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When estimating treatment effects, the golden standard is to conduct a randomized experiment and then contrast outcomes associated with the treatment group and the control group. However, in many cases, randomized experiments are either…

Methodology · Statistics 2023-06-08 Kevin Han

Most causal inference methods consider counterfactual variables under interventions that set the treatment deterministically. With continuous or multi-valued treatments or exposures, such counterfactuals may be of little practical interest…

Methodology · Statistics 2021-07-07 Iván Díaz , Nicholas Williams , Katherine L. Hoffman , Edward J. Schenck

We propose a method for conducting asymptotically valid inference for treatment effects in a multi-valued treatment framework where the number of units in the treatment arms can be small and do not grow with the sample size. We accomplish…

Econometrics · Economics 2021-05-25 Marina Dias , Demian Pouzo

We consider a nonparametric heteroscedastic time series regression model and suggest testing procedures to detect changes in the conditional variance function. The tests are based on a sequential marked empirical process and thus combine…

Statistics Theory · Mathematics 2019-06-10 Maria Mohr , Natalie Neumeyer

Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. With control variables to correct for endogeneity, nonparametric identification of treatment effects requires strong support…

Econometrics · Economics 2025-01-28 Whitney K. Newey , Sami Stouli

Heterogeneous treatment effects are driven by treatment effect modifiers, pre-treatment covariates that modify the effect of a treatment on an outcome. Current approaches for uncovering these variables are limited to low-dimensional data,…

Methodology · Statistics 2024-11-12 Philippe Boileau , Ning Leng , Nima S. Hejazi , Mark van der Laan , Sandrine Dudoit

Externally controlled trials are crucial in clinical development when randomized controlled trials are unethical or impractical. These trials consist of a full treatment arm with the experimental treatment and a full external control arm.…

Methodology · Statistics 2025-03-11 Chenyin Gao , Xiang Zhang , Shu Yang

We provide necessary and sufficient conditions of uniform consistency of nonparametric sets of alternatives of chi-squared test for testing of hypothesis of homogeneity. The number of cells of chi-squared test increases with sample size…

Statistics Theory · Mathematics 2021-08-30 Mikhail Ermakov

We consider treatment-effect estimation with a two-periods panel, where units are untreated at period one, and receive strictly positive doses at period two. First, we consider designs with some quasi-untreated units, with a period-two dose…

Econometrics · Economics 2026-04-02 Clément de Chaisemartin , Diego Ciccia , Xavier D'Haultfœuille , Felix Knau

We propose a new method to estimate causal effects from nonexperimental data. Each pair of sample units is first associated with a stochastic 'treatment' - differences in factors between units - and an effect - a resultant outcome…

Methodology · Statistics 2022-11-08 Andre F. Ribeiro , Frank Neffke , Ricardo Hausmann

It has recently been shown that an unbinned distance-based statistic, the energy, can be used to construct an extremely powerful nonparametric multivariate two sample goodness-of-fit test. An extension to this method that makes it possible…

Data Analysis, Statistics and Probability · Physics 2011-10-11 Mike Williams

Understanding the effect of a particular treatment or a policy pertains to many areas of interest, ranging from political economics, marketing to healthcare. In this paper, we develop a non-parametric algorithm for detecting the effects of…

Methodology · Statistics 2022-08-24 Davide Viviano , Jelena Bradic

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…

Understanding treatment effect heterogeneity is vital to many scientific fields because the same treatment may affect different individuals differently. Quantile regression provides a natural framework for modeling such heterogeneity. We…

Methodology · Statistics 2023-07-12 Alexander Giessing , Jingshen Wang

Uncovering the heterogeneous effects of particular policies or "treatments" is a key concern for researchers and policymakers. A common approach is to report average treatment effects across subgroups based on observable covariates.…

Econometrics · Economics 2025-10-02 Riccardo Di Francesco

We present a general nonparametric approach for testing whether a statistical parameter defined through conditional distributions is constant across the conditioning variables. Such hypotheses arise naturally in problems such as assessing…

Methodology · Statistics 2026-04-23 Albert Osom , Ali Shojaie , Aaron Hudson

Estimating the effect of medical treatments on subject responses is one of the crucial problems in medical research. Matched-pairs designs are commonly implemented in the field of medical research to eliminate confounding and improve…

Methodology · Statistics 2017-11-08 Jun Wang , Wei Gao , Man-Lai Tang

Existing tests for factorial designs in the nonparametric case are based on hypotheses formulated in terms of distribution functions. Typical null hypotheses, however, are formulated in terms of some parameters or effect measures,…

Methodology · Statistics 2016-10-28 Edgar Brunner , Frank Konietschke , Markus Pauly , Madan L. Puri

In this paper, we investigate the hypothesis testing problem that checks whether part of covariates / confounders significantly affect the heterogeneous treatment effect given all covariates. This model checking is particularly useful in…

Statistics Theory · Mathematics 2020-09-24 Niwen Zhou , Xu Guo , Lixing Zhu

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