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We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…

Econometrics · Economics 2024-07-24 Undral Byambadalai , Tatsushi Oka , Shota Yasui

For counterfactual policy evaluation, it is important to ensure that treatment parameters are relevant to policies in question. This is especially challenging under unobserved heterogeneity, as is well featured in the definition of the…

Econometrics · Economics 2023-08-08 Sukjin Han , Shenshen Yang

Violations of the positivity assumption can render conventional causal estimands unidentifiable, including the average treatment effect (ATE), the average treatment effect on the treated (ATT), and the average treatment effect on the…

Methodology · Statistics 2025-11-14 Yi Liu , Yuan Wang , Ying Gao , Tonia Poteat , Roland A. Matsouaka

We establish Gaussian approximation bounds for covariate and rank-matching-based Average Treatment Effect (ATE) estimators. By analyzing these estimators through the lens of stabilization theory, we employ the Malliavin-Stein method to…

Statistics Theory · Mathematics 2024-12-25 Zhaoyang Shi , Chinmoy Bhattacharjee , Krishnakumar Balasubramanian , Wolfgang Polonik

Incrementality experiments compare customers exposed to a marketing action designed to increase sales to those randomly assigned to a control group. These experiments suffer from noisy responses which make precise estimation of the average…

Applications · Statistics 2023-05-11 Ron Berman , Elea McDonnell Feit

How should researchers adjust for covariates? We show that if the propensity score is estimated using a specific covariate balancing approach, inverse probability weighting (IPW), augmented inverse probability weighting (AIPW), and inverse…

Econometrics · Economics 2025-09-23 Tymon Słoczyński , S. Derya Uysal , Jeffrey M. Wooldridge

Estimating treatment effects conditional on observed covariates can improve the ability to tailor treatments to particular individuals. Doing so effectively requires dealing with potential confounding, and also enough data to adequately…

While randomized trials may be the gold standard for evaluating the effectiveness of the treatment intervention, in some special circumstances, single-arm clinical trials utilizing external control may be considered. The causal treatment…

Methodology · Statistics 2025-05-26 Huan Wang , Fei Wu , Yeh-Fong Chen

Numerous empirical studies employ regression discontinuity designs with multiple cutoffs and heterogeneous treatments. A common practice is to normalize all the cutoffs to zero and estimate one effect. This procedure identifies the average…

Econometrics · Economics 2021-01-06 Marinho Bertanha

Methods for extending -- generalizing or transporting -- inferences from a randomized trial to a target population involve conditioning on a large set of covariates that is sufficient for rendering the randomized and non-randomized groups…

Methodology · Statistics 2021-10-04 Sarah E Robertson , Jon A Steingrimsson , Issa J Dahabreh

Reliable estimation of treatment effects from observational data is important in many disciplines such as medicine. However, estimation is challenging when unconfoundedness as a standard assumption in the causal inference literature is…

Machine Learning · Computer Science 2024-10-15 Jonas Schweisthal , Dennis Frauen , Maresa Schröder , Konstantin Hess , Niki Kilbertus , Stefan Feuerriegel

We investigate large-sample properties of treatment effect estimators under unknown interference in randomized experiments. The inferential target is a generalization of the average treatment effect estimand that marginalizes over potential…

Statistics Theory · Mathematics 2019-10-25 Fredrik Sävje , Peter M. Aronow , Michael G. Hudgens

In observational studies, the recorded treatment assignment is not purely random, but it is influenced by external factors such as patient characteristics, reimbursement policies, and existing guidelines. Therefore, the treatment effect can…

Methodology · Statistics 2024-09-02 Sara Poletto , Enrico Longato , Erica Tavazzi , Martina Vettoretti

Heterogeneous treatment effect (HTE) estimation is critical in medical research. It provides insights into how treatment effects vary among individuals, which can provide statistical evidence for precision medicine. While most existing…

Machine Learning · Statistics 2025-04-25 Ke Wan , Kensuke Tanioka , Toshio Shimokawa

There is a growing literature on design-based methods to estimate average treatment effects (ATEs) for randomized controlled trials (RCTs) for full sample analyses. This article extends these methods to estimate ATEs for discrete subgroups…

Methodology · Statistics 2023-10-16 Peter Z. Schochet

When estimating treatment effects, the golden standard is to conduct a randomized experiment and then contrast outcomes associated with the treatment group and the control group. However, in many cases, randomized experiments are either…

Methodology · Statistics 2023-06-08 Kevin Han

Observational studies are frequently used to estimate the effect of an exposure or treatment on an outcome. To obtain an unbiased estimate of the treatment effect, it is crucial to measure the exposure accurately. A common type of exposure…

Methodology · Statistics 2024-07-02 Suhwan Bong , Kwonsang Lee , Francesca Dominici

We develop point-identification for the local average treatment effect when the binary treatment contains a measurement error. The standard instrumental variable estimator is inconsistent for the parameter since the measurement error is…

Econometrics · Economics 2018-04-11 Takahide Yanagi

Robust estimation of heterogeneous treatment effects is a fundamental challenge for optimal decision-making in domains ranging from personalized medicine to educational policy. In recent years, predictive machine learning has emerged as a…

Machine Learning · Statistics 2025-06-23 Maximilian Schuessler , Erik Sverdrup , Robert Tibshirani

A high-quality experimental dataset is often much smaller than a corresponding observational dataset. When this holds with possibly biased measurements of the outcome of interest in the latter, we propose an estimation and inference…

Methodology · Statistics 2026-05-19 Harrison H Li