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In this paper, we consider binary response models with linear quantile restrictions. Considerably generalizing previous research on this topic, our analysis focuses on an infinite collection of quantile estimators. We derive a uniform…

Methodology · Statistics 2020-03-25 Stanislav Volgushev

This paper defines a general class of relaxations of the unconfoundedness assumption. This class includes several previous approaches as special cases, including the marginal sensitivity model of Tan (2006). This class therefore allows us…

Econometrics · Economics 2025-01-28 Matthew A. Masten , Alexandre Poirier , Muyang Ren

This paper presents a method for constructing uniform confidence bands for the marginal treatment effect (MTE) function. The shape of the MTE function offers insight into how the unobserved propensity to receive treatment is related to the…

Econometrics · Economics 2025-09-23 Toshiki Tsuda , Yanchun Jin , Ryo Okui

This article extends the widely-used synthetic controls estimator for evaluating causal effects of policy changes to quantile functions. The proposed method provides a geometrically faithful estimate of the entire counterfactual quantile…

Econometrics · Economics 2022-01-03 Florian Gunsilius

The conditional average treatment effect (CATE) is frequently estimated to refute the homogeneous treatment effect assumption. Under this assumption, all units making up the population under study experience identical benefit from a given…

We propose a new embedding method, named Quantile-Quantile Embedding (QQE), for distribution transformation and manifold embedding with the ability to choose the embedding distribution. QQE, which uses the concept of quantile-quantile plot…

Machine Learning · Statistics 2021-07-12 Benyamin Ghojogh , Fakhri Karray , Mark Crowley

Quantile regression is a powerful tool for learning the relationship between a response variable and a multivariate predictor while exploring heterogeneous effects. In this paper, we consider statistical inference for quantile regression…

Statistics Theory · Mathematics 2021-05-19 Xuming He , Xiaoou Pan , Kean Ming Tan , Wen-Xin Zhou

Understanding treatment effect heterogeneity is vital to many scientific fields because the same treatment may affect different individuals differently. Quantile regression provides a natural framework for modeling such heterogeneity. We…

Methodology · Statistics 2023-07-12 Alexander Giessing , Jingshen Wang

Treatment effect estimation (TEE) is the task of determining the impact of various treatments on patient outcomes. Current TEE methods fall short due to reliance on limited labeled data and challenges posed by sparse and high-dimensional…

Machine Learning · Computer Science 2024-03-07 Ruoqi Liu , Lingfei Wu , Ping Zhang

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…

In this paper, we propose a doubly robust method to present the heterogeneity of the average treatment effect with respect to observed covariates of interest. We consider a situation where a large number of covariates are needed for…

Methodology · Statistics 2017-11-27 Sokbae Lee , Ryo Okui , Yoon-Jae Whang

In this paper, a Bayesian approach is developed for simultaneously comparing multiple experimental treatments with a common control treatment in an exploratory clinical trial. The sample size is set to ensure that, at the end of the study,…

Statistics Theory · Mathematics 2019-11-14 John Whitehead , Faye Cleary , Amanda Turner

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 introduce a novel method for estimating and conducting inference about extreme quantile treatment effects (QTEs) in the presence of endogeneity. Our approach is applicable to a broad range of empirical research designs, including…

Econometrics · Economics 2024-09-09 Yuya Sasaki , Yulong Wang

In causal inference, a variety of causal effect estimands have been studied, including the sample, uncensored, target, conditional, optimal subpopulation, and optimal weighted average treatment effects. Ad-hoc methods have been developed…

Methodology · Statistics 2019-10-18 Nathan Kallus , Michele Santacatterina

The paper proposes an estimator to make inference of heterogeneous treatment effects sorted by impact groups (GATES) for non-randomised experiments. The groups can be understood as a broader aggregation of the conditional average treatment…

Econometrics · Economics 2020-03-30 Daniel Jacob

Previous work on causal inference has primarily focused on averages and conditional averages of treatment effects, with significantly less attention on variability and uncertainty in individual treatment responses. In this paper, we…

Machine Learning · Computer Science 2026-02-10 Liyuan Xu , Bijan Mazaheri

Quantile regression is a powerful tool for inferring how covariates affect specific percentiles of the response distribution. Existing methods either estimate conditional quantiles separately for each quantile of interest or estimate the…

Methodology · Statistics 2024-11-19 Joseph Feldman , Daniel Kowal

Understanding the impact of treatment effect over time is a fundamental aspect of many scientific and medical studies. In this paper, we introduce a novel approach under a continuous-time reinforcement learning framework for testing a…

Methodology · Statistics 2026-02-03 Jiuchen Zhang , Annie Qu

This paper studies treatment effect models in which individuals are classified into unobserved groups based on heterogeneous treatment rules. Using a finite mixture approach, we propose a marginal treatment effect (MTE) framework in which…

Econometrics · Economics 2022-05-24 Tadao Hoshino , Takahide Yanagi