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The Average Treatment Effect (ATE) is a global measure of the effectiveness of an experimental treatment intervention. Classical methods of its estimation either ignore relevant covariates or do not fully exploit them. Moreover, past work…

Methodology · Statistics 2013-11-05 Emil Pitkin , Richard Berk , Lawrence Brown , Andreas Buja , Ed George , Kai Zhang , Linda Zhao

We study identification and estimation of the average treatment effect in a correlated random coefficients model that allows for first stage heterogeneity and binary instruments. The model also allows for multiple endogenous variables and…

Methodology · Statistics 2014-01-03 Matthew A. Masten , Alexander Torgovitsky

In the standard difference-in-differences research design, the parallel trends assumption may be violated when the relationship between the exposure trend and the outcome trend is confounded by unmeasured confounders. Progress can be made…

Instrumental variable regression is a common approach for causal inference in the presence of unobserved confounding. However, identifying valid instruments is often difficult in practice. In this paper, we propose a novel method based on…

Methodology · Statistics 2026-01-22 Gregor Steiner , Jeremie Houssineau , Mark F. J. Steel

Recent methods to improve generalizations from nonrandom samples typically invoke assumptions such as the strong ignorability of sample selection that are often controversial in practice to derive point estimates. Rather than focus on the…

Applications · Statistics 2017-01-06 Wendy Chan

In this paper, we develop a multiply robust inference procedure of the average treatment effect (ATE) for data with high-dimensional covariates. We consider the case where it is difficult to correctly specify a single parametric model for…

Methodology · Statistics 2025-09-03 Xintao Xia , Yumou Qiu

To reach human level intelligence, learning algorithms need to incorporate causal reasoning. But identifying causality, and particularly counterfactual reasoning, remains elusive. In this paper, we make progress on counterfactual inference…

Machine Learning · Statistics 2026-03-31 Marc Braun , Jose M. Peña , Adel Daoud

The presence of unobserved confounders is one of the main challenges in identifying treatment effects. In this paper, we propose a new approach to causal inference using panel data with large large $N$ and $T$. Our approach imputes the…

Econometrics · Economics 2025-03-28 Ben Deaner , Chen-Wei Hsiang , Andrei Zeleneev

In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates.…

Machine Learning · Computer Science 2024-09-13 Antti Pöllänen , Pekka Marttinen

Regionalization of intensive care for premature babies refers to a triage system of mothers with high-risk pregnancies to hospitals of varied capabilities based on risks faced by infants. Due to the limited capacity of high-level hospitals,…

Methodology · Statistics 2024-09-30 Zhe Chen , Min Haeng Cho , Bo Zhang

Under heterogeneous treatment effects, the GMM weighting matrix in overidentified IV models dictates the estimand. We show that efficient GMM downeights high-variance instruments and frequently assigning negative weights that undermine…

Econometrics · Economics 2026-04-09 Chun Pang Chow , Hiroyuki Kasahara

Instrumental variable (IV) methods are becoming increasingly popular as they seem to offer the only viable way to overcome the problem of unobserved confounding in observational studies. However, some attention has to be paid to the…

Methodology · Statistics 2010-11-03 Vanessa Didelez , Sha Meng , Nuala A. Sheehan

An important aspect of the performance of algorithms that predict individualized treatment effects (ITE) is moderate calibration, i.e., the average treatment effect among individuals with predicted treatment effect of z being equal to z.…

Methodology · Statistics 2025-12-10 Mohsen Sadatsafavi , Jeroen Hoogland , Thomas P. A. Debray , John Petkau

We provide sufficient conditions for the identification of the heterogeneous treatment effects, defined as the conditional expectation for the differences of potential outcomes given the untreated outcome, under the nonignorable treatment…

Methodology · Statistics 2019-01-15 Keisuke Takahata , Takahiro Hoshino

Observational studies can play a useful role in assessing the comparative effectiveness of competing treatments. In a clinical trial the randomization of participants to treatment and control groups generally results in well-balanced groups…

Mediation analysis is widely used for exploring treatment mechanisms; however, it faces challenges when nonignorable missing confounders are present. Efficient inference of mediation effects and the efficiency loss due to nonignorable…

Methodology · Statistics 2026-04-22 Jiawei Shan , Wei Li , Chunrong Ai

Applied work often studies the effect of a binary variable ("treatment") using linear models with additive effects. I study the interpretation of the OLS estimands in such models when treatment effects are heterogeneous. I show that the…

Econometrics · Economics 2020-05-21 Tymon Słoczyński

Nonlinear causal effects are prevalent in many research scenarios involving continuous exposures, and instrumental variables (IVs) can be employed to investigate such effects, particularly in the presence of unmeasured confounders. However,…

Methodology · Statistics 2025-10-29 Haodong Tian , Ashish Patel , Stephen Burgess

The average treatment effect (ATE) is popularly used to assess the treatment effect. However, the ATE implicitly assumes a homogenous treatment effect even amongst individuals with different characteristics. In this paper, we mainly focus…

Methodology · Statistics 2016-03-10 Yunjian Yin , Lan Liu , Zhi Geng

We consider the problem of estimating the effects of a binary treatment on a continuous outcome of interest from observational data in the absence of confounding by unmeasured factors. We provide a new estimator of the population average…

Methodology · Statistics 2020-08-04 James Robins , Mariela Sued , Quanhong Lei-Gomez , Andrea Rotnitzky
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