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The estimation of average treatment effects (ATEs), defined as the difference in expected outcomes between treatment and control groups, is a central topic in causal inference. This study develops semiparametric efficient estimators for ATE…

Machine Learning · Computer Science 2025-05-29 Masahiro Kato , Fumiaki Kozai , Ryo Inokuchi

In this paper, we develop inference methods for the distribution of heterogeneous individual treatment effects (ITEs) in the nonseparable triangular model with a binary endogenous treatment and a binary instrument of Vuong and Xu (2017) and…

Econometrics · Economics 2025-09-22 Jun Ma , Vadim Marmer , Zhengfei Yu

An important aspect of the performance of algorithms that predict individualized treatment effects (ITE) is moderate calibration, i.e., the average treatment effect among individuals with predicted treatment effect of z being equal to z.…

Methodology · Statistics 2025-12-10 Mohsen Sadatsafavi , Jeroen Hoogland , Thomas P. A. Debray , John Petkau

The Average Treatment Effect (ATE) is a global measure of the effectiveness of an experimental treatment intervention. Classical methods of its estimation either ignore relevant covariates or do not fully exploit them. Moreover, past work…

Methodology · Statistics 2013-11-05 Emil Pitkin , Richard Berk , Lawrence Brown , Andreas Buja , Ed George , Kai Zhang , Linda Zhao

We propose a semiparametric method to estimate the average treatment effect under the assumption of unconfoundedness given observational data. Our estimation method alleviates misspecification issues of the propensity score function by…

Econometrics · Economics 2025-01-16 Difang Huang , Jiti Gao , Tatsushi Oka

In many practical situations, randomly assigning treatments to subjects is uncommon due to feasibility constraints. For example, economic aid programs and merit-based scholarships are often restricted to those meeting specific income or…

This paper estimates individual treatment effects in a triangular model with binary--valued endogenous treatments. Following the identification strategy established in Vuong and Xu (2014), we propose a two--stage estimation approach. First,…

Methodology · Statistics 2016-10-28 Qian Feng , Quang Vuong , Haiqing Xu

Estimating individual level treatment effects (ITE) from observational data is a challenging and important area in causal machine learning and is commonly considered in diverse mission-critical applications. In this paper, we propose an…

Machine Learning · Computer Science 2019-06-10 Sungyub Kim , Yongsu Baek , Sung Ju Hwang , Eunho Yang

This study investigates treatment effect estimation in the semi-supervised setting, also can be interpreted as prediction-powered inference. In our setting, we can use not only the standard triple of covariates, treatment indicator, and…

Machine Learning · Statistics 2026-05-05 Masahiro Kato

A straightforward application of semi-supervised machine learning to the problem of treatment effect estimation would be to consider data as "unlabeled" if treatment assignment and covariates are observed but outcomes are unobserved.…

Methodology · Statistics 2020-09-15 Andrew Herren , P. Richard Hahn

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

Correctly identifying treatment effects in observational studies is very difficult due to the fact that the outcome model or the treatment assignment model must be correctly specified. Taking advantages of semiparametric models in this…

Methodology · Statistics 2022-07-08 Jichang Yu , Haibo Zhou , Jianwen Cai

Treatment effect estimation is a fundamental problem in causal inference. We focus on designing efficient randomized controlled trials, to accurately estimate the effect of some treatment on a population of $n$ individuals. In particular,…

Machine Learning · Computer Science 2022-10-14 Raghavendra Addanki , David Arbour , Tung Mai , Cameron Musco , Anup Rao

We develop flexible, semiparametric estimators of the average treatment effect (ATE) transported to a new population ("target population") that offer potential efficiency gains. Transport may be of value when the ATE may differ across…

Methodology · Statistics 2024-06-07 Kara E. Rudolph , Nicholas T. Williams , Elizabeth A. Stuart , Ivan Diaz

Machine learning can help personalized decision support by learning models to predict individual treatment effects (ITE). This work studies the reliability of prediction-based decision-making in a task of deciding which action $a$ to take…

Machine Learning · Statistics 2019-06-07 Iiris Sundin , Peter Schulam , Eero Siivola , Aki Vehtari , Suchi Saria , Samuel Kaski

Uplift modeling is widely used in performance marketing to estimate effects of promotion campaigns (e.g., increase of customer retention rate). Since it is impossible to observe outcomes of a recipient in treatment (e.g., receiving a…

Machine Learning · Computer Science 2023-12-18 Yao Zhao , Haipeng Zhang , Shiwei Lyu , Ruiying Jiang , Jinjie Gu , Guannan Zhang

Estimating the conditional average treatment effect (CATE) from observational data plays a crucial role in areas such as e-commerce, healthcare, and economics. Existing studies mainly rely on the strong ignorability assumption that there…

Machine Learning · Computer Science 2025-01-28 Chuan Zhou , Yaxuan Li , Chunyuan Zheng , Haiteng Zhang , Haoxuan Li , Mingming Gong

Individual treatment effect (ITE) estimation is to evaluate the causal effects of treatment strategies on some important outcomes, which is a crucial problem in healthcare. Most existing ITE estimation methods are designed for centralized…

Machine Learning · Computer Science 2025-03-10 Changchang Yin , Hong-You Chen , Wei-Lun Chao , Ping Zhang

Estimating individual treatment effect (ITE) from observational graph data is crucial for decision-making in the fields such as commerce and medicine. This task is challenging due to interference, where individual outcomes can be influenced…

Machine Learning · Computer Science 2026-05-28 Xiaofeng Lin , Han Bao , Hisashi Kashima

In semi-logarithmic regressions, treatment coefficients are often interpreted as approximations of the average treatment effect (ATE) in percentage points. This paper highlights the overlooked bias of this approximation under treatment…

Econometrics · Economics 2026-02-04 Ying Zeng