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This paper studies identification of average treatment effects in a panel data setting. It introduces a novel nonparametric factor model and proves identification of average treatment effects. The identification proof is based on the…

Econometrics · Economics 2025-03-26 Susan Athey , Guido Imbens

Causal inference methods for treatment effect estimation usually assume independent units. However, this assumption is often questionable because units may interact, resulting in spillover effects between them. We develop augmented inverse…

Methodology · Statistics 2025-04-08 Corinne Emmenegger , Meta-Lina Spohn , Timon Elmer , Peter Bühlmann

Understanding treatment effect heterogeneity is crucial for reliable decision-making in treatment evaluation and selection. The conditional average treatment effect (CATE) is widely used to capture treatment effect heterogeneity induced by…

Methodology · Statistics 2026-04-14 Peng Wu , Peng Ding , Zhi Geng , Yue Liu

Evaluating heterogeneity of treatment effects (HTE) across subgroups is common in both randomized trials and observational studies. Although several statistical challenges of HTE analyses including low statistical power and multiple…

Methodology · Statistics 2024-07-10 Noorie Hyun , Abisola E. Idu , Andrea J. Cook , Jennifer F. Bobb

Cluster-randomized trials (CRTs) are widely used to evaluate interventions delivered at the clinic, practice, or community level. Although standard analyses typically target average treatment effects, such summaries mask potentially…

Methodology · Statistics 2026-04-16 Changjun Li , Xi Fang , Michael O. Harhay , Andrew B. Forbes , F. Perry Wilson , Guangyu Tong , Fan Li

The causal effect of a treatment can vary from person to person based on their individual characteristics and predispositions. Mining for patterns of individual-level effect differences, a problem known as heterogeneous treatment effect…

Machine Learning · Computer Science 2019-09-04 Christopher Tran , Elena Zheleva

Previous work on causal inference has primarily focused on averages and conditional averages of treatment effects, with significantly less attention on variability and uncertainty in individual treatment responses. In this paper, we…

Machine Learning · Computer Science 2026-02-10 Liyuan Xu , Bijan Mazaheri

This paper defines a general class of relaxations of the unconfoundedness assumption. This class includes several previous approaches as special cases, including the marginal sensitivity model of Tan (2006). This class therefore allows us…

Econometrics · Economics 2025-01-28 Matthew A. Masten , Alexandre Poirier , Muyang Ren

We introduce an algorithm for identifying interpretable subgroups with elevated treatment effects, given an estimate of individual or conditional average treatment effects (CATE). Subgroups are characterized by ``rule sets'' --…

Machine Learning · Statistics 2025-07-15 Albert Chiu

The estimation of heterogeneous treatment effects in the potential outcome setting is biased when there exists model misspecification or unobserved confounding. As these biases are unobservable, what model to use when remains a critical…

Methodology · Statistics 2024-05-09 Shonosuke Sugasawa , Kosaku Takanashi , Kenichiro McAlinn , Edoardo M. Airoldi

We consider Targeted Maximum Likelihood Estimation (TMLE) of weighted average treatment effects (WATEs), a class of causal estimands that reweight the covariate distribution using a specified function of the propensity score. This class…

Statistics Theory · Mathematics 2026-04-02 Yang Liu , Patrick Lopatto , Ivana Malenica

Randomized experiments are widely used to estimate the causal effects of a proposed treatment in many areas of science, from medicine and healthcare to the physical and biological sciences, from the social sciences to engineering, to public…

Methodology · Statistics 2022-11-30 Christina Lee Yu , Edoardo M Airoldi , Christian Borgs , Jennifer T Chayes

We develop a new identification strategy for average treatment effects on the treated (ATT) in panel data with discrete outcomes. Standard difference-in-differences (DiD) relies on parallel trends, which is frequently violated in…

Econometrics · Economics 2026-03-10 Young Ahn , Hiroyuki Kasahara

We combine two recently proposed nonparametric difference-in-differences methods, extending them to enable the examination of treatment effect heterogeneity in the staggered adoption setting using machine learning. The proposed method,…

Econometrics · Economics 2023-10-19 Julia Hatamyar , Noemi Kreif , Rudi Rocha , Martin Huber

Conditional Average Treatment Effects (CATE) estimation is one of the main challenges in causal inference with observational data. In addition to Machine Learning based-models, nonparametric estimators called meta-learners have been…

Machine Learning · Statistics 2023-06-06 Naoufal Acharki , Ramiro Lugo , Antoine Bertoncello , Josselin Garnier

With an increasing focus on precision medicine in medical research, numerous studies have been conducted in recent years to clarify the relationship between treatment effects and patient characteristics. The treatment effects for patients…

Methodology · Statistics 2023-09-22 Ke Wan , Kensuke Tanioka , Toshio Shimokawa

This paper shows that the Conditional Quantile Treatment Effect on the Treated can be identified using a combination of (i) a conditional Distributional Difference in Differences assumption and (ii) an assumption on the conditional…

Methodology · Statistics 2017-02-14 Brantly Callaway , Tong Li , Tatsushi Oka

Nonlinearity and endogeneity are prevalent challenges in causal analysis using observational data. This paper proposes an inference procedure for a nonlinear and endogenous marginal effect function, defined as the derivative of the…

Econometrics · Economics 2024-06-19 Qingliang Fan , Zijian Guo , Ziwei Mei , Cun-Hui Zhang

Estimating individualised treatment effect (ITE) -- that is the causal effect of a set of variables (also called exposures, treatments, actions, policies, or interventions), referred to as \textit{composite treatments}, on a set of outcome…

Machine Learning · Computer Science 2025-12-19 Vinod Kumar Chauhan , Lei Clifton , Gaurav Nigam , David A. Clifton

This paper investigates the identification and inference of treatment effects in randomized controlled trials with social interactions. Two key network features characterize the setting and introduce endogeneity: (1) latent variables may…

Econometrics · Economics 2024-12-04 Mengsi Gao
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