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Large observational data are increasingly available in disciplines such as health, economic and social sciences, where researchers are interested in causal questions rather than prediction. In this paper, we examine the problem of…

Methodology · Statistics 2021-11-24 Alberto Caron , Gianluca Baio , Ioanna Manolopoulou

Statistical inference of heterogeneous treatment effects (HTEs) across predefined subgroups is challenging when units interact because treatment effects may vary by pre-treatment variables, post-treatment exposure variables (that measure…

Econometrics · Economics 2024-10-02 Julius Owusu

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

The participants in randomized trials and other studies used for causal inference are often not representative of the populations seen by clinical decision-makers. To account for differences between populations, researchers may consider…

Methodology · Statistics 2022-07-12 Anders Huitfeldt , Sonja A. Swanson , Mats Julius Stensrud , Etsuji Suzuki

Unobserved heterogeneous treatment effects have been emphasized in the recent policy evaluation literature (see e.g., Heckman and Vytlacil, 2005). This paper proposes a nonparametric test for unobserved heterogeneous treatment effects in a…

Econometrics · Economics 2021-08-17 Yu-Chin Hsu , Ta-Cheng Huang , Haiqing Xu

In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates.…

Machine Learning · Computer Science 2024-09-13 Antti Pöllänen , Pekka Marttinen

Estimating causal effects is particularly challenging when outcomes arise in complex, non-Euclidean spaces, where conventional methods often fail to capture meaningful structural variation. We develop a framework for topological causal…

Methodology · Statistics 2026-03-04 Kwangho Kim , Hajin Lee

Considerable interest has recently been focused on studying multiple phenotypes simultaneously in both epidemiological and genomic studies, either to capture the multidimensionality of complex disorders or to understand shared etiology of…

Methodology · Statistics 2015-11-26 Denis Agniel , Katherine P. Liao , Tianxi Cai

Mobile health studies can leverage longitudinal sensor data from smartphones to guide the application of personalized medical interventions. In this paper, we propose that adoption of an instrumental variable approach for randomized trials…

Asymmetric causality tests are increasingly gaining popularity in different scientific fields. This approach corresponds better to reality since logical reasons behind asymmetric behavior exist and need to be considered in empirical…

Econometrics · Economics 2024-10-10 Abdulnasser Hatemi-J

Instrumental variable methods can identify causal effects even when the treatment and outcome are confounded. We study the problem of imperfect measurements of the binary instrumental variable, treatment or outcome. We first consider…

Methodology · Statistics 2019-06-06 Zhichao Jiang , Peng Ding

This study introduces a data-driven, machine learning-based method to detect suitable control variables and instruments for assessing the causal effect of a treatment on an outcome in observational data. Our approach tests the joint…

Econometrics · Economics 2026-05-20 Nicolas Apfel , Julia Hatamyar , Martin Huber , Jannis Kueck

The instrumental variable method consistently estimates the effect of a treatment when there is unmeasured confounding and a valid instrumental variable. A valid instrumental variable is a variable that is independent of unmeasured…

Methodology · Statistics 2016-02-03 Zijian Guo , Dylan Small

This paper shows that the endogeneity test using the control function approach in linear instrumental variable models is a variant of the Hausman test. Moreover, we find that the test statistics used in these tests can be numerically…

Econometrics · Economics 2023-12-19 Jinyong Hahn , Zhipeng Liao , Nan Liu , Shuyang Sheng

Developing tools for estimating heterogeneous treatment effects (HTE) and individualized treatment effects has been an area of active research in recent years. While these tools have proven to be useful in many contexts, a concern when…

Methodology · Statistics 2025-03-07 Mahsa Ashouri , Nicholas C. Henderson

Unobserved heterogeneous treatment effects have been emphasized in recent policy evaluation literature. In this paper, we extend Lu and White (2014)'s testing method for unobserved heterogeneous treatment effects by developing nonparametric…

Methodology · Statistics 2016-11-22 YuChin Hsu , TaCheng Huang , Haiqing Xu

In this paper, we apply doubly robust approach to estimate, when some covariates are given, the conditional average treatment effect under parametric, semiparametric and nonparametric structure of the nuisance propensity score and outcome…

Statistics Theory · Mathematics 2020-09-15 Chuyun Ye , Keli Guo , Lixing Zhu

Unmeasured confounding is a key threat to reliable causal inference based on observational studies. Motivated from two powerful natural experiment devices, the instrumental variables and difference-in-differences, we propose a new method…

Methodology · Statistics 2021-11-09 Ting Ye , Ashkan Ertefaie , James Flory , Sean Hennessy , Dylan S. Small

We propose a general framework for the specification testing of continuous treatment effect models. We assume a general residual function, which includes the average and quantile treatment effect models as special cases. The null models are…

Econometrics · Economics 2021-09-06 Wei Huang , Oliver Linton , Zheng Zhang

Instrumental variables (IVs) are extensively used to estimate treatment effects when the treatment and outcome are confounded by unmeasured confounders; however, weak IVs are often encountered in empirical studies and may cause problems.…

Methodology · Statistics 2021-10-19 Siyu Heng , Bo Zhang , Xu Han , Scott A. Lorch , Dylan S. Small
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