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A recent method using Dynamic Linear Models to improve preferred treatment allocation budget in random allocation models was proposed by Lee, Boone, et al (2020). However this model failed to include the impact covariates such as smoking,…

Applications · Statistics 2020-09-24 Albert H. Lee

When analyzing data from randomized clinical trials, covariate adjustment can be used to account for chance imbalance in baseline covariates and to increase precision of the treatment effect estimate. A practical barrier to covariate…

Methodology · Statistics 2023-07-04 Chia-Rui Chang , Yue Song , Fan Li , Rui Wang

We address the estimation of endogenous treatment models with social interactions in both the treatment and outcome equations. We model the interactions between individuals in an internally consistent manner via a game theoretic approach…

Econometrics · Economics 2024-08-27 Zhongjian Lin , Francis Vella

This paper examines the identification and estimation of heterogeneous treatment effects in event studies, emphasizing the importance of both lagged dependent variables and treatment effect heterogeneity. We show that omitting lagged…

Econometrics · Economics 2025-09-18 Irene Botosaru , Laura Liu

Applied researchers are increasingly interested in whether and how treatment effects vary in randomized evaluations, especially variation not explained by observed covariates. We propose a model-free approach for testing for the presence of…

Methodology · Statistics 2014-12-17 Peng Ding , Avi Feller , Luke Miratrix

Randomized experiments play a major role in data-driven decision making across many different fields and disciplines. In medicine, for example, randomized controlled trials (RCTs) are the backbone of clinical trial methodology for testing…

Applications · Statistics 2016-08-30 Andrew W. Correia

This paper considers identifying and estimating the Average Treatment Effect on the Treated (ATT) when untreated potential outcomes are generated by an interactive fixed effects model. That is, in addition to time-period and individual…

Econometrics · Economics 2022-02-15 Brantly Callaway , Sonia Karami

We consider the estimation of heterogeneous treatment effects with arbitrary machine learning methods in the presence of unobserved confounders with the aid of a valid instrument. Such settings arise in A/B tests with an intent-to-treat…

Econometrics · Economics 2019-06-07 Vasilis Syrgkanis , Victor Lei , Miruna Oprescu , Maggie Hei , Keith Battocchi , Greg Lewis

Generalized linear mixed-effects models (GLMMs) are widely used to analyze grouped and hierarchical data. In a GLMM, each response is assumed to follow an exponential-family distribution where the natural parameter is given by a linear…

Machine Learning · Statistics 2026-04-14 Yuli Slavutsky , Sebastian Salazar , David M. Blei

Researchers often use instrumental variables (IV) models to investigate the causal relationship between an endogenous variable and an outcome while controlling for covariates. When an exogenous variable is unavailable to serve as the…

Econometrics · Economics 2025-06-18 Moses Stewart

Demand response aims to stimulate electricity consumers to modify their loads at critical time periods. In this paper, we consider signals in demand response programs as a binary treatment to the customers and estimate the average treatment…

Optimization and Control · Mathematics 2017-07-04 Pan Li , Baosen Zhang

Randomized experimentation (also known as A/B testing or bucket testing) is widely used in the internet industry to measure the metric impact obtained by different treatment variants. A/B tests identify the treatment variant showing the…

Methods for extending -- generalizing or transporting -- inferences from a randomized trial to a target population involve conditioning on a large set of covariates that is sufficient for rendering the randomized and non-randomized groups…

Methodology · Statistics 2021-10-04 Sarah E Robertson , Jon A Steingrimsson , Issa J Dahabreh

Considerable interest has recently been focused on studying multiple phenotypes simultaneously in both epidemiological and genomic studies, either to capture the multidimensionality of complex disorders or to understand shared etiology of…

Methodology · Statistics 2015-11-26 Denis Agniel , Katherine P. Liao , Tianxi Cai

Machine Learning (ML) algorithms are vital for supporting clinical decision-making in biomedical informatics. However, their predictive performance can vary across demographic groups, often due to the underrepresentation of historically…

Machine Learning · Computer Science 2025-03-04 Ioannis Bilionis , Ricardo C. Berrios , Luis Fernandez-Luque , Carlos Castillo

There is a dearth of robust methods to estimate the causal effects of multiple treatments when the outcome is binary. This paper uses two unique sets of simulations to propose and evaluate the use of Bayesian Additive Regression Trees…

Methodology · Statistics 2020-01-22 Liangyuan Hu , Chenyang Gu , Michael Lopez , Jiayi Ji , Juan Wisnivesky

In recent years, theoretical results and simulation evidence have shown Bayesian additive regression trees to be a highly-effective method for nonparametric regression. Motivated by cost-effectiveness analyses in health economics, where…

This paper focuses on the multivariate linear mixed-effects model, including all the correlations between the random effects when the marginal residual terms are assumed uncorrelated and homoscedastic with possibly different standard…

Methodology · Statistics 2017-05-04 Eric Adjakossa , Grégory Nuel

Covariate balance is crucial in obtaining unbiased estimates of treatment effects in observational studies. Methods based on inverse probability weights have been widely used to estimate treatment effects with observational data. Machine…

Methodology · Statistics 2021-04-08 Michele Santacatterina

This paper studies covariate adjusted estimation of the average treatment effect in stratified experiments. We work in a general framework that includes matched tuples designs, coarse stratification, and complete randomization as special…

Econometrics · Economics 2024-07-23 Max Cytrynbaum