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We study the problem of model selection in causal inference, specifically for conditional average treatment effect (CATE) estimation. Unlike machine learning, there is no perfect analogue of cross-validation for model selection as we do not…

Machine Learning · Computer Science 2024-04-30 Divyat Mahajan , Ioannis Mitliagkas , Brady Neal , Vasilis Syrgkanis

Generalized causal effect estimands, including the Mann-Whitney parameter and causal net benefit, provide flexible summaries of treatment effects in randomized experiments with non-Gaussian or multivariate outcomes. We develop a unified…

Methodology · Statistics 2026-02-27 Xinyuan Chen , Fan Li

We propose a double robust Bayesian inference procedure on the average treatment effect (ATE) under unconfoundedness. For our new Bayesian approach, we first adjust the prior distributions of the conditional mean functions, and then correct…

Econometrics · Economics 2025-02-26 Christoph Breunig , Ruixuan Liu , Zhengfei Yu

This paper presents methods to study the causal effect of a binary treatment on a functional outcome with observational data. We define a Functional Average Treatment Effect and develop an outcome regression estimator. We show how to obtain…

Methodology · Statistics 2025-09-08 Kreske Ecker , Xavier de Luna , Lina Schelin

Incrementality experiments compare customers exposed to a marketing action designed to increase sales to those randomly assigned to a control group. These experiments suffer from noisy responses which make precise estimation of the average…

Applications · Statistics 2023-05-11 Ron Berman , Elea McDonnell Feit

One of the most significant challenges in Conditional Average Treatment Effect (CATE) estimation is the statistical discrepancy between distinct treatment groups. To address this issue, we propose a model-agnostic data augmentation method…

Machine Learning · Computer Science 2025-06-17 Ahmed Aloui , Juncheng Dong , Cat P. Le , Vahid Tarokh

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

We consider the problem of estimating the average treatment effect (ATE) when both randomized control trial (RCT) data and external real-world data (RWD) are available. We decompose the ATE estimand as the difference between a pooled-ATE…

Methodology · Statistics 2025-01-22 Mark van der Laan , Sky Qiu , Jens Magelund Tarp , Lars van der Laan

Obtaining valid treatment effect inference remains a challenging problem when dealing with numerous instruments and non-sparse control variables. In this paper, we propose a novel ridge regularization-based instrumental variables method for…

Econometrics · Economics 2025-10-17 Xiduo Chen , Xingdong Feng , Antonio F. Galvao , Yeheng Ge

Matching is a widely used causal inference design that aims to approximate a randomized experiment using observational data by forming matched sets of treated and control units based on similarities in their covariates. Ideally, treated…

Methodology · Statistics 2026-04-06 Jianan Zhu , Jeffrey Zhang , Zijian Guo , Siyu Heng

Randomized controlled trials (RCTs) are often underpowered to detect treatment heterogeneity in subgroups defined by cross-classifications of multiple covariates, due to sparse sample sizes in some strata. External RCT data can help, but…

Methodology · Statistics 2026-04-23 Youqi Yang , Walter Dempsey , Bhramar Mukherjee

In causal inference, encouragement designs (EDs) are widely used to analyze causal effects, when randomized controlled trials (RCTs) are impractical or compliance to treatment cannot be perfectly enforced. Unlike RCTs, which directly…

Machine Learning · Computer Science 2024-12-20 Anpeng Wu , Kun Kuang , Ruoxuan Xiong , Xiangwei Chen , Zexu Sun , Fei Wu , Kun Zhang

Observational studies are frequently used to estimate the effect of an exposure or treatment on an outcome. To obtain an unbiased estimate of the treatment effect, it is crucial to measure the exposure accurately. A common type of exposure…

Methodology · Statistics 2024-07-02 Suhwan Bong , Kwonsang Lee , Francesca Dominici

We develop flexible, semiparametric estimators of the average treatment effect (ATE) transported to a new population ("target population") that offer potential efficiency gains. Transport may be of value when the ATE may differ across…

Methodology · Statistics 2024-06-07 Kara E. Rudolph , Nicholas T. Williams , Elizabeth A. Stuart , Ivan Diaz

In recent years, precision treatment strategy have gained significant attention in medical research, particularly for patient care. We propose a novel framework for estimating conditional average treatment effects (CATE) in time-to-event…

Methodology · Statistics 2024-07-29 Runjia Li , Victor B. Talisa , Chung-Chou H. Chang

While average treatment effects (ATE) and conditional average treatment effects (CATE) provide valuable population- and subgroup-level summaries, they fail to capture uncertainty at the individual level. For high-stakes decision-making,…

Methodology · Statistics 2026-03-31 Juraj Bodik , Yaxuan Huang , Bin Yu

This paper studies inference for the local average treatment effect in randomized controlled trials with imperfect compliance where treatment status is determined according to "matched pairs." By "matched pairs," we mean that units are…

Econometrics · Economics 2024-06-28 Yuehao Bai , Hongchang Guo , Azeem M. Shaikh , Max Tabord-Meehan

Competing risk is a common phenomenon when dealing with time-to-event outcomes in biostatistical applications. An attractive estimand in this setting is the "number of life-years lost due to a specific cause of death", Andersen et al.…

Methodology · Statistics 2025-02-04 Simon Christoffer Ziersen , Torben Martinussen

In observational studies, potential unobserved confounding is a major barrier in isolating the average causal effect (ACE). In these scenarios, two main approaches are often used: confounder adjustment for causality (CAC) and instrumental…

Methodology · Statistics 2024-11-26 Roy S. Zawadzki , Daniel L. Gillen

Cluster-randomized trials (CRTs) are widely used to evaluate group-level interventions and increasingly collect multiple outcomes capturing complementary dimensions of benefit and risk. Investigators often seek a single global summary of…

Methodology · Statistics 2026-01-22 Xinyuan Chen , Fan Li