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This paper studies settings where the analyst is interested in identifying and estimating the average \emph{direct} causal effect of a binary treatment on an outcome. We consider a setup in which the outcome realization does not get…

Econometrics · Economics 2025-08-01 Federico A. Bugni , Ivan A. Canay , Steve McBride

In program evaluations, units can often anticipate the implementation of a new policy before it occurs. Such anticipatory behavior can lead to units' outcomes becoming dependent on their future treatment assignments. In this paper, I employ…

Econometrics · Economics 2022-12-02 Aibo Gong

Heterogeneous treatment effect models allow us to compare treatments at subgroup and individual levels, and are of increasing popularity in applications like personalized medicine, advertising, and education. In this talk, we first survey…

Methodology · Statistics 2022-01-28 Zijun Gao , Trevor Hastie

Inference about treatment effects for time-to-event outcomes is often obscured by the presence of competing events. A particularly complex situation arises when the treatment influences the occurrence of the competing event. A comprehensive…

A new class of Marginal Structural Models (MSMs), History-Restricted MSMs (HRMSMs), was recently introduced for longitudinal data for the purpose of defining causal parameters which may often be better suited for public health research or…

Statistics Theory · Mathematics 2009-09-29 Romain Neugebauer , Mark J. van der Laan , Marshall M. Joffe , Ira B. Tager

Analysis of effect heterogeneity at the group level is standard practice in empirical treatment evaluation. However, treatments analyzed are often aggregates of multiple underlying treatments which are themselves heterogeneous, e.g.…

Econometrics · Economics 2026-02-27 Phillip Heiler , Michael C. Knaus

With the expeditious advancement of information technologies, health-related data presented unprecedented potentials for medical and health discoveries but at the same time significant challenges for machine learning techniques both in…

Machine Learning · Computer Science 2018-11-05 Shuo Yang

When devising a course of treatment for a patient, doctors often have little quantitative evidence on which to base their decisions, beyond their medical education and published clinical trials. Stanford Health Care alone has millions of…

Estimating heterogeneous treatment effect (HTE) for survival outcomes has gained increasing attention, as it captures the variation in treatment efficacy across patients or subgroups in delaying disease progression. However, most existing…

Methodology · Statistics 2025-11-27 Na Bo , Ying Ding

Many applications of causal analysis call for assessing, retrospectively, the effect of withholding an action that has in fact been implemented. This counterfactual quantity, sometimes called "effect of treatment on the treated," (ETT) have…

Methodology · Statistics 2012-05-14 Ilya Shpitser , Judea Pearl

Understanding treatment effect heterogeneity has become an increasingly popular task in various fields, as it helps design personalized advertisements in e-commerce or targeted treatment in biomedical studies. However, most of the existing…

Methodology · Statistics 2024-07-12 Waverly Wei , Xinwei Ma , Jingshen Wang

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 review the statistical mechanics approach to the study of the emerging collective behavior of systems of heterogeneous interacting agents. The general framework is presented through examples is such contexts as ecosystem dynamics and…

Physics and Society · Physics 2007-05-23 Andrea De Martino , Matteo Marsili

This paper characterises dynamic linkages arising from shocks with heterogeneous degrees of persistence. Using frequency domain techniques, we introduce measures that identify smoothly varying links of a transitory and persistent nature.…

Econometrics · Economics 2023-11-21 Jozef Barunik , Michael Ellington

We develop a behavioral asset pricing model in which agents trade in a market with information friction. Profit-maximizing agents switch between trading strategies in response to dynamic market conditions. Due to noisy private information…

Trading and Market Microstructure · Quantitative Finance 2019-05-02 Zhentao Shi , Huanhuan Zheng

A central goal of modern causal inference is estimating heterogeneous treatment effects to answer questions like "how does an intervention affect each unit," rather than only on average. We study this problem with panel-data where we…

Machine Learning · Statistics 2026-05-29 Anay Mehrotra , Phuc Tran , Van H. Vu , Manolis Zampetakis

In biomedical science, analyzing treatment effect heterogeneity plays an essential role in assisting personalized medicine. The main goals of analyzing treatment effect heterogeneity include estimating treatment effects in clinically…

Methodology · Statistics 2022-12-06 Waverly Wei , Maya Petersen , Mark J van der Laan , Zeyu Zheng , Chong Wu , Jingshen Wang

An important task in drug development is to identify patients, which respond better or worse to an experimental treatment. Identifying predictive covariates, which influence the treatment effect and can be used to define subgroups of…

Methodology · Statistics 2018-11-27 Marius Thomas , Björn Bornkamp , Katja Ickstadt

We study an interacting agent model of a game-theoretical economy. The agents play a minority-subsequently-majority game and they learn, using backpropagation networks, to obtain higher payoffs. We study the relevance of heterogeneity to…

Condensed Matter · Physics 2007-05-23 Wan Ahmad Tajuddin Wan Abdullah

Recently, there has been great interest in estimating the conditional average treatment effect using flexible machine learning methods. However, in practice, investigators often have working hypotheses about effect heterogeneity across…

Methodology · Statistics 2023-09-13 Chan Park , Hyunseung Kang