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Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. With control variables to correct for endogeneity, nonparametric identification of treatment effects requires strong support…

Econometrics · Economics 2025-01-28 Whitney K. Newey , Sami Stouli

One fundamental statistical question for research areas such as precision medicine and health disparity is about discovering effect modification of treatment or exposure by observed covariates. We propose a semiparametric framework for…

Methodology · Statistics 2020-08-04 Muxuan Liang , Menggang Yu

Causal inference on multiple non-independent outcomes raises serious challenges, because multivariate techniques that properly account for the outcome's dependence structure need to be considered. We focus on the case of binary outcomes…

Methodology · Statistics 2018-05-11 Monia Lupparelli , Alessandra Mattei

Estimation of individual treatment effect in observational data is complicated due to the challenges of confounding and selection bias. A useful inferential framework to address this is the counterfactual (potential outcomes) model which…

Machine Learning · Statistics 2017-01-23 Min Lu , Saad Sadiq , Daniel J. Feaster , Hemant Ishwaran

Treatment effect heterogeneity is of a great concern when evaluating policy impact: "is the treatment Pareto-improving?", "what is the proportion of people who are better off under the treatment?", etc. However, even in the simple case of a…

Econometrics · Economics 2025-09-18 Myungkou Shin

Sparse additive modeling is a class of effective methods for performing high-dimensional nonparametric regression. This paper develops a sparse additive model focused on estimation of treatment effect-modification with simultaneous…

Methodology · Statistics 2020-06-02 Hyung Park , Eva Petkova , Thaddeus Tarpey , R. Todd Ogden

Laparoscopic surgery has been shown through a number of randomized trials to be an effective form of treatment for cholecystitis. Given this evidence, one natural question for clinical practice is: does the effectiveness of laparoscopic…

Methodology · Statistics 2023-11-09 Matteo Bonvini , Zhenghao Zeng , Miaoqing Yu , Edward H. Kennedy , Luke Keele

This paper estimates individual treatment effects in a triangular model with binary--valued endogenous treatments. Following the identification strategy established in Vuong and Xu (2014), we propose a two--stage estimation approach. First,…

Methodology · Statistics 2016-10-28 Qian Feng , Quang Vuong , Haiqing Xu

Mathematical modelling is a widely used approach to understand and interpret clinical trial data. This modelling typically involves fitting mechanistic mathematical models to data from individual trial participants. Despite the widespread…

A central question in many fields of scientific research is to determine how an outcome would be affected by an action, or to measure the effect of an action (a.k.a treatment effect). In recent years, a need for estimating the heterogeneous…

Methodology · Statistics 2021-08-24 Weijia Zhang , Jiuyong Li , Lin Liu

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

Evaluating causal treatment effects in observational studies requires addressing confounding. While the back-door criterion enables identification through adjustment for observed covariates, it fails in the presence of unmeasured…

Methodology · Statistics 2026-05-04 Anna Guo , David Benkeser , Razieh Nabi

Flexible machine learning tools are increasingly used to estimate heterogeneous treatment effects. This paper gives an accessible tutorial demonstrating the use of the causal forest algorithm, available in the R package grf. We start with a…

Applications · Statistics 2024-12-17 Erik Sverdrup , Maria Petukhova , Stefan Wager

I propose a treatment selection model that introduces unobserved heterogeneity in both choice sets and preferences to evaluate the average effects of a program offer. I show how to exploit the model structure to define parameters capturing…

Econometrics · Economics 2023-09-01 Vishal Kamat

Personalized treatment effect estimates are often of interest in high-stakes applications -- thus, before deploying a model estimating such effects in practice, one needs to be sure that the best candidate from the ever-growing machine…

Machine Learning · Statistics 2023-06-07 Alicia Curth , Mihaela van der Schaar

Forest-based methods have recently gained in popularity for non-parametric treatment effect estimation. Building on this line of work, we introduce causal survival forests, which can be used to estimate heterogeneous treatment effects in a…

Methodology · Statistics 2023-03-01 Yifan Cui , Michael R. Kosorok , Erik Sverdrup , Stefan Wager , Ruoqing Zhu

We study treatment effect modifiers for causal analysis in a social network, where neighbors' characteristics or network structure may affect the outcome of a unit, and the goal is to identify sub-populations with varying treatment effects…

Social and Information Networks · Computer Science 2021-11-09 Amir Gilad , Harsh Parikh , Sudeepa Roy , Babak Salimi

With an increasing focus on precision medicine in medical research, numerous studies have been conducted in recent years to clarify the relationship between treatment effects and patient characteristics. The treatment effects for patients…

Methodology · Statistics 2023-09-22 Ke Wan , Kensuke Tanioka , Toshio Shimokawa

Analyzing data from multiple sources offers valuable opportunities to improve the estimation efficiency of causal estimands. However, this analysis also poses many challenges due to population heterogeneity and data privacy constraints.…

Methodology · Statistics 2025-10-23 Rong Zhao , Jason Falvey , Xu Shi , Vernon M. Chinchilli , Chixiang Chen

Estimating long-term causal effects by combining long-term observational and short-term experimental data is a crucial but challenging problem in many real-world scenarios. In existing methods, several ideal assumptions, e.g. latent…

Machine Learning · Computer Science 2025-05-12 Ruichu Cai , Junjie Wan , Weilin Chen , Zeqin Yang , Zijian Li , Peng Zhen , Jiecheng Guo