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How should one assess the credibility of assumptions weaker than statistical independence, like quantile independence? In the context of identifying causal effects of a treatment variable, we argue that such deviations should be chosen…

Econometrics · Economics 2018-05-01 Matthew A. Masten , Alexandre Poirier

Exposure mixtures frequently occur in data across many domains, particularly in the fields of environmental and nutritional epidemiology. Various strategies have arisen to answer questions about mixtures, including methods such as weighted…

The weighted average treatment effect (WATE) is a causal measure for the comparison of interventions in a specific target population, which may be different from the population where data are sampled from. For instance, when the goal is to…

Methodology · Statistics 2018-04-17 Yebin Tao , Haoda Fu

This paper shows that the Conditional Quantile Treatment Effect on the Treated can be identified using a combination of (i) a conditional Distributional Difference in Differences assumption and (ii) an assumption on the conditional…

Methodology · Statistics 2017-02-14 Brantly Callaway , Tong Li , Tatsushi Oka

This paper presents a weighted optimization framework that unifies the binary,multi-valued, continuous, as well as mixture of discrete and continuous treatment, under the unconfounded treatment assignment. With a general loss function, the…

Econometrics · Economics 2018-08-20 Chunrong Ai , Oliver Linton , Kaiji Motegi , Zheng Zhang

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

In many industry settings, online controlled experimentation (A/B test) has been broadly adopted as the gold standard to measure product or feature impacts. Most research has primarily focused on user engagement type metrics, specifically…

Methodology · Statistics 2020-10-30 Weinan Wang , Xi Zhang

In this paper, we study the estimation and inference of the quantile treatment effect under covariate-adaptive randomization. We propose two estimation methods: (1) the simple quantile regression and (2) the inverse propensity score…

Methodology · Statistics 2020-02-26 Yichong Zhang , Xin Zheng

While sample sizes in randomized clinical trials are large enough to estimate the average treatment effect well, they are often insufficient for estimation of treatment-covariate interactions critical to studying data-driven precision…

Machine Learning · Statistics 2020-04-22 Steve Yadlowsky , Fabio Pellegrini , Federica Lionetto , Stefan Braune , Lu Tian

In accordance with the principle of "data minimization", many internet companies are opting to record less data. However, this is often at odds with A/B testing efficacy. For experiments with units with multiple observations, one popular…

Methodology · Statistics 2024-01-29 Leon Yao , Paul Yiming Li , Jiannan Lu

We consider Targeted Maximum Likelihood Estimation (TMLE) of weighted average treatment effects (WATEs), a class of causal estimands that reweight the covariate distribution using a specified function of the propensity score. This class…

Statistics Theory · Mathematics 2026-04-02 Yang Liu , Patrick Lopatto , Ivana Malenica

Quantile treatment effects (QTEs) can characterize the potentially heterogeneous causal effect of a treatment on different points of the entire outcome distribution. Propensity score (PS) methods are commonly employed for estimating QTEs in…

Methodology · Statistics 2023-08-15 Yahang Liu , Kecheng Wei , Chen Huang , Yongfu Yu , Guoyou Qin

It is valuable for any decision maker to know the impact of decisions (treatments) on average and for subgroups. The causal machine learning literature has recently provided tools for estimating group average treatment effects (GATE) to…

Econometrics · Economics 2025-01-10 Nora Bearth , Michael Lechner

In this article, we introduce the BNPqte R package which implements the Bayesian nonparametric approach of Xu, Daniels and Winterstein (2018) for estimating quantile treatment effects in observational studies. This approach provides…

Computation · Statistics 2021-06-29 Chuji Luo , Michael J. Daniels

Recently, conditional average treatment effect (CATE) estimation has been attracting much attention due to its importance in various fields such as statistics, social and biomedical sciences. This study proposes a partially linear…

Methodology · Statistics 2022-01-31 Shunsuke Horii

In many practical situations, randomly assigning treatments to subjects is uncommon due to feasibility constraints. For example, economic aid programs and merit-based scholarships are often restricted to those meeting specific income or…

Long-term outcomes are often unavailable in randomized clinical trials, although short-term surrogate outcomes are commonly observed. External observational data may contain the long-term outcome, but causal comparisons based on such data…

Statistics Theory · Mathematics 2026-05-15 Ziyang Liu , Niwen Zhou , Peng Wu , Xu Guo

This paper studies the identification and estimation of policy effects when treatment status is binary and endogenous. We introduce a new class of marginal treatment effects (MTEs) based on the influence function of the functional…

Econometrics · Economics 2024-08-08 Julian Martinez-Iriarte , Yixiao Sun

Recently, there has been great interest in estimating the conditional average treatment effect using flexible machine learning methods. However, in practice, investigators often have working hypotheses about effect heterogeneity across…

Methodology · Statistics 2023-09-13 Chan Park , Hyunseung Kang

This paper establishes sufficient conditions for the identification of the marginal treatment effects with multivalued treatments. Our model is based on a multinomial choice model with utility maximization. Our MTE generalizes the MTE…

Econometrics · Economics 2024-12-30 Toshiki Tsuda