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A mean function in reproducing kernel Hilbert space, or a kernel mean, is an important part of many applications ranging from kernel principal component analysis to Hilbert-space embedding of distributions. Given finite samples, an…

Machine Learning · Statistics 2013-06-07 Krikamol Muandet , Kenji Fukumizu , Bharath Sriperumbudur , Arthur Gretton , Bernhard Schölkopf

Nonseparable panel models are important in a variety of economic settings, including discrete choice. This paper gives identification and estimation results for nonseparable models under time homogeneity conditions that are like "time is…

Methodology · Statistics 2018-01-08 Victor Chernozhukov , Ivan Fernandez-Val , Jinyong Hahn , Whitney Newey

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

It is valuable for any decision maker to know the impact of decisions (treatments) on average and for subgroups. The causal machine learning literature has recently provided tools for estimating group average treatment effects (GATE) to…

Econometrics · Economics 2025-01-10 Nora Bearth , Michael Lechner

Multivalued treatment models have typically been studied under restrictive assumptions: ordered choice, and more recently unordered monotonicity. We show how treatment effects can be identified in a more general class of models that allows…

Econometrics · Economics 2018-05-02 Sokbae Lee , Bernard Salanié

This paper provides a solution to the evaluation of treatment effects in selective samples when neither instruments nor parametric assumptions are available. We provide sharp bounds for average treatment effects under a conditional…

Econometrics · Economics 2024-12-17 Phillip Heiler , Asbjørn Kaufmann , Bezirgen Veliyev

While machine learning (ML) methods have received a lot of attention in recent years, these methods are primarily for prediction. Empirical researchers conducting policy evaluations are, on the other hand, pre-occupied with causal problems,…

Machine Learning · Statistics 2019-03-04 Noemi Kreif , Karla DiazOrdaz

In the context of regressing a response $Y$ on a predictor $X$, we consider estimating the local modes of the distribution of $Y$ given $X=x$ when $X$ is prone to measurement error. We propose two nonparametric estimation methods, with one…

Methodology · Statistics 2016-10-28 Haiming Zhou , Xianzheng Huang

Causal mediation analysis is routinely conducted by applied researchers in a variety of disciplines. The goal of such an analysis is to investigate alternative causal mechanisms by examining the roles of intermediate variables that lie in…

Methodology · Statistics 2010-11-05 Kosuke Imai , Luke Keele , Teppei Yamamoto

Reliable estimation of treatment effects from observational data is important in many disciplines such as medicine. However, estimation is challenging when unconfoundedness as a standard assumption in the causal inference literature is…

Machine Learning · Computer Science 2024-10-15 Jonas Schweisthal , Dennis Frauen , Maresa Schröder , Konstantin Hess , Niki Kilbertus , Stefan Feuerriegel

Estimation of causal effects is the core objective of many scientific disciplines. However, it remains a challenging task, especially when the effects are estimated from observational data. Recently, several promising machine learning…

Machine Learning · Statistics 2022-09-02 Niki Kiriakidou , Christos Diou

The restricted mean survival time (RMST) difference offers an interpretable causal contrast to estimate the treatment effect for time-to-event outcomes, yet a wide range of available estimators leaves limited guidance for practice. We…

Methodology · Statistics 2026-03-02 Charlotte Voinot , Clément Berenfeld , Imke Mayer , Bernard Sebastien , Julie Josse

The problem of generalization and transportation of treatment effect estimates from a study sample to a target population is central to empirical research and statistical methodology. In both randomized experiments and observational…

Methodology · Statistics 2023-06-19 Ambarish Chattopadhyay , Eric R. Cohn , Jose R. Zubizarreta

In this manuscript, we investigate the concept of the mean response for a treatment group mean as well as its estimation and prediction for generalized linear models with a subject-wise random effect. Generalized linear models are commonly…

Applications · Statistics 2019-11-05 Jiexin Duan , Michael Levine , Junxiang Luo , Yongming Qu

This paper provides a set of methods for quantifying the robustness of treatment effects estimated using the unconfoundedness assumption (also known as selection on observables or conditional independence). Specifically, we estimate and do…

Econometrics · Economics 2021-01-01 Matthew A. Masten , Alexandre Poirier , Linqi Zhang

We consider evaluating the causal effects of dynamic treatments, i.e. of multiple treatment sequences in various periods, based on double machine learning to control for observed, time-varying covariates in a data-driven way under a…

Econometrics · Economics 2021-06-22 Hugo Bodory , Martin Huber , Lukáš Lafférs

Randomized clinical trials are considered the gold standard for informing treatment guidelines, but results may not generalize to real-world populations. Generalizability is hindered by distributional differences in baseline covariates and…

Methodology · Statistics 2025-06-03 Rachael K. Ross , Ivan Diaz , Amy J. Pitts , Elizabeth A. Stuart , Kara E. Rudolph

Although randomized controlled trials have long been regarded as the ``gold standard'' for evaluating treatment effects, there is no natural prevention from post-treatment events. For example, non-compliance makes the actual treatment…

Methodology · Statistics 2025-04-25 Qinqing Liu , Xiang Peng , Tao Zhang , Yuhao Deng

In this paper, we introduce and prove asymptotic normality for a new nonparametric estimator of continuous treatment effects. Specifically, we estimate the average dose-response function - the expected value of an outcome of interest at a…

Econometrics · Economics 2021-04-22 Sylvia Klosin

Estimating long-term treatment effects has a wide range of applications in various domains. A key feature in this context is that collecting long-term outcomes typically involves a multi-stage process and is subject to monotone missing,…

Machine Learning · Computer Science 2025-04-29 Qinwei Yang , Ruocheng Guo , Shasha Han , Peng Wu
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