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We consider the problem of efficient inference of the Average Treatment Effect in a sequential experiment where the policy governing the assignment of subjects to treatment or control can change over time. We first provide a central limit…

Machine Learning · Statistics 2024-03-05 Thomas Cook , Alan Mishler , Aaditya Ramdas

Reliable estimation of treatment effects from observational data is important in many disciplines such as medicine. However, estimation is challenging when unconfoundedness as a standard assumption in the causal inference literature is…

Machine Learning · Computer Science 2024-10-15 Jonas Schweisthal , Dennis Frauen , Maresa Schröder , Konstantin Hess , Niki Kilbertus , Stefan Feuerriegel

We consider estimation of average treatment effects given observational data with high-dimensional pretreatment variables. Existing methods for this problem typically assume some form of sparsity for the regression functions. In this work,…

Methodology · Statistics 2024-04-12 Yuhao Wang , Rajen D. Shah

When using the propensity score method to estimate the treatment effects, it is important to select the covariates to be included in the propensity score model. The inclusion of covariates unrelated to the outcome in the propensity score…

Methodology · Statistics 2024-02-29 Takehiro Shoji , Jun Tsuchida , Hiroshi Yadohisa

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

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

Most causal inference methods consider counterfactual variables under interventions that set the treatment deterministically. With continuous or multi-valued treatments or exposures, such counterfactuals may be of little practical interest…

Methodology · Statistics 2021-07-07 Iván Díaz , Nicholas Williams , Katherine L. Hoffman , Edward J. Schenck

Individual Treatment Effect (ITE) estimation is an extensively researched problem, with applications in various domains. We model the case where there exists heterogeneous non-compliance to a randomly assigned treatment, a typical situation…

Machine Learning · Statistics 2020-10-26 Thibaud Rahier , Amélie Héliou , Matthieu Martin , Christophe Renaudin , Eustache Diemert

This paper develops numerical and causal interpretations of two-way fixed effects (TWFE) regressions in settings with nonbinary, nonstaggered treatments and time-varying covariates. Using the equivalence between TWFE and pooled…

Econometrics · Economics 2026-03-24 Shoya Ishimaru

In healthcare, there is much interest in estimating policies, or mappings from covariates to treatment decisions. Recently, there is also interest in constraining these estimated policies to the standard of care, which generated the…

Methodology · Statistics 2026-02-17 Samuel J. Weisenthal , Sally W. Thurston , Ashkan Ertefaie

Matching and weighting methods for observational studies involve the choice of an estimand, the causal effect with reference to a specific target population. Commonly used estimands include the average treatment effect in the treated (ATT),…

Methodology · Statistics 2023-07-12 Noah Greifer , Elizabeth A. Stuart

There are a number of available methods for selecting whom to prioritize for treatment, including ones based on treatment effect estimation, risk scoring, and hand-crafted rules. We propose rank-weighted average treatment effect (RATE)…

Methodology · Statistics 2023-11-30 Steve Yadlowsky , Scott Fleming , Nigam Shah , Emma Brunskill , Stefan Wager

Individual treatment effect (ITE) represents the expected improvement in the outcome of taking a particular action to a particular target, and plays important roles in decision making in various domains. However, its estimation problem is…

Machine Learning · Computer Science 2020-05-12 Shonosuke Harada , Hisashi Kashima

In situations with non-manipulable exposures, interventions can be targeted to shift the distribution of intermediate variables between exposure groups to define interventional disparity indirect effects. In this work, we present a…

Methodology · Statistics 2023-05-18 Helene C. W. Rytgaard , Amalie Lykkemark Møller , Thomas A. Gerds

Causal inference is crucial for understanding the true impact of interventions, policies, or actions, enabling informed decision-making and providing insights into the underlying mechanisms that shape our world. In this paper, we establish…

Methodology · Statistics 2024-03-26 Jingyue Huang , Changbao Wu , Leilei Zeng

We propose a model-free framework for sensitivity analysis of individual treatment effects (ITEs), building upon ideas from conformal inference. For any unit, our procedure reports the $\Gamma$-value, a number which quantifies the minimum…

Methodology · Statistics 2022-04-26 Ying Jin , Zhimei Ren , Emmanuel J. Candès

State-level policy studies often conduct heterogeneity analyses that quantify how treatment effects vary across state characteristics. These analyses may be used to inform state-specific policy decisions, or to infer how the effect of a…

In sequential causal inference, one estimates the causal net effect of treatment in treatment sequence on an outcome after last treatment in the presence of time-dependent covariates between treatments, improves the estimation by the…

Methodology · Statistics 2014-11-18 Li Yin , Xiaoqin Wang

In observational studies, treatments are typically not randomized and therefore estimated treatment effects may be subject to confounding bias. The instrumental variable (IV) design plays the role of a quasi-experimental handle since the IV…

Methodology · Statistics 2016-08-30 Lan Liu , Wang Miao , Baoluo Sun , James Robins , Eric Tchetgen Tchetgen

Causal inference problems often involve continuous treatments, such as dose, duration, or frequency. However, identifying and estimating standard dose-response estimands requires that everyone has some chance of receiving any level of the…

Methodology · Statistics 2026-01-28 Kyle Schindl , Shuying Shen , Edward H. Kennedy