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We consider the problem of estimating the average treatment effect (ATE) in a semi-supervised learning setting, where a very small proportion of the entire set of observations are labeled with the true outcome but features predictive of the…

Methodology · Statistics 2020-10-27 David Cheng , Ashwin Ananthakrishnan , Tianxi Cai

Many statistical estimands can expressed as continuous linear functionals of a conditional expectation function. This includes the average treatment effect under unconfoundedness and generalizations for continuous-valued and personalized…

Methodology · Statistics 2020-11-23 David A. Hirshberg , Stefan Wager

Most of the widely used estimators of the average treatment effect (ATE) in causal inference rely on the assumptions of unconfoundedness and overlap. Unconfoundedness requires that the observed covariates account for all correlations…

Statistics Theory · Mathematics 2025-07-01 Yang Cai , Alkis Kalavasis , Katerina Mamali , Anay Mehrotra , Manolis Zampetakis

Average partial effects (APEs) are often not point identified in panel models with unrestricted unobserved individual heterogeneity, such as a binary response panel model with fixed effects and logistic errors as a special case. This lack…

Econometrics · Economics 2024-08-01 Laura Liu , Alexandre Poirier , Ji-Liang Shiu

We propose a model averaging approach, combined with a partition and matching method to estimate the conditional average treatment effects under heteroskedastic error settings. The proposed approach has asymptotic optimality and consistency…

Methodology · Statistics 2024-12-17 Pengfei Shi , Xinyu Zhang , Wei Zhong

In observational studies, the recorded treatment assignment is not purely random, but it is influenced by external factors such as patient characteristics, reimbursement policies, and existing guidelines. Therefore, the treatment effect can…

Methodology · Statistics 2024-09-02 Sara Poletto , Enrico Longato , Erica Tavazzi , Martina Vettoretti

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

Many popular methods for building confidence intervals on causal effects under high-dimensional confounding require strong "ultra-sparsity" assumptions that may be difficult to validate in practice. To alleviate this difficulty, we here…

Statistics Theory · Mathematics 2019-05-06 Jelena Bradic , Stefan Wager , Yinchu Zhu

In this paper, we introduce a unified estimator to analyze various treatment effects in causal inference, including but not limited to the average treatment effect (ATE) and the quantile treatment effect (QTE). The proposed estimator is…

Methodology · Statistics 2025-03-31 Kuan-Hsun Wu , Li-Pang Chen

We address estimation of intervention effects in experimental designs in which (a) interventions are assigned at the cluster level; (b) clusters are selected to form pairs, matched on observed characteristics; and (c) intervention is…

Methodology · Statistics 2014-11-24 Zhenke Wu , Constantine E. Frangakis , Thomas A. Louis , Daniel O. Scharfstein

We consider identification and inference for the average treatment effect and heterogeneous treatment effect conditional on observable covariates in the presence of unmeasured confounding. Since point identification of these treatment…

Methodology · Statistics 2025-03-04 Kan Chen , Jeffrey Zhang , Bingkai Wang , Dylan S. Small

Randomized controlled trials are the standard method for estimating causal effects, ensuring sufficient statistical power and confidence through adequate sample sizes. However, achieving such sample sizes is often challenging. This study…

Methodology · Statistics 2025-03-28 Keisuke Hanada , Masahiro Kojima

We consider the problem of extrapolating treatment effects across heterogeneous populations (``sites"/``contexts"). We consider an idealized scenario in which the researcher observes cross-sectional data for a large number of units across…

Econometrics · Economics 2025-10-03 Konrad Menzel

We study a linear random coefficient model where slope parameters may be correlated with some continuous covariates. Such a model specification may occur in empirical research, for instance, when quantifying the effect of a continuous…

Econometrics · Economics 2019-11-19 Samuele Centorrino , Aman Ullah , Jing Xue

In observational studies, confounding variables affect both treatment and outcome. Moreover, instrumental variables also influence the treatment assignment mechanism. This situation sets the study apart from a standard randomized controlled…

Machine Learning · Statistics 2025-07-18 Atomsa Gemechu Abdisa , Yingchun Zhou , Yuqi Qiu

Randomized controlled trials often enroll participants whose characteristics differ from those of a target population, which can limit the generalizability of the estimated treatment effects when effect modifiers differ across populations.…

Methodology · Statistics 2026-05-15 Lan Wen , Issa J. Dahabreh , Yu-Han Chiu

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

Consider a situation with two treatments, the first of which is randomized but the second is not, and the multifactor version of this. Interest is in treatment effects, defined using standard factorial notation. We define estimators for the…

A further understanding of cause and effect within observational data is critical across many domains, such as economics, health care, public policy, web mining, online advertising, and marketing campaigns. Although significant advances…

Machine Learning · Computer Science 2023-04-11 Zhixuan Chu , Sheng Li

Estimation of average treatment effects on the treated (ATT) is an important topic of causal inference in econometrics and statistics. This problem seems to be often treated as a simple modification or extension of that of estimating…

Methodology · Statistics 2018-08-07 Heng Shu , Zhiqiang Tan