intergenerational Transmission of Education: Evidence from Norway (with Aline Bütikofer and Kjell Salvanes)
Abstract coming soon.
Quantile Regression Coefficients for Individual Treatment Effects (with Juraj Bodik)
Abstract coming soon.
Publications
Sensitivity of Bounds on ATEs under Survey Non-response (with Roman Nedela, Econometrics and Statistics, 2025, 34, 1-13)
Choosing the right workplace experience — A dynamic evaluation of three activation programmes for young job seekers in Slovakia (with Miroslav Štefánik, Journal of Labour Market Research, 2024, 16 (58), 1—22)
Double machine learning for sample selection models (with Michela Bia and Martin Huber, Journal of Business & Economic Statistics, 2024, 42 (3), 958-969, previous WP arXiv:2012.00745, presentation: UCL by MH)
This paper considers the evaluation of discretely distributed treatments when outcomes are only observed for a subpopulation due to sample selection or outcome attrition. For identification, we combine a selection-on-observables assumption for treatment assignment with either selection-on-observables or instrumental variable assumptions concerning the outcome attrition/sample selection process. We also consider dynamic confounding, meaning that covariates that jointly affect sample selection and the outcome may (at least partly) be influenced by the treatment. To control in a data-driven way for a potentially high dimensional set of pre- and/or post-treatment covariates, we adapt the double machine learning framework for treatment evaluation to sample selection problems. We make use of (a) Neyman-orthogonal, doubly robust, and efficient score functions, which imply the robustness of treatment effect estimation to moderate regularization biases in the machine learning-based estimation of the outcome, treatment, or sample selection models and (b) sample splitting (or cross-fitting) to prevent overfitting bias. We demonstrate that the proposed estimators are asymptotically normal and root-n consistent under specific regularity conditions concerning the machine learners and investigate their finite sample properties in a simulation study. We also apply our proposed methodology to the Job Corps data for evaluating the effect of training on hourly wages which are only observed conditional on employment. The estimator is available in the causalweight package for the statistical software R.
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treatselDMLin causalweight package - R —
DoubleMLSSMin DoubleML package by Petronela Jasenáková - Python —
DoubleMLSSMin DoubleML by Michaela Kecskésová
Bounds on direct and indirect effects under treatment/mediator endogeneity and outcome attrition (with Martin Huber, Econometric Reviews 2022, 41 (10), 1141—1163, previous WP arXiv:2002.05253, presentation: EEA 2020)
Causal mediation analysis aims at disentangling a treatment effect into an indirect mechanism operating through an intermediate outcome or mediator, as well as the direct effect of the treatment on the outcome of interest. However, the evaluation of direct and indirect effects is frequently complicated by non-ignorable selection into the treatment and/or mediator, even after controlling for observables, as well as sample selection/outcome attrition. We propose a method for bounding direct and indirect effects in the presence of such complications using a method that is based on a sequence of linear programming problems. Considering inverse probability weighting by propensity scores, we compute the weights that would yield identification in the absence of complications and perturb them by an entropy parameter reflecting a specific amount of propensity score misspecification to set-identify the effects of interest. We apply our method to data from the National Longitudinal Survey of Youth 1979 to derive bounds on the explained and unexplained components of a gender wage gap decomposition that is likely prone to non-ignorable mediator selection and outcome attrition.
Evaluating (weighted) dynamic treatment effects by double machine learning (Econometrics Journal, 2022, 25 (3), 628—648, with Hugo Bodory and Martin Huber)
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dyntreatDMLin causalweight package
Causal mediation analysis with double machine learning (Econometrics Journal, 2022, 25 (2), 277—300, with Helmut Farbmacher, Martin Huber, Henrika Langen and Martin Spindler, May 2022 Editor's choice article, presentations: MonashU, ESWC 2020 by MH, among top 1% highly cited WoS papers in Economics & Business)
Abstract coming soon.
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medDMLin causalweight package
The Impact of Repeated Mass Antigen Testing for COVID-19 on the Prevalence of the Disease (Journal of Population Economics, 2021, 34, 1105—1040, with Martin Kahanec and Bernhard Schmidpeter, media coverage: Denník N)
Early Child Development and Parents' Labor Supply (Journal of Applied Econometrics, 2021, 36, (2), 190-208, IZA discussion paper 13531 with Bernhard Schmidpeter)
Bounding Average Treatment Effects using Linear Programming (Empirical Economics, 2019, 57, (3), 727-767, view-only link, based on chapter 3 here, previous version Cemmap CWP70/15, MATLAB code)
Identification in Models with Discrete Variables (Computational Economics, 2019, 53, (2), 657-698, view-only link, based on chapter 1 here, previous version NHH discussion paper 01/2013)
Sharp IV Bounds on Average Treatment Effects on the Treated and other Populations under Endogeneity and Noncompliance (Journal of Applied Econometrics, 2017, 32, (1), 56-79, with Martin Huber and Giovanni Mellace, appendix, MATLAB code, "Economicus" prize awarded (VÚB foundation))
Sensitivity of the Bounds on the ATE in the Presence of Sample Selection (Economics Letters, 2017, 158, 84-87, with Roman Nedela, MATLAB code)
A Note on Testing Instrument Validity for the Identification of LATE (Empirical Economics, 2017, 53, (3), 1281–1286, with Giovanni Mellace, view-only link, WP version: pdf)
A Note on Bounding Average Treatment Effects (Economics Letters, 2013, 120, (3), 424-428, MATLAB code)
Research Interests
- Econometrics
- Partial Identification
- Causal Inference
- Labor Economics
Grants
- VEGA 1/0645/26 — Causal inference in econometric models (principal investigator, 2026—2028)
- APVV-21-0360 — Applying machine learning methods to support labour market policy making (2022—2026)
- COST-CA21163 — Text, functional and other high-dimensional data in econometrics: New models, methods, applications (member of MC for Slovakia)
- VEGA 1/0398/23 — Causality and machine learning in econometric models (principal investigator, project chosen among those that achieved high significance, 2023—2025)
- VEGA 1/0692/20 — Sensitivity analysis in econometric models (principal investigator, project chosen among those that achieved high significance. 2020—2022)
- APVV-17-0329 — Generating scientific information to support labour market policy making (received rating: Excellent, 2017—2021)
- VEGA 1/0843/17 - Econometric methods for identification of average treatment effects (principal investigator, project chosen among those that achieved high significance. 2017—2019)
Theses
- doc. Essays in econometrics of model uncertainty (2024, MUNI)
- PhD. Essays in Partial Identification (2014, NHH)
- Mgr. Empirical likelihood estimation of interest rate diffusion model (2009, UK)
Refereeing
- Journal of Econometrics, Journal of the Royal Statistical Society: Series C (Applied Statistics), Quantitative Economics, Journal of Applied Econometrics, Oxford Bulletin of Economics and Statistics, Biometrics, Journal of Human Resources, Economics Letters, Empirical Economics, Advances in Statistical Analysis, Journal of Econometric Methods, European Journal of Operations Research, Journal of Environmental Economics and Management, Research in Statistics, Journal of Statistical Computation and Simulation, Statistical Methods in Medical Research, Journal of Data Science, Applied Economics, Ekonomický Časopis
- Social Policy Institute (SVK), Institute for Healthcare Analyses (SVK), VEGA grant scheme (SVK), Luxembourg National Research Fund, Riksbankens jubileumsfond
- PhD committee: University of St. Gallen, CERGE-EI, Comenius University
