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This paper considers the practically important case of nonparametrically estimating heterogeneous average treatment effects that vary with a limited number of discrete and continuous covariates in a selection-on-observables framework where…

Econometrics · Economics 2019-08-26 Michael Zimmert , Michael Lechner

Instrumental variable methods allow for inference about the treatment effect by controlling for unmeasured confounding in randomized experiments with noncompliance. However, many studies do not consider the observed compliance behavior in…

Methodology · Statistics 2020-06-15 Kwonsang Lee , Bhaswar B. Bhattacharya , Jing Qin , Dylan S. Small

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

Generalized causal effect estimands, including the Mann-Whitney parameter and causal net benefit, provide flexible summaries of treatment effects in randomized experiments with non-Gaussian or multivariate outcomes. We develop a unified…

Methodology · Statistics 2026-02-27 Xinyuan Chen , Fan Li

Triple difference designs have become increasingly popular in empirical economics. The advantage of a triple difference design is that, within a treatment group, it allows for another subgroup of the population -- potentially less impacted…

Econometrics · Economics 2025-06-04 Laura Caron

Instrumental variables (IVs) are widely used to estimate causal effects from non-randomized data. A canonical example is a randomized trial with noncompliance, in which the randomized treatment assignment serves as an IV for the…

Methodology · Statistics 2026-02-06 Rui Wang , Ying-Qi Zhao , Oliver Dukes , Bo Zhang

Causal effect estimation is a critical task in statistical learning that aims to find the causal effect on subjects by identifying causal links between a number of predictor (or, explanatory) variables and the outcome of a treatment. In a…

Methodology · Statistics 2024-11-26 Tathagata Basu , Matthias C. M. Troffaes

Much research has been devoted to the problem of estimating treatment effects from observational data; however, most methods assume that the observed variables only contain confounders, i.e., variables that affect both the treatment and the…

Machine Learning · Computer Science 2021-04-27 Weijia Zhang , Lin Liu , Jiuyong Li

Randomized trials typically estimate average relative treatment effects, but decisions on the benefit of a treatment are possibly better informed by more individualized predictions of the absolute treatment effect. In case of a binary…

Methodology · Statistics 2021-08-20 J Hoogland , J IntHout , M Belias , MM Rovers , RD Riley , FE Harrell , KGM Moons , TPA Debray , JB Reitsma

When estimating treatment effects, the golden standard is to conduct a randomized experiment and then contrast outcomes associated with the treatment group and the control group. However, in many cases, randomized experiments are either…

Methodology · Statistics 2023-06-08 Kevin Han

Obtaining valid treatment effect inference remains a challenging problem when dealing with numerous instruments and non-sparse control variables. In this paper, we propose a novel ridge regularization-based instrumental variables method for…

Econometrics · Economics 2025-10-17 Xiduo Chen , Xingdong Feng , Antonio F. Galvao , Yeheng Ge

This paper proposes semi-instrumental variables (semi-IVs) as an alternative to instrumental variables (IVs) to identify the causal effect of a binary (or discrete) endogenous treatment. A semi-IV is a less restrictive form of instrument:…

Econometrics · Economics 2025-09-23 Christophe Bruneel-Zupanc

Contextual sensing and delivery of digital interventions to improve health outcomes have gained significant traction in behavioral and psychiatric studies. Micro-randomized trials (MRTs) are a common experimental design for obtaining…

Methodology · Statistics 2025-04-01 Jieru Shi , Zhenke Wu , Walter Dempsey

We study identifying and estimating the causal effect of a treatment variable on a long-term outcome using data from an observational and an experimental domain. The observational data are subject to unobserved confounding. Furthermore,…

Instrumental variables (IVs) are a popular and powerful tool for estimating causal effects in the presence of unobserved confounding. However, classical approaches rely on strong assumptions such as the $\textit{exclusion criterion}$, which…

The instrumental variable model of Imbens and Angrist (1994) and Angrist et al. (1996) allow for the identification of the local average treatment effect, also known as the complier average causal effect. However, many empirical studies are…

Methodology · Statistics 2024-12-12 Shuozhi Zuo , Peng Ding , Fan Yang

In the analysis of cluster data, the regression coefficients are frequently assumed to be the same across all clusters. This hampers the ability to study the varying impacts of factors on each cluster. In this paper, a semiparametric model…

Statistics Theory · Mathematics 2009-08-25 Wenyang Zhang , Jianqing Fan , Yan Sun

When treatment effect modifiers influence the decision to participate in a randomized trial, the average treatment effect in the population represented by the randomized individuals will differ from the effect in other populations. In this…

Causal treatment effect estimation is a key problem that arises in a variety of real-world settings, from personalized medicine to governmental policy making. There has been a flurry of recent work in machine learning on estimating causal…

Machine Learning · Computer Science 2020-10-22 Niki Kilbertus , Matt J. Kusner , Ricardo Silva

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
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