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Inverse probability weights are commonly used in epidemiology to estimate causal effects in observational studies. Researchers can typically focus on either the average treatment effect or the average treatment effect on the treated with…

Methodology · Statistics 2022-10-05 Eli Ben-Michael , Luke Keele

We consider the problem of estimating the average treatment effect (ATE) when both randomized control trial (RCT) data and external real-world data (RWD) are available. We decompose the ATE estimand as the difference between a pooled-ATE…

Methodology · Statistics 2025-01-22 Mark van der Laan , Sky Qiu , Jens Magelund Tarp , Lars van der Laan

In this paper, we consider recent progress in estimating the average treatment effect when extreme inverse probability weights are present and focus on methods that account for a possible violation of the positivity assumption. These…

Methodology · Statistics 2022-10-26 Roland A. Matsouaka , Yunji Zhou

The conditional average treatment effect (CATE) is the best measure of individual causal effects given baseline covariates. However, the CATE only captures the (conditional) average, and can overlook risks and tail events, which are…

Machine Learning · Statistics 2025-06-05 Nathan Kallus , Miruna Oprescu

Individual treatment effect (ITE) represents the expected improvement in the outcome of taking a particular action to a particular target, and plays important roles in decision making in various domains. However, its estimation problem is…

Machine Learning · Computer Science 2020-05-12 Shonosuke Harada , Hisashi Kashima

For testing the statistical significance of a treatment effect, we usually compare between two parts of a population, one is exposed to the treatment, and the other is not exposed to it. Standard parametric and nonparametric two-sample…

Computation · Statistics 2012-11-02 Bikram Karmakar , Kumaresh Dhara , Kushal Kumar Dey , Analabha Basu , Anil Ghosh

In this paper, we propose a robust method to estimate the average treatment effects in observational studies when the number of potential confounders is possibly much greater than the sample size. We first use a class of penalized…

Methodology · Statistics 2018-12-21 Yang Ning , Sida Peng , Kosuke Imai

Missing data is a pernicious problem in epidemiologic research. Research on the validity of complete case analysis for missing data has typically focused on estimating the average treatment effect (ATE) in the whole population. However,…

Methodology · Statistics 2024-01-30 Michael Webster-Clark , Rachael K Ross

The research in this paper gives a systematic investigation on the asymptotic behaviours of four inverse probability weighting (IPW)-based estimators for conditional average treatment effect, with nonparametrically, semiparametrically,…

Statistics Theory · Mathematics 2020-09-24 Niwen Zhou , Lixing Zhu

Although complete randomization is widely regarded as the gold standard for causal inference, covariate imbalance can still arise by chance in finite samples. Rerandomization has emerged as an effective tool to improve covariate balance…

Methodology · Statistics 2026-01-21 Tingxuan Han , Yuhao Wang

Average Treatment Effect (ATE) estimation is a well-studied problem in causal inference. However, it does not necessarily capture the heterogeneity in the data, and several approaches have been proposed to tackle the issue, including…

Machine Learning · Computer Science 2024-03-19 Raghavendra Addanki , Siddharth Bhandari

In observational studies, the recorded treatment assignment is not purely random, but it is influenced by external factors such as patient characteristics, reimbursement policies, and existing guidelines. Therefore, the treatment effect can…

Methodology · Statistics 2024-09-02 Sara Poletto , Enrico Longato , Erica Tavazzi , Martina Vettoretti

There has been a recent surge in statistical methods for handling the lack of adequate positivity when using inverse probability weights (IPW). However, these nascent developments have raised a number of questions. Thus, we demonstrate the…

Methodology · Statistics 2024-02-05 Roland A. Matsouaka , Yi Liu , Yunji Zhou

We introduce a novel method for estimating and conducting inference about extreme quantile treatment effects (QTEs) in the presence of endogeneity. Our approach is applicable to a broad range of empirical research designs, including…

Econometrics · Economics 2024-09-09 Yuya Sasaki , Yulong Wang

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

We study the problem of selecting the best heterogeneous treatment effect (HTE) estimator from a collection of candidates in settings where the treatment effect is fundamentally unobserved. We cast estimator selection as a multiple testing…

Machine Learning · Statistics 2025-11-25 Jiayi Guo , Zijun Gao

We propose a novel multi-task neural network approach for estimating distributional treatment effects (DTE) in randomized experiments. While DTE provides more granular insights into the experiment outcomes over conventional methods focusing…

Machine Learning · Computer Science 2025-07-11 Tomu Hirata , Undral Byambadalai , Tatsushi Oka , Shota Yasui , Shingo Uto

Accurate heterogeneous treatment effect (HTE) estimation is essential for personalized recommendations, making it important to evaluate and compare HTE estimators. Traditional assessment methods are inapplicable due to missing…

Methodology · Statistics 2024-12-30 Zijun Gao

Randomized controlled trials (RCTs) are widely regarded as the gold standard for causal inference in biomedical research. For instance, when estimating the average treatment effect on the treated (ATT), a doubly robust estimation procedure…

Methodology · Statistics 2025-09-26 Chi-Shian Dai , Chao Ying , Yang Ning , Jiwei Zhao

We study how to efficiently estimate average treatment effects (ATEs) using adaptive experiments. In adaptive experiments, experimenters sequentially assign treatments to experimental units while updating treatment assignment probabilities…

Machine Learning · Statistics 2025-02-21 Masahiro Kato , Takuya Ishihara , Junya Honda , Yusuke Narita