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Evaluating treatment effect heterogeneity widely informs treatment decision making. At the moment, much emphasis is placed on the estimation of the conditional average treatment effect via flexible machine learning algorithms. While these…

Methodology · Statistics 2021-05-07 Lihua Lei , Emmanuel J. Candès

Individualized treatments are crucial for optimal decision making and treatment allocation, specifically in personalized medicine based on the estimation of an individual's dose-response curve across a continuum of treatment levels, e.g.,…

Methodology · Statistics 2025-11-20 Max Sampson , Kung-Sik Chan

Federated or multi-site studies have distinct advantages over single-site studies, including increased generalizability, the ability to study underrepresented populations, and the opportunity to study rare exposures and outcomes. However,…

Machine Learning · Statistics 2023-09-25 Larry Han , Zhu Shen , Jose Zubizarreta

Randomized controlled trials (RCTs) are widely regarded as the gold standard for causal inference in biomedical research. For instance, when estimating the average treatment effect on the treated (ATT), a doubly robust estimation procedure…

Methodology · Statistics 2025-09-26 Chi-Shian Dai , Chao Ying , Yang Ning , Jiwei Zhao

Quantile and quantile effect functions are important tools for descriptive and causal analyses due to their natural and intuitive interpretation. Existing inference methods for these functions do not apply to discrete random variables. This…

Methodology · Statistics 2018-09-03 Victor Chernozhukov , Iván Fernández-Val , Blaise Melly , Kaspar Wüthrich

We propose a simple and general framework for nonparametric estimation of heterogeneous treatment effects under fairness constraints. Under standard regularity conditions, we show that the resulting estimators possess the double robustness…

Methodology · Statistics 2023-12-21 Kwangho Kim , José R. Zubizarreta

Given the unconfoundedness assumption, we propose new nonparametric estimators for the reduced dimensional conditional average treatment effect (CATE) function. In the first stage, the nuisance functions necessary for identifying CATE are…

Econometrics · Economics 2021-07-26 Qingliang Fan , Yu-Chin Hsu , Robert P. Lieli , Yichong Zhang

Estimation of heterogeneous treatment effects is an essential component of precision medicine. Model and algorithm-based methods have been developed within the causal inference framework to achieve valid estimation and inference. Existing…

Methodology · Statistics 2021-05-10 Ruohong Li , Honglang Wang , Wanzhu Tu

The vast majority of literature on evaluating the significance of a treatment effect based on observational data has been confined to discrete treatments. These methods are not applicable to drawing inference for a continuous treatment,…

Methodology · Statistics 2023-05-23 Charles R. Doss , Guangwei Weng , Lan Wang , Ira Moscovice , Tongtan Chantarat

We study two-way-fixed-effects regressions (TWFE) with several treatment variables. Under a parallel trends assumption, we show that the coefficient on each treatment identifies a weighted sum of that treatment's effect, with possibly…

Econometrics · Economics 2023-04-18 Clément de Chaisemartin , Xavier D'Haultfœuille

We propose a semiparametric method to estimate the average treatment effect under the assumption of unconfoundedness given observational data. Our estimation method alleviates misspecification issues of the propensity score function by…

Econometrics · Economics 2025-01-16 Difang Huang , Jiti Gao , Tatsushi Oka

The aim of clinical effectiveness research using repositories of electronic health records is to identify what health interventions 'work best' in real-world settings. Since there are several reasons why the net benefit of intervention may…

Methodology · Statistics 2020-06-19 Jie Zhu , Blanca Gallego

A new meta-algorithm for estimating the conditional average treatment effects is proposed in the paper. The main idea underlying the algorithm is to consider a new dataset consisting of feature vectors produced by means of concatenation of…

Machine Learning · Statistics 2019-09-10 Lev V. Utkin , Mikhail V. Kots , Viacheslav S. Chukanov

Unobserved heterogeneous treatment effects have been emphasized in the recent policy evaluation literature (see e.g., Heckman and Vytlacil, 2005). This paper proposes a nonparametric test for unobserved heterogeneous treatment effects in a…

Econometrics · Economics 2021-08-17 Yu-Chin Hsu , Ta-Cheng Huang , Haiqing Xu

We study estimation and inference for heterogeneous principal causal effects with binary treatments and binary intermediate variables. Principal causal effects are subgroup effects within strata defined by potential values of an…

Methodology · Statistics 2026-03-11 Rui Zhang , Charles R. Doss , Jared D. Huling

Suppose one is interested in estimating causal effects in the presence of potentially unmeasured confounding with the aid of a valid instrumental variable. This paper investigates the problem of making inferences about the average treatment…

Methodology · Statistics 2020-12-15 BaoLuo Sun , Wang Miao

The hypothesis of homogeneous treatment effects is central to the instrumental variables literature. This assumption signifies that treatment effects are constant across all subjects. It allows to interpret instrumental variable estimates…

Econometrics · Economics 2023-04-17 Jad Beyhum , Jean-Pierre Florens , Elia Lapenta , Ingrid Van Keilegom

A central goal of modern causal inference is estimating heterogeneous treatment effects to answer questions like "how does an intervention affect each unit," rather than only on average. We study this problem with panel-data where we…

Machine Learning · Statistics 2026-05-29 Anay Mehrotra , Phuc Tran , Van H. Vu , Manolis Zampetakis

This paper introduces a novel approach for estimating heterogeneous treatment effects of binary treatment in panel data, particularly focusing on short panel data with large cross-sectional data and observed confoundings. In contrast to…

Methodology · Statistics 2024-06-05 Meijia Wang , Ignacio Martinez , P. Richard Hahn

This article proposes different tests for treatment effect heterogeneity when the outcome of interest, typically a duration variable, may be right-censored. The proposed tests study whether a policy 1) has zero distributional (average)…

Methodology · Statistics 2020-02-19 Pedro H. C. Sant'Anna
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