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Beyond conditional average treatment effects, treatments may impact the entire outcome distribution in covariate-dependent ways, for example, by altering the variance or tail risks for specific subpopulations. We propose a novel estimand to…

Machine Learning · Statistics 2026-03-18 Saksham Jain , Alex Luedtke

We consider the problem of estimating a dose-response curve. Continuous treatments arise often in practice, e.g. in the form of time spent on an operation, distance traveled to a location or dosage of a drug. Letting $A$ denote a continuous…

Methodology · Statistics 2026-04-14 Matteo Bonvini , Edward H. Kennedy

Doubly robust estimators have gained widespread popularity in various fields due to their ability to provide unbiased estimates under model misspecification. However, the asymptotic theory for doubly robust estimators with continuous-time…

Statistics Theory · Mathematics 2024-04-23 Andrew Ying

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…

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

Covariate-adaptive randomization schemes such as the minimization and stratified permuted blocks are often applied in clinical trials to balance treatment assignments across prognostic factors. The existing theoretical developments on…

Methodology · Statistics 2020-07-21 Ting Ye , Yanyao Yi , Jun Shao

Causal inference literature has extensively focused on binary treatments, with relatively fewer methods developed for multi-valued treatments. In particular, methods for multiple simultaneously assigned treatments remain understudied…

This study utilizes a simulated dataset to establish Python code for Double Machine Learning (DML) using Anaconda's Jupyter Notebook and the DML software package from GitHub. The research focuses on causal inference experiments for both…

Econometrics · Economics 2025-02-28 Shunxin Yao

Estimating treatment effects is of great importance for many biomedical applications with observational data. Particularly, interpretability of the treatment effects is preferable for many biomedical researchers. In this paper, we first…

Machine Learning · Statistics 2022-06-28 Kan Chen , Qishuo Yin , Qi Long

We develop new semiparametric methods for estimating treatment effects. We focus on settings where the outcome distributions may be thick tailed, where treatment effects may be small, where sample sizes are large and where assignment is…

Methodology · Statistics 2023-08-24 Susan Athey , Peter J. Bickel , Aiyou Chen , Guido W. Imbens , Michael Pollmann

Estimation and inference of treatment effects under unconfounded treatment assignments often suffer from bias and the `curse of dimensionality' due to the nonparametric estimation of nuisance parameters for high-dimensional confounders.…

Methodology · Statistics 2025-07-08 Zeqi Wu , Meilin Wang , Wei Huang , Zheng Zhang

This paper combines causal mediation analysis with double machine learning to control for observed confounders in a data-driven way under a selection-on-observables assumption in a high-dimensional setting. We consider the average indirect…

Econometrics · Economics 2021-02-17 Helmut Farbmacher , Martin Huber , Lukáš Lafférs , Henrika Langen , Martin Spindler

We develop an asymptotic theory of adversarial estimators ('A-estimators'). They generalize maximum-likelihood-type estimators ('M-estimators') as their average objective is maximized by some parameters and minimized by others. This class…

Econometrics · Economics 2022-06-20 Jonas Metzger

Researchers are increasingly turning to machine learning (ML) algorithms to investigate causal heterogeneity in randomized experiments. Despite their promise, ML algorithms may fail to accurately ascertain heterogeneous treatment effects…

Methodology · Statistics 2024-04-23 Kosuke Imai , Michael Lingzhi Li

We present machine learning estimators for causal and predictive parameters under covariate shift, where covariate distributions differ between training and target populations. One such parameter is the average effect of a policy that…

Methodology · Statistics 2025-09-23 Victor Chernozhukov , Michael Newey , Whitney K Newey , Rahul Singh , Vasilis Syrgkanis

To investigate causal mechanisms, causal mediation analysis decomposes the total treatment effect into the natural direct and indirect effects. This paper examines the estimation of the direct and indirect effects in a general treatment…

Statistics Theory · Mathematics 2024-01-24 Lukang Huang , Wei Huang , Oliver Linton , Zheng Zhang

We propose a difference-in-differences (DiD) framework with mediation for possibly multivalued discrete or continuous treatments and mediators, aimed at identifying the direct effect of the treatment on the outcome (net of effects operating…

Econometrics · Economics 2026-03-02 Martin Huber , Sarina Joy Oberhänsli

We study average treatment effect (ATE) estimation under complete randomization with many covariates in a design-based, finite-population framework. In randomized experiments, regression adjustment can improve precision of estimators using…

Statistics Theory · Mathematics 2025-11-12 Dogyoon Song

This paper investigates the estimation and inference of the average treatment effect (ATE) using deep neural networks (DNNs) in the potential outcomes framework. Under some regularity conditions, the observed response can be formulated as…

Machine Learning · Statistics 2021-12-06 Xinze Du , Yingying Fan , Jinchi Lv , Tianshu Sun , Patrick Vossler

We consider estimating average treatment effects (ATE) of a binary treatment in observational data when data-driven variable selection is needed to select relevant covariates from a moderately large number of available covariates…

Methodology · Statistics 2020-10-27 David Cheng , Abhishek Chakrabortty , Ashwin N. Ananthakrishnan , Tianxi Cai