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Estimating heterogeneous treatment effects has become increasingly important in many fields and life and death decisions are now based on these estimates: for example, selecting a personalized course of medical treatment. Recently, a…

Methodology · Statistics 2019-04-01 Sören R. Künzel , Simon J. S. Walter , Jasjeet S. Sekhon

I review recent work in the statistics literature on instrumental variables methods from an econometrics perspective. I discuss some of the older, economic, applications including supply and demand models and relate them to the recent…

Methodology · Statistics 2014-10-02 Guido W. Imbens

Triple difference designs have become increasingly popular in empirical economics. The advantage of a triple difference design is that, within a treatment group, it allows for another subgroup of the population -- potentially less impacted…

Econometrics · Economics 2025-06-04 Laura Caron

There are many kinds of exogeneity assumptions. How should researchers choose among them? When exogeneity is imposed on an unobservable like a potential outcome, we argue that the form of exogeneity should be chosen based on the kind of…

Econometrics · Economics 2022-05-06 Matthew A. Masten , Alexandre Poirier

I examine the problem of treatment choice when a planner observes (i) covariates that describe each member of a population of interest and (ii) the outcomes of an experiment in which subjects randomly drawn from this population are randomly…

Applications · Statistics 2013-02-01 Charles F. Manski

Dynamic prediction of causal effects under different treatment regimes conditional on an individual's characteristics and longitudinal history is an essential problem in precision medicine. This is challenging in practice because outcomes…

Methodology · Statistics 2023-03-07 Yizhen Xu , Jisoo Kim , Laura K. Hummers , Ami A. Shah , Scott Zeger

Conventional treatment policies map patient covariates to a single recommended intervention in order to maximize expected clinical outcomes. Although a rich body of causal inference methods has been developed to estimate such policies,…

Machine Learning · Computer Science 2026-05-20 Laura Fuentes-Vicente , Mathieu Even , Gaëlle Dormion , Antoine Chambaz , Uri Shalit , Julie Josse

Causal inference plays an important role in explanatory analysis and decision making across various fields like statistics, marketing, health care, and education. Its main task is to estimate treatment effects and make intervention…

Methodology · Statistics 2024-07-22 Yingrong Wang , Haoxuan Li , Minqin Zhu , Anpeng Wu , Ruoxuan Xiong , Fei Wu , Kun Kuang

This paper studies the identification of causal effects of a continuous treatment using a new difference-in-difference strategy. Our approach allows for endogeneity of the treatment, and employs repeated cross-sections. It requires an…

Econometrics · Economics 2023-04-18 Xavier D'Haultfoeuille , Stefan Hoderlein , Yuya Sasaki

Traditional instrumental variable (IV) estimators face a fundamental constraint: they can only accommodate as many endogenous treatment variables as available instruments. This limitation becomes particularly challenging in settings where…

Machine Learning · Computer Science 2025-06-25 Shiangyi Lin , Hui Lan , Vasilis Syrgkanis

I develop a new identification strategy for treatment effects when noisy measurements of unobserved confounding factors are available. I use proxy variables to construct a random variable conditional on which treatment variables become…

Econometrics · Economics 2022-09-30 Kenichi Nagasawa

The average treatment effect (ATE) is popularly used to assess the treatment effect. However, the ATE implicitly assumes a homogenous treatment effect even amongst individuals with different characteristics. In this paper, we mainly focus…

Methodology · Statistics 2016-03-10 Yunjian Yin , Lan Liu , Zhi Geng

The present paper proposes a new treatment effects estimator that is valid when the number of time periods is small, and the parallel trends condition holds conditional on covariates and unobserved heterogeneity in the form of interactive…

Econometrics · Economics 2023-06-16 Nicholas Brown , Kyle Butts , Joakim Westerlund

A century ago, Neyman showed how to evaluate the efficacy of treatment using a randomized experiment under a minimal set of assumptions. This classical repeated sampling framework serves as a basis of routine experimental analyses conducted…

Methodology · Statistics 2024-04-29 Michael Lingzhi Li , Kosuke Imai

This paper proposes a novel identification strategy relying on quasi-instrumental variables (quasi-IVs). A quasi-IV is a relevant but possibly invalid IV because it is not exogenous or not excluded. We show that a variety of models with…

Econometrics · Economics 2024-10-23 Christophe Bruneel-Zupanc , Jad Beyhum

The development of high-throughput sequencing and targeted therapies has led to the emergence of personalized medicine: a patient's molecular profile or the presence of a specific biomarker of drug response will correspond to a treatment…

Applications · Statistics 2020-05-27 Jonas Béal , Aurélien Latouche

Dynamic treatment regimes (DTRs) are used in medicine to tailor sequential treatment decisions to patients by considering patient heterogeneity. Common methods for learning optimal DTRs, however, have shortcomings: they are typically based…

Machine Learning · Statistics 2023-06-21 Theresa Blümlein , Joel Persson , 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

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

We propose a method for defining, identifying, and estimating the marginal treatment effect (MTE) without imposing the instrumental variable (IV) assumptions of independence, exclusion, and separability (or monotonicity). Under a new…

Econometrics · Economics 2026-03-02 Zhewen Pan , Zhengxin Wang , Junsen Zhang , Yahong Zhou