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This paper develops an empirical balancing approach for the estimation of treatment effects under two-sided noncompliance using a binary conditionally independent instrumental variable. The method weighs both treatment and outcome…

Econometrics · Economics 2020-07-10 Phillip Heiler

Unmeasured confounding is a threat to causal inference in observational studies. In recent years, use of negative controls to mitigate unmeasured confounding has gained increasing recognition and popularity. Negative controls have a…

Methodology · Statistics 2019-09-05 Xu Shi , Wang Miao , Jennifer C. Nelson , Eric J. Tchetgen Tchetgen

We propose a novel targeted maximum likelihood estimator (TMLE) for quantiles in semiparametric missing data models. Our proposed estimator is locally efficient, $\sqrt{n}$-consistent, asymptotically normal, and doubly robust, under…

Methodology · Statistics 2016-08-23 Iván Díaz

In the presence of sufficiently weak overlap, it is known that no regular root-n-consistent estimators exist and standard estimators may fail to be asymptotically normal. This paper shows that a thresholded version of the standard doubly…

Econometrics · Economics 2025-04-23 Jacob Dorn

External validity is often questionable in empirical research, especially in randomized experiments due to the trade-off between internal validity and external validity. To quantify the robustness of external validity, one must first…

Methodology · Statistics 2022-06-20 Tenglong Li

This study introduces a new approach to power analysis in the context of estimating a local average treatment effect (LATE), where the study subjects exhibit noncompliance with treatment assignment. As a result of distributional…

Methodology · Statistics 2020-04-10 Kirk Bansak

We study the benign overfitting theory in the prediction of the conditional average treatment effect (CATE), with linear regression models. As the development of machine learning for causal inference, a wide range of large-scale models for…

Econometrics · Economics 2022-02-17 Masahiro Kato , Masaaki Imaizumi

Average treatment effect estimation is the most central problem in causal inference with application to numerous disciplines. While many estimation strategies have been proposed in the literature, the statistical optimality of these methods…

Machine Learning · Statistics 2025-06-10 Jikai Jin , Vasilis Syrgkanis

Positivity violations, which occur when some subgroups either always or never receive a treatment of interest, pose significant challenges for causal effect estimation with observational data. Recent balancing weight methods have proved to…

Methodology · Statistics 2025-12-17 Martha Barnard , Jared D. Huling , Julian Wolfson

The policy relevant treatment effect (PRTE) measures the average effect of switching from a status-quo policy to a counterfactual policy. Estimation of the PRTE involves estimation of multiple preliminary parameters, including propensity…

Econometrics · Economics 2020-07-17 Yuya Sasaki , Takuya Ura

Standard causal inference characterizes treatment effect through averages, but the counterfactual distributions could be different in not only the central tendency but also spread and shape. To provide a comprehensive evaluation of…

Methodology · Statistics 2022-11-04 Steven G. Xu , Shu Yang , Brian J. Reich

We examine the challenges in ranking multiple treatments based on their estimated effects when using linear regression or its popular double-machine-learning variant, the Partially Linear Model (PLM), in the presence of treatment effect…

Econometrics · Economics 2024-11-06 Apoorva Lal

Randomized controlled trials often enroll participants whose characteristics differ from those of a target population, which can limit the generalizability of the estimated treatment effects when effect modifiers differ across populations.…

Methodology · Statistics 2026-05-15 Lan Wen , Issa J. Dahabreh , Yu-Han Chiu

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

This paper studies the robustness of estimated policy effects to changes in the distribution of covariates, a key determinant of the external validity of (quasi)-experimental results. I propose a novel robustness metric $\delta^*$ which…

Econometrics · Economics 2026-05-27 Pietro Emilio Spini

While randomized trials may be the gold standard for evaluating the effectiveness of the treatment intervention, in some special circumstances, single-arm clinical trials utilizing external control may be considered. The causal treatment…

Methodology · Statistics 2025-05-26 Huan Wang , Fei Wu , Yeh-Fong Chen

When examining a contrast between two interventions, longitudinal causal inference studies frequently encounter positivity violations when one or both regimes are impossible to observe for some subjects. Existing weighting methods either…

Methodology · Statistics 2025-08-11 Alec McClean , Iván Díaz

In the recent literature on estimating heterogeneous treatment effects, each proposed method makes its own set of restrictive assumptions about the intervention's effects and which subpopulations to explicitly estimate. Moreover, the…

Methodology · Statistics 2023-05-12 Edward McFowland , Sriram Somanchi , Daniel B. Neill

Rare disease trials face unique statistical challenges due to limited patient populations and heterogeneous clinical manifestations among patients. Multiple endpoints are often necessary to comprehensively capture treatment benefits. A…

Methodology · Statistics 2026-05-05 Tianyue Zhou , Susan Gruber , Hana Lee , Wonyul Lee , Lei Nie , Mark van der Laan

Externally controlled trials are crucial in clinical development when randomized controlled trials are unethical or impractical. These trials consist of a full treatment arm with the experimental treatment and a full external control arm.…

Methodology · Statistics 2025-03-11 Chenyin Gao , Xiang Zhang , Shu Yang
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