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Accurately estimating personalized treatment effects within a study site (e.g., a hospital) has been challenging due to limited sample size. Furthermore, privacy considerations and lack of resources prevent a site from leveraging…

Machine Learning · Statistics 2022-06-17 Xiaoqing Tan , Chung-Chou H. Chang , Ling Zhou , Lu Tang

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

Conditional independence of treatment assignment from potential outcomes is a commonly used but nonrefutable assumption. We derive identified sets for various treatment effect parameters under nonparametric deviations from this conditional…

Methodology · Statistics 2017-10-25 Matthew A. Masten , Alexandre Poirier

We develop new semiparametric methods for estimating treatment effects. We focus on settings where the outcome distributions may be thick tailed, where treatment effects may be small, where sample sizes are large and where assignment is…

Methodology · Statistics 2023-08-24 Susan Athey , Peter J. Bickel , Aiyou Chen , Guido W. Imbens , Michael Pollmann

This paper studies the identification, estimation, and inference of long-term (binary) treatment effect parameters when balanced panel data is not available, or consists of only a subset of the available data. We develop a new estimator:…

Econometrics · Economics 2025-02-04 Christophe Bellégo , David Benatia , Vincent Dortet-Bernardet

Meta-analyses are regarded as the highest level in the hierarchy of evidence, yet standard models traditionally concentrated on estimating the mean effect size, often under restrictive assumptions about the underlying distribution, such as…

Other Statistics · Statistics 2026-04-02 Yefeng Yang , Shinichi Nakagawa

When the Stable Unit Treatment Value Assumption is violated and there is interference among units, there is not a uniquely defined Average Treatment Effect, and alternative estimands may be of interest. Among these are average unit-level…

Methodology · Statistics 2025-06-30 Molly Offer-Westort , Drew Dimmery

Efficiently and flexibly estimating treatment effect heterogeneity is an important task in a wide variety of settings ranging from medicine to marketing, and there are a considerable number of promising conditional average treatment effect…

Machine Learning · Statistics 2023-05-10 Erik Sverdrup , Yifan Cui

Multidimensional heterogeneity and endogeneity are important features of models with multiple treatments. We consider a heterogeneous coefficients model where the outcome is a linear combination of dummy treatment variables, with each…

Econometrics · Economics 2021-11-23 Whitney K. Newey , Sami Stouli

We study a panel data model with general heterogeneous effects where slopes are allowed to vary across both individuals and over time. The key dimension reduction assumption we employ is that the heterogeneous slopes can be expressed as…

Statistics Theory · Mathematics 2019-09-05 Victor Chernozhukov , Christian Hansen , Yuan Liao , Yinchu Zhu

Evaluating the value of new clinical treatment rules based on patient characteristics is important but often complicated by hidden confounding factors in observational studies. Standard methods for estimating the average patient outcome if…

Methodology · Statistics 2025-08-21 Johannes Hruza , Erin Gabriel , Arvid Sjölander , Samir Bhatt , Michael Sachs

This article proposes different tests for treatment effect heterogeneity when the outcome of interest, typically a duration variable, may be right-censored. The proposed tests study whether a policy 1) has zero distributional (average)…

Methodology · Statistics 2020-02-19 Pedro H. C. Sant'Anna

In the context of treatment effect estimation, this paper proposes a new methodology to recover the counterfactual distribution when there is a single (or a few) treated unit and possibly a high-dimensional number of potential controls…

Econometrics · Economics 2023-09-08 Ricardo Masini

We provide novel bounds on average treatment effects (on the treated) that are valid under an unconfoundedness assumption. Our bounds are designed to be robust in challenging situations, for example, when the conditioning variables take on…

Econometrics · Economics 2026-05-12 Sokbae Lee , Martin Weidner

Under network interference, the treatment given to one unit may also affect the outcomes of its neighboring units in an exposure graph. Existing large-sample theory has focused on settings where either the exposure graph is sparse, or the…

Statistics Theory · Mathematics 2026-03-27 Bryan Park , Stefan Wager

We address the problem of estimating heterogeneous treatment effects in panel data, adopting the popular Difference-in-Differences (DiD) framework under the conditional parallel trends assumption. We propose a novel doubly robust…

Machine Learning · Statistics 2025-04-29 Hui Lan , Haoge Chang , Eleanor Dillon , Vasilis Syrgkanis

Decision-making often requires accurate estimation of treatment effects from observational data. This is challenging as outcomes of alternative decisions are not observed and have to be estimated. Previous methods estimate outcomes based on…

Machine Learning · Computer Science 2021-10-14 Tobias Hatt , Stefan Feuerriegel

The average treatment effect can obscure important heterogeneity when individuals respond differently to a treatment. While the conditional average treatment effect (CATE) function captures such heterogeneity, it is difficult to communicate…

Methodology · Statistics 2026-05-18 Anders Munch , Thomas A. Gerds

We provide new results showing identification of a large class of fixed-T panel models, where the response variable is an unknown, weakly monotone, time-varying transformation of a latent linear index of fixed effects, regressors, and an…

Econometrics · Economics 2021-04-07 Irene Botosaru , Chris Muris , Krishna Pendakur

In sequential causal inference, one estimates the causal net effect of treatment in treatment sequence on an outcome after last treatment in the presence of time-dependent covariates between treatments, improves the estimation by the…

Methodology · Statistics 2014-11-18 Li Yin , Xiaoqin Wang