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Treatment effect estimation is essential for informed decision-making in many fields such as healthcare, economics, and public policy. While flexible machine learning models have been widely applied for estimating heterogeneous treatment…

Machine Learning · Computer Science 2025-09-29 Pascal Memmesheimer , Vincent Heuveline , Jürgen Hesser

Understanding the effect of a particular treatment or a policy pertains to many areas of interest, ranging from political economics, marketing to healthcare. In this paper, we develop a non-parametric algorithm for detecting the effects of…

Methodology · Statistics 2022-08-24 Davide Viviano , Jelena Bradic

In this review, we present econometric and statistical methods for analyzing randomized experiments. For basic experiments we stress randomization-based inference as opposed to sampling-based inference. In randomization-based inference,…

Methodology · Statistics 2017-10-26 Susan Athey , Guido Imbens

Estimation of heterogeneous treatment effects is an active area of research. Most of the existing methods, however, focus on estimating the conditional average treatment effects of a single, binary treatment given a set of pre-treatment…

Methodology · Statistics 2025-05-30 Max Goplerud , Kosuke Imai , Nicole E. Pashley

The aim of clinical effectiveness research using repositories of electronic health records is to identify what health interventions 'work best' in real-world settings. Since there are several reasons why the net benefit of intervention may…

Methodology · Statistics 2020-06-19 Jie Zhu , Blanca Gallego

Many scientific and engineering challenges -- ranging from personalized medicine to customized marketing recommendations -- require an understanding of treatment effect heterogeneity. In this paper, we develop a non-parametric causal forest…

Methodology · Statistics 2017-07-11 Stefan Wager , Susan Athey

The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…

Methodology · Statistics 2022-10-28 Ziang Niu , Yuwen Gu , Wei Li

Estimating how a treatment affects units individually, known as heterogeneous treatment effect (HTE) estimation, is an essential part of decision-making and policy implementation. The accumulation of large amounts of data in many domains,…

Machine Learning · Computer Science 2022-06-28 Christopher Tran , Elena Zheleva

Empirical studies using Regression Discontinuity (RD) designs often explore heterogeneous treatment effects based on pretreatment covariates, even though no formal statistical methods exist for such analyses. This has led to the widespread…

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

Understanding treatment effect heterogeneity is vital to many scientific fields because the same treatment may affect different individuals differently. Quantile regression provides a natural framework for modeling such heterogeneity. We…

Methodology · Statistics 2023-07-12 Alexander Giessing , Jingshen Wang

We consider the estimation of heterogeneous treatment effects with arbitrary machine learning methods in the presence of unobserved confounders with the aid of a valid instrument. Such settings arise in A/B tests with an intent-to-treat…

Econometrics · Economics 2019-06-07 Vasilis Syrgkanis , Victor Lei , Miruna Oprescu , Maggie Hei , Keith Battocchi , Greg Lewis

Performing causal inference in observational studies requires we assume confounding variables are correctly adjusted for. G-computation methods are often used in these scenarios, with several recent proposals using Bayesian versions of…

Methodology · Statistics 2021-10-25 Daniel Daly-Grafstein , Paul Gustafson

Understanding treatment effect heterogeneity has become increasingly important in many fields. In this paper we study distributions and quantiles of individual treatment effects to provide a more comprehensive and robust understanding of…

Methodology · Statistics 2026-03-31 Zhe Chen , Xinran Li

Applied researchers are increasingly interested in whether and how treatment effects vary in randomized evaluations, especially variation not explained by observed covariates. We propose a model-free approach for testing for the presence of…

Methodology · Statistics 2014-12-17 Peng Ding , Avi Feller , Luke Miratrix

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

This paper studies a panel data setting where the goal is to estimate causal effects of an intervention by predicting the counterfactual values of outcomes for treated units, had they not received the treatment. Several approaches have been…

Econometrics · Economics 2019-03-26 Susan Athey , Mohsen Bayati , Guido Imbens , Zhaonan Qu

Every design choice will have different effects on different units. However traditional A/B tests are often underpowered to identify these heterogeneous effects. This is especially true when the set of unit-level attributes is…

Artificial Intelligence · Computer Science 2016-11-09 Alexander Peysakhovich , Akos Lada

Understanding how treatment effects vary on individual characteristics is critical in the contexts of personalized medicine, personalized advertising and policy design. When the characteristics are of practical interest are only a subset of…

Methodology · Statistics 2023-05-03 Peng Wu , ShaSha Han , Xingwei Tong , Runze Li

In many practical situations, randomly assigning treatments to subjects is uncommon due to feasibility constraints. For example, economic aid programs and merit-based scholarships are often restricted to those meeting specific income or…