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Randomized controlled trials play an important role in how Internet companies predict the impact of policy decisions and product changes. In these `digital experiments', different units (people, devices, products) respond differently to the…

Applications · Statistics 2015-12-21 Matt Taddy , Matt Gardner , Liyun Chen , David Draper

When using the propensity score method to estimate the treatment effects, it is important to select the covariates to be included in the propensity score model. The inclusion of covariates unrelated to the outcome in the propensity score…

Methodology · Statistics 2024-02-29 Takehiro Shoji , Jun Tsuchida , Hiroshi Yadohisa

Identifying heterogeneous treatment effects (HTEs) in randomized controlled trials is an important step toward understanding and acting on trial results. However, HTEs are often small and difficult to identify, and HTE modeling methods…

Methodology · Statistics 2020-11-24 Erin Craig , Donald A Redelmeier , Robert J Tibshirani

In this study, we develop a novel estimation method for quantile treatment effects (QTE) under rank invariance and rank stationarity assumptions. Ishihara (2020) explores identification of the nonseparable panel data model under these…

Methodology · Statistics 2021-11-18 Takuya Ishihara

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 nonasymptotic (finite-sample) confidence intervals for treatment effects in randomized experiments. In the existing literature, the effective sample sizes of nonasymptotic confidence intervals tend to be looser than the…

During the last few decades, online controlled experiments (also known as A/B tests) have been adopted as a golden standard for measuring business improvements in industry. In our company, there are more than a billion users participating…

Applications · Statistics 2021-08-06 Tao Xiong , Yihan Bao , Penglei Zhao , Yong Wang

Applied Difference-in-Differences studies often involve outcomes that are discrete, mixed, censored, or otherwise non-continuously distributed, while policy questions frequently concern distributional effects rather than mean effects alone.…

Econometrics · Economics 2026-05-22 Nelly K. Djuazon , Emmanuel Selorm Tsyawo

This study designs an adaptive experiment for efficiently estimating average treatment effects (ATEs). In each round of our adaptive experiment, an experimenter sequentially samples an experimental unit, assigns a treatment, and observes…

Methodology · Statistics 2024-06-21 Masahiro Kato , Akihiro Oga , Wataru Komatsubara , Ryo Inokuchi

A notable challenge of leveraging Electronic Health Records (EHR) for treatment effect assessment is the lack of precise information on important clinical variables, including the treatment received and the response. Both treatment…

Methodology · Statistics 2021-10-26 Jue Hou , Rajarshi Mukherjee , Tianxi Cai

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

While there exists a large amount of literature on the general challenges of and best practices for trustworthy online A/B testing, there are limited studies on sample size estimation, which plays a crucial role in trustworthy and efficient…

Methodology · Statistics 2023-08-21 Jing Zhou , Jiannan Lu , Anas Shallah

A/B testing is critical for modern technological companies to evaluate the effectiveness of newly developed products against standard baselines. This paper studies optimal designs that aim to maximize the amount of information obtained from…

Methodology · Statistics 2023-11-07 Ting Li , Chengchun Shi , Jianing Wang , Fan Zhou , Hongtu Zhu

Estimating the conditional average treatment effects (CATE) is very important in causal inference and has a wide range of applications across many fields. In the estimation process of CATE, the unconfoundedness assumption is typically…

Machine Learning · Computer Science 2024-12-16 Pengfei Shi , Wei Zhong , Xinyu Zhang , Ningtao Wang , Xing Fu , Weiqiang Wang , Yin Jin

In the recent literature on estimating heterogeneous treatment effects, each proposed method makes its own set of restrictive assumptions about the intervention's effects and which subpopulations to explicitly estimate. Moreover, the…

Methodology · Statistics 2023-05-12 Edward McFowland , Sriram Somanchi , Daniel B. Neill

We propose a framework for testing the homogeneity of conditional average treatment effects (CATEs) across multiple experimental and observational studies. Our approach leverages multiple randomized trials to assess whether treatment…

Econometrics · Economics 2026-02-25 Ana Armendariz , Martin Huber

Identification of heterogeneous treatment effects (HTEs) has been increasingly popular and critical in various penalized strategy decisions using the A/B testing approach, especially in the scenario of a consecutive online collection of…

Methodology · Statistics 2024-09-25 Zhiqing Fang , Shuyan Chen , Xin Liu

A/B testing is an important decision making tool in product development because can provide an accurate estimate of the average treatment effect of a new features, which allows developers to understand how the business impact of new changes…

Applications · Statistics 2019-03-22 Guillaume Saint-Jacques , James Eric Sorenson , Nanyu Chen , Ya Xu

In semi-logarithmic regressions, treatment coefficients are often interpreted as approximations of the average treatment effect (ATE) in percentage points. This paper highlights the overlooked bias of this approximation under treatment…

Econometrics · Economics 2026-02-04 Ying Zeng

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