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Existing weighting methods for treatment effect estimation are often built upon the idea of propensity scores or covariate balance. They usually impose strong assumptions on treatment assignment or outcome model to obtain unbiased…

Machine Learning · Computer Science 2023-05-09 Dongcheng Zhang , Kunpeng Zhang

This paper concerns estimation and inference for treatment effects in deep tails of the counterfactual distribution of unobservable potential outcomes corresponding to a continuously valued treatment. We consider two measures for the deep…

Statistics Theory · Mathematics 2022-09-02 Wei Huang , Shuo Li , Liuhua Peng

Stepped wedge cluster randomized controlled trials are typically analyzed using models that assume the full effect of the treatment is achieved instantaneously. We provide an analytical framework for scenarios in which the treatment effect…

Methodology · Statistics 2025-09-25 Avi Kenny , Emily Voldal , Fan Xia , Patrick J. Heagerty , James P. Hughes

Mediation analytics help examine if and how an intermediate variable mediates the influence of an exposure variable on an outcome of interest. Quantiles, rather than the mean, of an outcome are scientifically relevant to the comparison…

Methodology · Statistics 2024-12-23 Canyi Chen , Yinqiu He , Huixia J. Wang , Gongjun Xu , Peter X. -K. Song

Conditional average treatment effect (CATE) estimation is the de facto gold standard for targeting a treatment to a heterogeneous population. The method estimates treatment effects up to an error $\epsilon > 0$ in each of $M$ different…

Machine Learning · Computer Science 2026-01-12 Sílvia Casacuberta , Moritz Hardt

There is a dearth of robust methods to estimate the causal effects of multiple treatments when the outcome is binary. This paper uses two unique sets of simulations to propose and evaluate the use of Bayesian Additive Regression Trees…

Methodology · Statistics 2020-01-22 Liangyuan Hu , Chenyang Gu , Michael Lopez , Jiayi Ji , Juan Wisnivesky

This paper examines methods of inference concerning quantile treatment effects (QTEs) in randomized experiments with matched-pairs designs (MPDs). Standard multiplier bootstrap inference fails to capture the negative dependence of…

Econometrics · Economics 2021-05-14 Liang Jiang , Xiaobin Liu , Peter C. B. Phillips , Yichong Zhang

Estimating causal effects of continuous treatments is a common problem in practice, for example, in studying average dose-response functions. Classical analyses typically assume that all confounders are fully observed, whereas in real-world…

Statistics Theory · Mathematics 2026-04-14 Shuyuan Chen , Peng Zhang , Yifan Cui

Applied Difference-in-Differences studies often involve outcomes that are discrete, mixed, censored, or otherwise non-continuously distributed, while policy questions frequently concern distributional effects rather than mean effects alone.…

Econometrics · Economics 2026-05-22 Nelly K. Djuazon , Emmanuel Selorm Tsyawo

In this paper, we explore optimal treatment allocation policies that target distributional welfare. Most literature on treatment choice has considered utilitarian welfare based on the conditional average treatment effect (ATE). While…

Methodology · Statistics 2025-04-30 Yifan Cui , Sukjin Han

Average Treatment Effect (ATE) estimation is a well-studied problem in causal inference. However, it does not necessarily capture the heterogeneity in the data, and several approaches have been proposed to tackle the issue, including…

Machine Learning · Computer Science 2024-03-19 Raghavendra Addanki , Siddharth Bhandari

Quantiles are useful characteristics of random variables that can provide substantial information on distributions compared with commonly used summary statistics such as means. In this paper, we propose a Bayesian quantile trend filtering…

Methodology · Statistics 2023-10-23 Takahiro Onizuka , Shintaro Hashimoto , Shonosuke Sugasawa

Outcome estimation of treatments for target individuals is an important foundation for decision making based on causal relations. Most existing outcome estimation methods deal with binary or multiple-choice treatments; however, in some…

Machine Learning · Computer Science 2021-09-14 Shonosuke Harada , Hisashi Kashima

We propose to analyse the conditional distributional treatment effect (CoDiTE), which, in contrast to the more common conditional average treatment effect (CATE), is designed to encode a treatment's distributional aspects beyond the mean.…

Machine Learning · Statistics 2021-06-11 Junhyung Park , Uri Shalit , Bernhard Schölkopf , Krikamol Muandet

I introduce a generic method for inference on entire quantile and regression quantile processes in the presence of a finite number of large and arbitrarily heterogeneous clusters. The method asymptotically controls size by generating…

Econometrics · Economics 2023-06-16 Andreas Hagemann

Estimating heterogeneous treatment effects across individuals has attracted growing attention as a statistical tool for performing critical decision-making. We propose a Bayesian inference framework that quantifies the uncertainty in…

Methodology · Statistics 2023-12-19 Shunsuke Horii , Yoichi Chikahara

We propose to smooth the entire objective function, rather than only the check function, in a linear quantile regression context. Not only does the resulting smoothed quantile regression estimator yield a lower mean squared error and a more…

Econometrics · Economics 2019-08-16 Marcelo Fernandes , Emmanuel Guerre , Eduardo Horta

In this paper, we develop a quantile functional regression modeling framework that models the distribution of a set of common repeated observations from a subject through the quantile function, which is regressed on a set of covariates to…

Methodology · Statistics 2017-11-02 Hojin Yang , Veerabhadran Baladandayuthapani , Jeffrey S. Morris

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

Flexible estimation of multiple conditional quantiles is of interest in numerous applications, such as studying the effect of pregnancy-related factors on low and high birth weight. We propose a Bayesian non-parametric method to…

Methodology · Statistics 2021-10-22 Steven G. Xu , Brian J. Reich