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This paper provides a set of methods for quantifying the robustness of treatment effects estimated using the unconfoundedness assumption (also known as selection on observables or conditional independence). Specifically, we estimate and do…

Econometrics · Economics 2021-01-01 Matthew A. Masten , Alexandre Poirier , Linqi Zhang

Estimating individual and average treatment effects from observational data is an important problem in many domains such as healthcare and e-commerce. In this paper, we advocate balance regularization of multi-head neural network…

Machine Learning · Computer Science 2020-11-24 Mehrdad Farajtabar , Andrew Lee , Yuanjian Feng , Vishal Gupta , Peter Dolan , Harish Chandran , Martin Szummer

This paper addresses the use of neural networks for the estimation of treatment effects from observational data. Generally, estimation proceeds in two stages. First, we fit models for the expected outcome and the probability of treatment…

Machine Learning · Statistics 2019-10-21 Claudia Shi , David M. Blei , Victor Veitch

Most of the widely used estimators of the average treatment effect (ATE) in causal inference rely on the assumptions of unconfoundedness and overlap. Unconfoundedness requires that the observed covariates account for all correlations…

Statistics Theory · Mathematics 2025-07-01 Yang Cai , Alkis Kalavasis , Katerina Mamali , Anay Mehrotra , Manolis Zampetakis

Estimating heterogeneous treatment effects is an important problem across many domains. In order to accurately estimate such treatment effects, one typically relies on data from observational studies or randomized experiments. Currently,…

Machine Learning · Statistics 2022-02-28 Tobias Hatt , Jeroen Berrevoets , Alicia Curth , Stefan Feuerriegel , Mihaela van der Schaar

Randomized experiments are widely used to estimate the causal effects of a proposed treatment in many areas of science, from medicine and healthcare to the physical and biological sciences, from the social sciences to engineering, to public…

Methodology · Statistics 2022-11-30 Christina Lee Yu , Edoardo M Airoldi , Christian Borgs , Jennifer T Chayes

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

Practitioners in diverse fields such as healthcare, economics and education are eager to apply machine learning to improve decision making. The cost and impracticality of performing experiments and a recent monumental increase in electronic…

Machine Learning · Computer Science 2023-08-01 Fredrik D. Johansson , Uri Shalit , Nathan Kallus , David Sontag

There are many settings where researchers are interested in estimating average treatment effects and are willing to rely on the unconfoundedness assumption, which requires that the treatment assignment be as good as random conditional on…

Methodology · Statistics 2018-02-02 Susan Athey , Guido W. Imbens , Stefan Wager

Semiparametric efficient estimation of various multi-valued causal effects, including quantile treatment effects, is important in economic, biomedical, and other social sciences. Under the unconfoundedness condition, adjustment for…

Methodology · Statistics 2023-11-20 Xiaohong Chen , Ying Liu , Shujie Ma , Zheng Zhang

Estimating causal effects of continuous treatments is a common problem in practice, for example, in studying average dose-response functions. Classical analyses typically assume that all confounders are fully observed, whereas in real-world…

Statistics Theory · Mathematics 2026-04-14 Shuyuan Chen , Peng Zhang , Yifan Cui

In observational studies, confounding variables affect both treatment and outcome. Moreover, instrumental variables also influence the treatment assignment mechanism. This situation sets the study apart from a standard randomized controlled…

Machine Learning · Statistics 2025-07-18 Atomsa Gemechu Abdisa , Yingchun Zhou , Yuqi Qiu

In many social, behavioral, and biomedical sciences, treatment effect estimation is a crucial step in understanding the impact of an intervention, policy, or treatment. In recent years, an increasing emphasis has been placed on…

Methodology · Statistics 2024-10-10 Xinhai Zhang , Xingye Qiao

In many practical situations, randomly assigning treatments to subjects is uncommon due to feasibility constraints. For example, economic aid programs and merit-based scholarships are often restricted to those meeting specific income or…

This paper investigates the use of regularization priors in the context of treatment effect estimation using observational data where the number of control variables is large relative to the number of observations. First, the phenomenon of…

Methodology · Statistics 2016-12-30 P. Richard Hahn , Carlos M. Carvalho , Jingyu He , David Puelz

We investigate how to exploit structural similarities of an individual's potential outcomes (POs) under different treatments to obtain better estimates of conditional average treatment effects in finite samples. Especially when it is…

Machine Learning · Statistics 2021-10-26 Alicia Curth , Mihaela van der Schaar

This paper introduces an overidentification test of two alternative assumptions to identify the average treatment effect on the treated in a two-period panel data setting: unconfoundedness and common trends. Under the unconfoundedness…

Econometrics · Economics 2024-06-25 Martin Huber , Eva-Maria Oeß

We provide sufficient conditions for the identification of the heterogeneous treatment effects, defined as the conditional expectation for the differences of potential outcomes given the untreated outcome, under the nonignorable treatment…

Methodology · Statistics 2019-01-15 Keisuke Takahata , Takahiro Hoshino

Understanding and characterizing treatment effect variation in randomized experiments has become essential for going beyond the "black box" of the average treatment effect. Nonetheless, traditional statistical approaches often ignore or…

Statistics Theory · Mathematics 2017-07-31 Peng Ding , Avi Feller , Luke Miratrix

Motivated by the rising abundance of observational data with continuous treatments, we investigate the problem of estimating the average dose-response curve (ADRF). Available parametric methods are limited in their model space, and previous…

Machine Learning · Computer Science 2021-03-16 Lizhen Nie , Mao Ye , Qiang Liu , Dan Nicolae
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