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We consider a panel data analysis to examine the heterogeneity in treatment effects with respect to groups, periods, and a pre-treatment covariate of interest in the staggered difference-in-differences setting of Callaway and Sant'Anna…

Econometrics · Economics 2025-07-16 Shunsuke Imai , Lei Qin , Takahide Yanagi

Continuous treatments have posed a significant challenge for causal inference, both in the formulation and identification of scientifically meaningful effects and in their robust estimation. Traditionally, focus has been placed on…

Methodology · Statistics 2022-06-29 Nima S. Hejazi , David Benkeser , Iván Díaz , Mark J. van der Laan

Doubly robust estimators with cross-fitting have gained popularity in causal inference due to their favorable structure-agnostic error guarantees. However, when additional structure, such as H\"{o}lder smoothness, is available then more…

Statistics Theory · Mathematics 2025-05-08 Alec McClean , Sivaraman Balakrishnan , Edward H. Kennedy , Larry Wasserman

U.S. state education agencies mark schools displaying achievement gaps between demographic subgroups as needing improvement. Some schools may have few students in these subgroups, such that average end-of-year test scores only noisily…

Methodology · Statistics 2025-12-10 Joshua Wasserman , Michael R. Elliott , Ben B. Hansen

Average treatment effect estimation is the most central problem in causal inference with application to numerous disciplines. While many estimation strategies have been proposed in the literature, the statistical optimality of these methods…

Machine Learning · Statistics 2025-06-10 Jikai Jin , Vasilis Syrgkanis

In recommender systems, a common problem is the presence of various biases in the collected data, which deteriorates the generalization ability of the recommendation models and leads to inaccurate predictions. Doubly robust (DR) learning…

Information Retrieval · Computer Science 2022-12-20 Haoxuan Li , Quanyu Dai , Yuru Li , Yan Lyu , Zhenhua Dong , Xiao-Hua Zhou , Peng Wu

Estimation of heterogeneous treatment effects is an essential component of precision medicine. Model and algorithm-based methods have been developed within the causal inference framework to achieve valid estimation and inference. Existing…

Methodology · Statistics 2021-05-10 Ruohong Li , Honglang Wang , Wanzhu Tu

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

Causal inference concerns not only the average effect of the treatment on the outcome but also the underlying mechanism through an intermediate variable of interest. Principal stratification characterizes such a mechanism by targeting…

Methodology · Statistics 2022-03-29 Zhichao Jiang , Shu Yang , Peng Ding

This paper considers the practically important case of nonparametrically estimating heterogeneous average treatment effects that vary with a limited number of discrete and continuous covariates in a selection-on-observables framework where…

Econometrics · Economics 2019-08-26 Michael Zimmert , Michael Lechner

Estimating causal effects of continuous treatments is a common problem in practice, for example, in studying average dose-response functions. Classical analyses typically assume that all confounders are fully observed, whereas in real-world…

Statistics Theory · Mathematics 2026-04-14 Shuyuan Chen , Peng Zhang , Yifan Cui

Anecdotally, using an estimated propensity score is superior to the true propensity score in estimating the average treatment effect based on observational data. However, this claim comes with several qualifications: it holds only if…

Methodology · Statistics 2023-04-03 Fangzhou Su , Wenlong Mou , Peng Ding , Martin J. Wainwright

Instrumental variables are commonly used to estimate effects of a treatment afflicted by unmeasured confounding, and in practice instruments are often continuous (e.g., measures of distance, or treatment preference). However, available…

Methodology · Statistics 2018-07-05 Edward H. Kennedy , Scott A. Lorch , Dylan S. Small

We study the properties of the score confidence set for the local average treatment effect in non and semiparametric instrumental variable models. This confidence set is constructed by inverting a score test based on an estimate of the…

Statistics Theory · Mathematics 2025-06-13 Ezequiel Smucler , Ludovico Lanni , David Masip

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

Causal inference analyses often use existing observational data, which in many cases has some clustering of individuals. In this paper we discuss propensity score weighting methods in a multilevel setting where within clusters individuals…

Applications · Statistics 2020-12-24 Youjin Lee , Trang Q. Nguyen , Elizabeth A. Stuart

We study identification and estimation of causal effects in settings with panel data. Traditionally researchers follow model-based identification strategies relying on assumptions governing the relation between the potential outcomes and…

Econometrics · Economics 2022-02-18 Dmitry Arkhangelsky , Guido W. Imbens

Doubly robust estimators (DRE) are widely used in causal inference because they yield consistent estimators of average causal effect when at least one of the nuisance models, the propensity for treatment (exposure) or the outcome…

Methodology · Statistics 2025-11-25 Hao Wu , Lucy Shao , Toni Gui , Tsungchin Wu , Zhuochao Huang , Shengjia Tu , Xin Tu , Jinyuan Liu , Tuo Lin

When outcomes are missing for reasons beyond an investigator's control, there are two different ways to adjust a parameter estimate for covariates that may be related both to the outcome and to missingness. One approach is to model the…

Methodology · Statistics 2008-12-18 Joseph D. Y. Kang , Joseph L. Schafer

Doubly Robust (DR) estimation of treatment effect relies on an untestable assumption that is the absence of unobserved confounding. This assumption is par- ticularly problematic in the context of healthcare research, where variables like…

Methodology · Statistics 2026-05-07 Sahil Shikalgar , Md. Noor-E-Alam