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In this paper I revisit the interpretation of the linear instrumental variables (IV) estimand as a weighted average of conditional local average treatment effects (LATEs). I focus on a situation in which additional covariates are required…

Econometrics · Economics 2026-04-30 Tymon Słoczyński

Imputing missing potential outcomes using an estimated regression function is a natural idea for estimating causal effects. In the literature, estimators that combine imputation and regression adjustments are believed to be comparable to…

Statistics Theory · Mathematics 2023-01-20 Zhexiao Lin , Fang Han

Learning heterogeneous treatment effects (HTEs) is an important problem across many fields. Most existing methods consider the setting with a single treatment arm and a single outcome metric. However, in many real world domains, experiments…

Machine Learning · Computer Science 2022-06-13 Leon Yao , Caroline Lo , Israel Nir , Sarah Tan , Ariel Evnine , Adam Lerer , Alex Peysakhovich

There is currently a dearth of appropriate methods to estimate the causal effects of multiple treatments when the outcome is binary. For such settings, we propose the use of nonparametric Bayesian modeling, Bayesian Additive Regression…

Methodology · Statistics 2020-03-02 Chenyang Gu , Michael J. Lopez , Liangyuan Hu

We study a new model where the potential outcomes, corresponding to the values of a (possibly continuous) treatment, are linked through common factors. The factors can be estimated using a panel of regressors. We propose a procedure to…

Econometrics · Economics 2024-01-09 Jad Beyhum

We revisit the classical causal inference problem of estimating the average treatment effect in the presence of fully observed confounding variables using two-stage semiparametric methods. In existing theoretical studies of methods such as…

Methodology · Statistics 2022-05-23 Steve Yadlowsky

Many economic models feature moment conditions that involve latent variables. When the latent variables are individual fixed effects in an auxiliary panel data regression, we construct orthogonal moments that eliminate first-order bias…

Econometrics · Economics 2026-02-10 Jiaqi Huang

Causal inference methods have been applied in various fields where researchers want to estimate treatment effects. In traditional causal inference settings, one assumes that the outcome of a unit does not depend on treatments of other…

Methodology · Statistics 2022-09-05 Kelly Kung , Daniel L. Sussman

Within the field of causal inference, we consider the problem of estimating heterogeneous treatment effects from data. We propose and validate a novel approach for learning feature representations to aid the estimation of the conditional…

Machine Learning · Statistics 2022-06-23 Michael C. Burkhart , Gabriel Ruiz

We consider a randomized controlled trial between two groups. The objective is to identify a population with characteristics such that the test therapy is more effective than the control therapy. Such a population is called a subgroup. This…

Methodology · Statistics 2021-12-06 Shintaro Yuki , Kensuke Tanioka , Hiroshi Yadohisa

Estimating heterogeneous treatment effects (HTEs) over time is crucial in many disciplines such as personalized medicine. For example, electronic health records are commonly collected over several time periods and then used to personalize…

Machine Learning · Computer Science 2025-02-07 Dennis Frauen , Konstantin Hess , Stefan Feuerriegel

When estimating heterogeneous treatment effects, missing outcome data can complicate treatment effect estimation, causing certain subgroups of the population to be poorly represented. In this work, we discuss this commonly overlooked…

Machine Learning · Statistics 2025-04-15 Matthew Pryce , Karla Diaz-Ordaz , Ruth H. Keogh , Stijn Vansteelandt

The increasing scientific attention given to precision medicine based on real-world data has led many recent studies to clarify the relationships between treatment effects and patient characteristics. However, this is challenging because of…

Methodology · Statistics 2022-06-20 Ke Wan , Kensuke Tanioka , Toshio Shimokawa

The traditional model specification of stepped-wedge cluster-randomized trials assumes a homogeneous treatment effect across time while adjusting for fixed-time effects. However, when treatment effects vary over time, the constant effect…

Inferring the causal effects of time-varying treatments is often hindered by highly variable inverse propensity weights, particularly in settings with limited covariate overlap. Building on the key framework of Imai and Ratkovic (2015), we…

Methodology · Statistics 2025-11-06 Yige Li , María de los Angeles Resa , José R. Zubizarreta

Randomized trials are typically designed to detect average treatment effects but often lack the statistical power to uncover individual-level treatment effect heterogeneity, limiting their value for personalized decision-making. To address…

Machine Learning · Statistics 2026-03-19 Rickard Karlsson , Piersilvio De Bartolomeis , Issa J. Dahabreh , Jesse H. Krijthe

In many social, behavioral, and biomedical sciences, treatment effect estimation is a crucial step in understanding the impact of an intervention, policy, or treatment. In recent years, an increasing emphasis has been placed on…

Methodology · Statistics 2024-10-10 Xinhai Zhang , Xingye Qiao

Standard regression adjustment gives inconsistent estimates of causal effects when there are time-varying treatment effects and time-varying covariates. Loosely speaking, the issue is that some covariates are post-treatment variables…

Methodology · Statistics 2024-03-12 Stephen Bates , Edward Kennedy , Robert Tibshirani , Valerie Ventura , Larry Wasserman

A high-quality experimental dataset is often much smaller than a corresponding observational dataset. When this holds with possibly biased measurements of the outcome of interest in the latter, we propose an estimation and inference…

Methodology · Statistics 2026-05-19 Harrison H Li

We study the problem of estimating the average treatment effect (ATE) under sequentially adaptive treatment assignment mechanisms. In contrast to classical completely randomized designs, we consider a setting in which the probability of…

Statistics Theory · Mathematics 2026-05-12 Saikat Sengupta , Koulik Khamaru , Suvrojit Ghosh , Tirthankar Dasgupta