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Machine learning methods for estimating treatment effect heterogeneity promise greater flexibility than existing methods that test a few pre-specified hypotheses. However, one problem these methods can have is that it can be challenging to…

Econometrics · Economics 2024-08-05 Patrick Rehill

Long-term causal inference has drawn increasing attention in many scientific domains. Existing methods mainly focus on estimating average long-term causal effects by combining long-term observational data and short-term experimental data.…

Machine Learning · Computer Science 2025-03-04 Weilin Chen , Ruichu Cai , Junjie Wan , Zeqin Yang , José Miguel Hernández-Lobato

The propensity score is a common tool for estimating the causal effect of a binary treatment in observational data. In this setting, matching, subclassification, imputation, or inverse probability weighting on the propensity score can…

Methodology · Statistics 2018-01-03 Michael J Lopez , Roee Gutman

Estimation of causal effects is the core objective of many scientific disciplines. However, it remains a challenging task, especially when the effects are estimated from observational data. Recently, several promising machine learning…

Machine Learning · Statistics 2022-09-02 Niki Kiriakidou , Christos Diou

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

Causal inference has numerous real-world applications in many domains, such as health care, marketing, political science, and online advertising. Treatment effect estimation, a fundamental problem in causal inference, has been extensively…

Machine Learning · Computer Science 2023-02-03 Zhixuan Chu , Jianmin Huang , Ruopeng Li , Wei Chu , Sheng Li

Causal decomposition has provided a powerful tool to analyze health disparity problems, by assessing the proportion of disparity caused by each mediator. However, most of these methods lack \emph{policy implications}, as they fail to…

Methodology · Statistics 2023-02-21 Xinwei Sun , Xiangyu Zheng , Jim Weinstein

Causal inference is widely used in various fields, such as biology, psychology and economics, etc. In observational studies, we need to balance the covariates before estimating causal effect. This study extends the one-dimensional entropy…

Methodology · Statistics 2022-05-19 Juan Chen , Yingchun Zhou

We develop a Gaussian-process mixture model for heterogeneous treatment effect estimation that leverages the use of transformed outcomes. The approach we will present attempts to improve point estimation and uncertainty quantification…

Methodology · Statistics 2018-12-19 Abbas Zaidi , Sayan Mukherjee

This paper provides a link between causal inference and machine learning techniques - specifically, Classification and Regression Trees (CART) - in observational studies where the receipt of the treatment is not randomized, but the…

Machine Learning · Computer Science 2019-05-23 Falco J. Bargagli-Stoffi , Giorgio Gnecco

This paper introduces a novel approach for estimating heterogeneous treatment effects of binary treatment in panel data, particularly focusing on short panel data with large cross-sectional data and observed confoundings. In contrast to…

Methodology · Statistics 2024-06-05 Meijia Wang , Ignacio Martinez , P. Richard Hahn

Tailoring treatment assignment to specific individuals can improve the health outcomes, but a single study may offer inadequate information for this purpose. The ability to leverage information from an auxiliary data source deemed to be…

Methodology · Statistics 2025-02-05 Ashwini Venkatasubramaniam , Julian Wolfson

In this paper, we introduce a unified estimator to analyze various treatment effects in causal inference, including but not limited to the average treatment effect (ATE) and the quantile treatment effect (QTE). The proposed estimator is…

Methodology · Statistics 2025-03-31 Kuan-Hsun Wu , Li-Pang Chen

We examine the household-specific effects of the introduction of Time-of-Use (TOU) electricity pricing schemes. Using a causal forest (Athey and Imbens, 2016; Wager and Athey, 2018; Athey et al., 2019), we consider the association between…

General Economics · Economics 2019-10-17 Eoghan O'Neill , Melvyn Weeks

Estimating the joint effect of a multivariate, continuous exposure is crucial, particularly in environmental health where interest lies in simultaneously evaluating the impact of multiple environmental pollutants on health. We develop novel…

Decomposing an exposure effect on an outcome into separate natural indirect effects through multiple mediators requires strict assumptions, such as correctly postulating the causal structure of the mediators, and no unmeasured confounding…

Methodology · Statistics 2021-02-04 Wen Wei Loh , Beatrijs Moerkerke , Tom Loeys , Stijn Vansteelandt

Accurately estimating personalized treatment effects within a study site (e.g., a hospital) has been challenging due to limited sample size. Furthermore, privacy considerations and lack of resources prevent a site from leveraging…

Machine Learning · Statistics 2022-06-17 Xiaoqing Tan , Chung-Chou H. Chang , Ling Zhou , Lu Tang

We study estimation and inference for heterogeneous principal causal effects with binary treatments and binary intermediate variables. Principal causal effects are subgroup effects within strata defined by potential values of an…

Methodology · Statistics 2026-03-11 Rui Zhang , Charles R. Doss , Jared D. Huling

Instrumental variable approaches have gained popularity for estimating causal effects in the presence of unmeasured confounders. However, the availability of instrumental variables in the primary dataset is often challenged due to stringent…

Methodology · Statistics 2026-03-31 Kang Shuai , Shanshan Luo , Wei Li , Yangbo He

Researchers often hold the belief that random forests are "the cure to the world's ills" (Bickel, 2010). But how exactly do they achieve this? Focused on the recently introduced causal forests (Athey and Imbens, 2016; Wager and Athey,…

Statistics Theory · Mathematics 2023-12-27 Yiyi Huo , Yingying Fan , Fang Han