activity
20142026
most citedUsing Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM

58 citations · 96 across the 8 of their papers we have counts for

collaborators

8 papers

econ.GN2026

Structured Payment in Pawnshop Borrowing: Mandates vs. Choice

Francis J. DiTraglia, Craig McIntosh, Isaac Meza +2

Pawn loans offer borrowers a substantial degree of repayment flexibility in exchange for a harsh penalty in case of default: forfeit of collateral worth more than the loan amount a…

stat.ME2026

Efficient semiparametric estimation of marginal treatment effects with genetic instrumental variables

Ashish Patel, Francis J DiTraglia, Stephen Burgess

Alcohol misuse is a key target of public health strategies aimed at reducing cardiovascular risk. The effect of excessive alcohol consumption on blood pressure may vary systematica…

econ.EM2025★ 1 cited

Bayesian Double Machine Learning for Causal Inference

Francis J. DiTraglia, Laura Liu

This paper proposes a simple, novel, and fully-Bayesian approach for causal inference in partially linear models with high-dimensional control variables. Off-the-shelf machine lear…

stat.ME2021

Selecting invalid instruments to improve Mendelian randomization with two-sample summary data

Ashish Patel, Francis J. DiTraglia, Verena Zuber +1

Mendelian randomization (MR) is a widely-used method to estimate the causal relationship between a risk factor and disease. A fundamental part of any MR analysis is to choose appro…

econ.EM2020★ 13 cited

A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models

Francis J. DiTraglia, Camilo Garcia-Jimeno

To estimate causal effects from observational data, an applied researcher must impose beliefs. The instrumental variables exclusion restriction, for example, represents the belief…

econ.EM2020★ 23 cited

Identifying the effect of a mis-classified, binary, endogenous regressor

Francis J. DiTraglia, Camilo Garcia-Jimeno

This paper studies identification of the effect of a mis-classified, binary, endogenous regressor when a discrete-valued instrumental variable is available. We begin by showing tha…

econ.EM2020★ 1 cited

Identifying Causal Effects in Experiments with Spillovers and Non-compliance

Francis J. DiTraglia, Camilo Garcia-Jimeno, Rossa O'Keeffe-O'Donovan +1

This paper shows how to use a randomized saturation experimental design to identify and estimate causal effects in the presence of spillovers--one person's treatment may affect ano…

stat.ME2014★ 58 cited

Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM

Francis J. DiTraglia

In finite samples, the use of a slightly endogenous but highly relevant instrument can reduce mean-squared error (MSE). Building on this observation, I propose a novel moment selec…