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Multivalued treatment models have typically been studied under restrictive assumptions: ordered choice, and more recently unordered monotonicity. We show how treatment effects can be identified in a more general class of models that allows…

Econometrics · Economics 2018-05-02 Sokbae Lee , Bernard Salanié

We consider Targeted Maximum Likelihood Estimation (TMLE) of weighted average treatment effects (WATEs), a class of causal estimands that reweight the covariate distribution using a specified function of the propensity score. This class…

Statistics Theory · Mathematics 2026-04-02 Yang Liu , Patrick Lopatto , Ivana Malenica

This paper examines the identification and estimation of heterogeneous treatment effects in event studies, emphasizing the importance of both lagged dependent variables and treatment effect heterogeneity. We show that omitting lagged…

Econometrics · Economics 2025-09-18 Irene Botosaru , Laura Liu

There is a growing interest in estimating heterogeneous treatment effects across individuals using their high-dimensional feature attributes. Achieving high performance in such high-dimensional heterogeneous treatment effect estimation is…

Machine Learning · Statistics 2024-06-04 Yoichi Chikahara , Kansei Ushiyama

Federated learning of causal estimands offers a powerful strategy to improve estimation efficiency by leveraging data from multiple study sites while preserving privacy. Existing literature has primarily focused on the average treatment…

Methodology · Statistics 2025-11-24 Siqi Cao , Shu Yang

Inferring the causal effects of time-varying treatments is often hindered by highly variable inverse propensity weights, particularly in settings with limited covariate overlap. Building on the key framework of Imai and Ratkovic (2015), we…

Methodology · Statistics 2025-11-06 Yige Li , María de los Angeles Resa , José R. Zubizarreta

Conditional effect estimation has great scientific and policy importance because interventions may impact subjects differently depending on their characteristics. Most research has focused on estimating the conditional average treatment…

Methodology · Statistics 2023-04-25 Alec McClean , Zach Branson , Edward H. Kennedy

We address a core problem in causal inference: estimating heterogeneous treatment effects using panel data with general treatment patterns. Many existing methods either do not utilize the potential underlying structure in panel data or have…

Machine Learning · Statistics 2024-06-11 Retsef Levi , Elisabeth Paulson , Georgia Perakis , Emily Zhang

We study the problem of estimation of Individual Treatment Effects (ITE) in the context of multiple treatments and networked observational data. Leveraging the network information, we aim to utilize hidden confounders that may not be…

Machine Learning · Computer Science 2023-12-20 Abhinav Thorat , Ravi Kolla , Niranjan Pedanekar , Naoyuki Onoe

Instrumental variables (IV) regression is a popular method for the estimation of the endogenous treatment effects. Conventional IV methods require all the instruments are relevant and valid. However, this is impractical especially in…

Econometrics · Economics 2020-06-29 Qingliang Fan , Yaqian Wu

In empirical studies with time-to-event outcomes, investigators often leverage observational data to conduct causal inference on the effect of exposure when randomized controlled trial data is unavailable. Model misspecification and lack of…

Methodology · Statistics 2023-05-05 Shenbo Xu , Bang Zheng , Bowen Su , Stan Finkelstein , Roy Welsch , Kenney Ng , Ioanna Tzoulaki , Zach Shahn

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 estimation of heterogeneous treatment effects in the potential outcome setting is biased when there exists model misspecification or unobserved confounding. As these biases are unobservable, what model to use when remains a critical…

Methodology · Statistics 2024-05-09 Shonosuke Sugasawa , Kosaku Takanashi , Kenichiro McAlinn , Edoardo M. Airoldi

Imputing missing potential outcomes using an estimated regression function is a natural idea for estimating causal effects. In the literature, estimators that combine imputation and regression adjustments are believed to be comparable to…

Statistics Theory · Mathematics 2023-01-20 Zhexiao Lin , Fang Han

Flexible estimation of heterogeneous treatment effects lies at the heart of many statistical challenges, such as personalized medicine and optimal resource allocation. In this paper, we develop a general class of two-step algorithms for…

Machine Learning · Statistics 2020-08-07 Xinkun Nie , Stefan Wager

Stepped wedge cluster randomized controlled trials are typically analyzed using models that assume the full effect of the treatment is achieved instantaneously. We provide an analytical framework for scenarios in which the treatment effect…

Methodology · Statistics 2025-09-25 Avi Kenny , Emily Voldal , Fan Xia , Patrick J. Heagerty , James P. Hughes

Making causal inferences from observational studies can be challenging when confounders are missing not at random. In such cases, identifying causal effects is often not guaranteed. Motivated by a real example, we consider a…

Methodology · Statistics 2023-10-31 Jian Sun , Bo Fu

This paper analyzes difference-in-differences designs with a continuous treatment. We show that treatment-on-the-treated-type parameters are identified under a parallel trends assumption analogous to the binary treatment case. However,…

Econometrics · Economics 2026-01-05 Brantly Callaway , Andrew Goodman-Bacon , Pedro H. C. Sant'Anna

When evaluating the efficacy of social programs and medical treatments using randomized experiments, the estimated overall average causal effect alone is often of limited value and the researchers must investigate when the treatments do and…

Applications · Statistics 2013-05-27 Kosuke Imai , Marc Ratkovic

We consider the problem of estimating the effects of a binary treatment on a continuous outcome of interest from observational data in the absence of confounding by unmeasured factors. We provide a new estimator of the population average…

Methodology · Statistics 2020-08-04 James Robins , Mariela Sued , Quanhong Lei-Gomez , Andrea Rotnitzky