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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

To infer the treatment effect for a single treated unit using panel data, synthetic control methods construct a linear combination of control units' outcomes that mimics the treated unit's pre-treatment outcome trajectory. This linear…

Methodology · Statistics 2024-05-07 Hongxiang Qiu , Xu Shi , Wang Miao , Edgar Dobriban , Eric Tchetgen Tchetgen

In the era of big data, the explosive growth of multi-source heterogeneous data offers many exciting challenges and opportunities for improving the inference of conditional average treatment effects. In this paper, we investigate…

Machine Learning · Statistics 2022-11-02 Xinyu Li , Yilin Li , Qing Cui , Longfei Li , Jun Zhou

There is an increasing interest in estimating heterogeneity in causal effects in randomized and observational studies. However, little research has been conducted to understand heterogeneity in an instrumental variables study. In this work,…

Methodology · Statistics 2021-01-20 Michael Johnson , Jiongyi Cao , Hyunseung Kang

Methods for estimating heterogeneous treatment effect in observational data have largely focused on continuous or binary outcomes, and have been relatively less vetted with survival outcomes. Using flexible machine learning methods in the…

Applications · Statistics 2021-07-09 Liangyuan Hu , Jiayi Ji , Fan Li

In the presence of heterogeneity between the randomized controlled trial (RCT) participants and the target population, evaluating the treatment effect solely based on the RCT often leads to biased quantification of the real-world treatment…

Methodology · Statistics 2022-10-05 Dasom Lee , Shu Yang , Xiaofei Wang

Researchers are increasingly turning to machine learning (ML) algorithms to investigate causal heterogeneity in randomized experiments. Despite their promise, ML algorithms may fail to accurately ascertain heterogeneous treatment effects…

Methodology · Statistics 2024-04-23 Kosuke Imai , Michael Lingzhi Li

Many empirical applications estimate causal effects of a continuous endogenous variable (treatment) using a binary instrument. Estimation is typically done through linear 2SLS. This approach requires a mean treatment change and causal…

Econometrics · Economics 2024-02-28 Yingying Dong , Ying-Ying Lee

Existing weighting methods for treatment effect estimation are often built upon the idea of propensity scores or covariate balance. They usually impose strong assumptions on treatment assignment or outcome model to obtain unbiased…

Machine Learning · Computer Science 2023-05-09 Dongcheng Zhang , Kunpeng Zhang

This paper concerns robust inference on average treatment effects following model selection. In the selection on observables framework, we show how to construct confidence intervals based on a doubly-robust estimator that are robust to…

Statistics Theory · Mathematics 2018-04-13 Max H. Farrell

We revisit the problem of estimating the local average treatment effect (LATE) and the local average treatment effect on the treated (LATT) when control variables are available, either to render the instrumental variable (IV) suitably…

Econometrics · Economics 2022-11-16 Tymon Słoczyński , S. Derya Uysal , Jeffrey M. Wooldridge

We study causal inference in sample selection models where a continuous or multivalued treatment affects both outcome and their observability (eg., employment or survey response). We generalized the widely used Lee (2009)'s bounds for…

Econometrics · Economics 2025-10-29 Ying-Ying Lee , Chu-An Liu

Applied work often studies the effect of a binary variable ("treatment") using linear models with additive effects. I study the interpretation of the OLS estimands in such models when treatment effects are heterogeneous. I show that the…

Econometrics · Economics 2020-05-21 Tymon Słoczyński

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

We develop a Causal-Deep Neural Network (CDNN) model trained in two stages to infer causal impact estimates at an individual unit level. Using only the pre-treatment features in stage 1 in the absence of any treatment information, we learn…

Machine Learning · Computer Science 2022-01-24 Naveen Nair , Karthik S. Gurumoorthy , Dinesh Mandalapu

To draw real-world evidence about the comparative effectiveness of multiple time-varying treatments on patient survival, we develop a joint marginal structural survival model and a novel weighting strategy to account for time-varying…

Methodology · Statistics 2023-08-08 Liangyuan Hu , Jiayi Ji , Himanshu Joshi , Erick Scott , Fan Li

Beyond conditional average treatment effects, treatments may impact the entire outcome distribution in covariate-dependent ways, for example, by altering the variance or tail risks for specific subpopulations. We propose a novel estimand to…

Machine Learning · Statistics 2026-03-18 Saksham Jain , Alex Luedtke

In precision medicine, Dynamic Treatment Regimes (DTRs) are treatment protocols that adapt over time in response to a patient's observed characteristics. A DTR is a set of decision functions that takes an individual patient's information as…

Methodology · Statistics 2022-03-17 Cong Jiang , Michael Wallace , Mary Thompson

This paper develops an empirical balancing approach for the estimation of treatment effects under two-sided noncompliance using a binary conditionally independent instrumental variable. The method weighs both treatment and outcome…

Econometrics · Economics 2020-07-10 Phillip Heiler

Electronic health records and other sources of observational data are increasingly used for drawing causal inferences. The estimation of a causal effect using these data not meant for research purposes is subject to confounding and…

Methodology · Statistics 2023-04-19 Janie Coulombe , Shu Yang