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Unobserved heterogeneous treatment effects have been emphasized in recent policy evaluation literature. In this paper, we extend Lu and White (2014)'s testing method for unobserved heterogeneous treatment effects by developing nonparametric…

Methodology · Statistics 2016-11-22 YuChin Hsu , TaCheng Huang , Haiqing Xu

Recent work has focused on nonparametric estimation of conditional treatment effects, but inference has remained relatively unexplored. We propose a class of nonparametric tests for both quantitative and qualitative treatment effect…

Methodology · Statistics 2026-04-07 Oliver Dukes , Mats J. Stensrud , Riccardo Brioschi , Aaron Hudson

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

We consider the problem of testing for treatment effect heterogeneity in observational studies, and propose a nonparametric test based on multisample U-statistics. To account for potential confounders, we use reweighted data where the…

Methodology · Statistics 2021-03-30 Maozhu Dai , Weining Shen , Hal S. Stern

This paper provides asymptotically valid tests for the null hypothesis of no treatment effect heterogeneity. Importantly, I consider the presence of heterogeneity that is not explained by observed characteristics, or so-called idiosyncratic…

Econometrics · Economics 2023-04-04 Jaime Ramirez-Cuellar

Estimating treatment effects conditional on observed covariates can improve the ability to tailor treatments to particular individuals. Doing so effectively requires dealing with potential confounding, and also enough data to adequately…

We provide sufficient conditions for the identification of the heterogeneous treatment effects, defined as the conditional expectation for the differences of potential outcomes given the untreated outcome, under the nonignorable treatment…

Methodology · Statistics 2019-01-15 Keisuke Takahata , Takahiro Hoshino

Many studies include a goal of determining whether there is treatment effect heterogeneity across different subpopulations. In this paper, we propose a U-statistic-based non-parametric test of the null hypothesis that the treatment effects…

Methodology · Statistics 2020-12-08 Maozhu Dai , Hal S. Stern

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

We propose a framework for testing the homogeneity of conditional average treatment effects (CATEs) across multiple experimental and observational studies. Our approach leverages multiple randomized trials to assess whether treatment…

Econometrics · Economics 2026-02-25 Ana Armendariz , Martin Huber

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

Statistical inference of heterogeneous treatment effects (HTEs) across predefined subgroups is challenging when units interact because treatment effects may vary by pre-treatment variables, post-treatment exposure variables (that measure…

Econometrics · Economics 2024-10-02 Julius Owusu

The estimation of the treatment effect is often biased in the presence of unobserved confounding variables which are commonly referred to as hidden variables. Although a few methods have been recently proposed to handle the effect of hidden…

Methodology · Statistics 2022-08-01 Kevin Jiang , Yang Ning

This paper considers conducting inference about the effect of a treatment (or exposure) on an outcome of interest. In the ideal setting where treatment is assigned randomly, under certain assumptions the treatment effect is identifiable…

Methodology · Statistics 2015-03-06 Amy Richardson , Michael G. Hudgens , Peter B. Gilbert , Jason P. Fine

Heterogeneous treatment effects are of major interest in economics. For example, a poverty reduction measure would be best evaluated by its effects on those who would be poor in the absence of the treatment, or by the share among the poor…

Econometrics · Economics 2025-08-07 Tetsuya Kaji , Jianfei Cao

This paper establishes sufficient conditions for the identification of the marginal treatment effects with multivalued treatments. Our model is based on a multinomial choice model with utility maximization. Our MTE generalizes the MTE…

Econometrics · Economics 2024-12-30 Toshiki Tsuda

Suppose we have a binary treatment used to influence an outcome. Given data from an observational or controlled study, we wish to determine whether or not there exists some subset of observed covariates in which the treatment is more…

Methodology · Statistics 2016-03-22 Alexander R. Luedtke , Mark J. van der Laan

Multivalued treatment models have typically been studied under restrictive assumptions: ordered choice, and more recently unordered monotonicity. We show how treatment effects can be identified in a more general class of models that allows…

Econometrics · Economics 2018-05-02 Sokbae Lee , Bernard Salanié

There is strong interest in estimating how the magnitude of treatment effects of an intervention vary across sub-groups of the population of interest. In our paper, we propose a two-study approach to first propose and then test…

Methodology · Statistics 2020-06-23 Rahul Ladhania , Amelia Haviland , Neeraj Sood , Edward Kennedy , Ateev Mehrotra

We develop randomization-based tests for heterogeneous treatment effects in the presence of network interference. Leveraging the exposure mapping framework, we study a broad class of null hypotheses that represent various forms of constant…

Econometrics · Economics 2025-06-25 Julius Owusu
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