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As the use of machine learning in high impact domains becomes widespread, the importance of evaluating safety has increased. An important aspect of this is evaluating how robust a model is to changes in setting or population, which…

Machine Learning · Computer Science 2021-03-16 Adarsh Subbaswamy , Roy Adams , Suchi Saria

Delayed outcomes are ubiquitous in online experimentation. When such a temporal dimension is present, treatment influences not only the outcome value but also the outcome timing, which can move in opposite directions. Motivated by the…

Methodology · Statistics 2026-03-30 Michael Lindon , Nathan Kallus

This paper studies covariate adjusted estimation of the average treatment effect in stratified experiments. We work in a general framework that includes matched tuples designs, coarse stratification, and complete randomization as special…

Econometrics · Economics 2024-07-23 Max Cytrynbaum

In the linear random effects model, when distributional assumptions such as normality of the error variables cannot be justified, moments may serve as alternatives to describe relevant distributions in neighborhoods of their means.…

Statistics Theory · Mathematics 2012-03-05 Ping Wu , Winfried Stute , Li-Xing Zhu

Oversubscribed treatments are often allocated using randomized waiting lists. Applicants are ranked randomly, and treatment offers are made following that ranking until all seats are filled. To estimate causal effects, researchers often…

Methodology · Statistics 2018-10-24 Clement de Chaisemartin , Luc Behaghel

Evaluation of treatment effects and more general estimands is typically achieved via parametric modelling, which is unsatisfactory since model misspecification is likely. Data-adaptive model building (e.g. statistical/machine learning) is…

Statistics Theory · Mathematics 2022-01-14 Oliver Hines , Oliver Dukes , Karla Diaz-Ordaz , Stijn Vansteelandt

What is the ideal regression (if any) for estimating average causal effects? We study this question in the setting of discrete covariates, deriving expressions for the finite-sample variance of various stratification estimators. This…

Methodology · Statistics 2022-09-26 P. Richard Hahn , Andrew Herren

This paper focuses on the expected difference in borrower's repayment when there is a change in the lender's credit decisions. Classical estimators overlook the confounding effects and hence the estimation error can be magnificent. As such,…

Risk Management · Quantitative Finance 2020-12-21 Yiyan Huang , Cheuk Hang Leung , Xing Yan , Qi Wu , Nanbo Peng , Dongdong Wang , Zhixiang Huang

Both cluster randomized trials and quasi-experimental designs are used to evaluate the impact of health and social policies and interventions. Stepped-wedge cluster randomized trials randomize a staggered adoption approach, while recent…

Methodology · Statistics 2026-04-15 Haidong Lu , Gregg S. Gonsalves , Fan Li , Guanyu Tong , Lee Kennedy-Shaffer

Indirect experiments provide a valuable framework for estimating treatment effects in situations where conducting randomized control trials (RCTs) is impractical or unethical. Unlike RCTs, indirect experiments estimate treatment effects by…

Machine Learning · Computer Science 2023-12-06 Yash Chandak , Shiv Shankar , Vasilis Syrgkanis , Emma Brunskill

We study causal effect estimation from a mixture of observational and interventional data in a confounded linear regression model with multivariate treatments. We show that the statistical efficiency in terms of expected squared error can…

We consider a longitudinal data structure consisting of baseline covariates, time-varying treatment variables, intermediate time-dependent covariates, and a possibly time dependent outcome. Previous studies have shown that estimating the…

Statistics Theory · Mathematics 2018-10-09 Linh Tran , Maya Petersen , Joshua Schwab , Mark J van der Laan

Randomized saturation designs are two-stage experiments: they first randomly assign treatment probabilities over the clusters and then randomly assign the treatment to the units within the clusters. The existing literature on randomized…

Methodology · Statistics 2026-05-29 Sizhu Lu , Lei Shi , Peng Ding

We study estimation of and inference for the average causal effect of treating every member of a population, as opposed to none, using an experiment that treats only some. Considering settings where spillovers can occur between any pair of…

Econometrics · Economics 2026-01-29 Stefan Faridani , Paul Niehaus

Experiments on online marketplaces and social networks suffer from interference, where the outcome of a unit is impacted by the treatment status of other units. We propose a framework for modeling interference using a ubiquitous deployment…

Methodology · Statistics 2023-08-21 Ariel Boyarsky , Hongseok Namkoong , Jean Pouget-Abadie

Average and conditional treatment effects are fundamental causal quantities used to evaluate the effectiveness of treatments in various critical applications, including clinical settings and policy-making. Beyond the gold-standard…

The triple-differences (TD) design is a popular identification strategy for causal effects in settings where researchers do not believe the parallel trends assumption of conventional difference-in-differences (DiD) is satisfied. TD designs…

Methodology · Statistics 2023-07-11 Anton Strezhnev

The traditional model specification of stepped-wedge cluster-randomized trials assumes a homogeneous treatment effect across time while adjusting for fixed-time effects. However, when treatment effects vary over time, the constant effect…

Two-stage randomized experiments are becoming an increasingly popular experimental design for causal inference when the outcome of one unit may be affected by the treatment assignments of other units in the same cluster. In this paper, we…

Methodology · Statistics 2022-10-21 Zhichao Jiang , Kosuke Imai , Anup Malani

In classical study designs, the aim is often to learn about the effects of a treatment or intervention on a single outcome; in many modern studies, however, data on multiple outcomes are collected and it is of interest to explore effects on…

Methodology · Statistics 2017-06-15 Edward H. Kennedy , Shreya Kangovi , Nandita Mitra