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Consider sensitivity analysis for estimating average treatment effects under unmeasured confounding, assumed to satisfy a marginal sensitivity model. At the population level, we provide new representations for the sharp population bounds…

Methodology · Statistics 2022-09-26 Zhiqiang Tan

Estimating the conditional average treatment effects (CATE) is very important in causal inference and has a wide range of applications across many fields. In the estimation process of CATE, the unconfoundedness assumption is typically…

Machine Learning · Computer Science 2024-12-16 Pengfei Shi , Wei Zhong , Xinyu Zhang , Ningtao Wang , Xing Fu , Weiqiang Wang , Yin Jin

In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment effects including local average (LATE) and local quantile treatment effects (LQTE) in data-rich environments. We can handle very many…

Statistics Theory · Mathematics 2018-01-08 Alexandre Belloni , Victor Chernozhukov , Ivan Fernández-Val , Christian Hansen

Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct…

Methodology · Statistics 2022-08-05 Baoluo Sun , Yifan Cui , Eric Tchetgen Tchetgen

A central goal of causal inference is to detect and estimate the treatment effects of a given treatment or intervention on an outcome variable of interest, where a member known as the heterogeneous treatment effect (HTE) is of growing…

Statistics Theory · Mathematics 2020-10-27 Zijun Gao , Yanjun Han

This paper concerns robust inference on average treatment effects following model selection. In the selection on observables framework, we show how to construct confidence intervals based on a doubly-robust estimator that are robust to…

Statistics Theory · Mathematics 2018-04-13 Max H. Farrell

Missing exposure information is a very common feature of many observational studies. Here we study identifiability and efficient estimation of causal effects on vector outcomes, in such cases where treatment is unconfounded but partially…

Methodology · Statistics 2020-02-04 Edward H. Kennedy

We derive new variance formulas for inference on a general class of estimands of causal average treatment effects in a Randomized Control Trial (RCT). We generalize Robins (1988) and show that when the estimand of interest is the Sample…

Statistics Theory · Mathematics 2017-10-19 Jasjeet S. Sekhon , Yotam Shem-Tov

Significant treatment effects are often emphasized when interpreting and summarizing empirical findings in studies that estimate multiple, possibly many, treatment effects. Under this kind of selective reporting, conventional treatment…

Econometrics · Economics 2025-12-11 Andreas Dzemski , Ryo Okui , Wenjie Wang

In this work, we consider causal inference in various high-dimensional treatment settings, including for single multi-valued treatments and vector treatments with binary or continuous components, when the number of treatments can be…

Statistics Theory · Mathematics 2026-02-26 Patrick Kramer , Edward H. Kennedy , Isaac M. Opper

A growing statistical literature focuses on causal inference in the context of experiments where the target of inference is the average treatment effect in a finite population and random assignment determines which subjects are allocated to…

Methodology · Statistics 2025-09-04 Jonas M. Mikhaeil , Donald P. Green

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

Patient care may be improved by recommending treatments based on patient characteristics when there is treatment effect heterogeneity. Recently, there has been a great deal of attention focused on the estimation of optimal treatment rules…

Methodology · Statistics 2024-01-29 Michael Jetsupphasuk , Michael G. Hudgens , Jessie K. Edwards , Stephen R. Cole

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

Randomized experiments have been the gold standard for drawing causal inference. The conventional model-based approach has been one of the most popular ways for analyzing treatment effects from randomized experiments, which is often carried…

Methodology · Statistics 2024-11-19 Tianyi Qu , Jiangchuan Du , Xinran Li

Conditional effect estimation has great scientific and policy importance because interventions may impact subjects differently depending on their characteristics. Most research has focused on estimating the conditional average treatment…

Methodology · Statistics 2023-04-25 Alec McClean , Zach Branson , Edward H. Kennedy

We study the problem of learning conditional average treatment effects (CATE) from high-dimensional, observational data with unobserved confounders. Unobserved confounders introduce ignorance -- a level of unidentifiability -- about an…

Machine Learning · Computer Science 2022-02-02 Andrew Jesson , Sören Mindermann , Yarin Gal , Uri Shalit

We consider inference in models defined by approximate moment conditions. We show that near-optimal confidence intervals (CIs) can be formed by taking a generalized method of moments (GMM) estimator, and adding and subtracting the standard…

Econometrics · Economics 2021-01-15 Timothy B. Armstrong , Michal Kolesár

One of the major challenges in estimating conditional potential outcomes and conditional average treatment effects (CATE) is the presence of hidden confounders. Since testing for hidden confounders cannot be accomplished only with…

Machine Learning · Computer Science 2025-06-17 Ahmed Aloui , Juncheng Dong , Ali Hasan , Vahid Tarokh

We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…

Statistics Theory · Mathematics 2025-07-29 Karl Oskar Ekvall , Matteo Bottai