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When a strict subset of covariates are given, we propose conditional quantile treatment effect to capture the heterogeneity of treatment effects via the quantile sheet that is the function of the given covariates and quantile. We focus on…

Statistics Theory · Mathematics 2020-09-23 Niwen Zhou , Xu Guo , Lixing Zhu

We study a linear random coefficient model where slope parameters may be correlated with some continuous covariates. Such a model specification may occur in empirical research, for instance, when quantifying the effect of a continuous…

Econometrics · Economics 2019-11-19 Samuele Centorrino , Aman Ullah , Jing Xue

We introduce novel estimators for quantile causal effects with high dimensional panel data (large $N$ and $T$), where only one or a few units are affected by the intervention or policy. Our method extends the generalized synthetic control…

Methodology · Statistics 2025-06-19 Yihong Xu , Li Zheng

This study designs an adaptive experiment for efficiently estimating average treatment effects (ATEs). In each round of our adaptive experiment, an experimenter sequentially samples an experimental unit, assigns a treatment, and observes…

Methodology · Statistics 2024-06-21 Masahiro Kato , Akihiro Oga , Wataru Komatsubara , Ryo Inokuchi

We propose new parametric frameworks of regression analysis with the conditional mode of a bounded response as the focal point of interest. Covariate effects estimation and prediction based on the maximum likelihood method under two new…

Methodology · Statistics 2020-06-22 Haiming Zhou , Xianzheng Huang

In causal inference, measuring treatment heterogeneity is crucial as it provides scientific insights into how treatments influence outcomes and guides personalized decision-making. In this work, we study semi-supervised settings where a…

Methodology · Statistics 2025-09-08 Yilizhati Anniwaer , Yuqian Zhang

In randomized experiments, the actual treatments received by some experimental units may differ from their treatment assignments. This non-compliance issue often occurs in clinical trials, social experiments, and the applications of…

Methodology · Statistics 2022-04-19 Jiyang Ren

Many applications of causal inference require using treatment effects estimated on a study population to make decisions in a separate target population. We consider the challenging setting where there are covariates that are observed in the…

Machine Learning · Computer Science 2024-10-22 Khurram Yamin , Vibhhu Sharma , Ed Kennedy , Bryan Wilder

Nowadays, in many scientific and industrial fields there is an increasing need for estimating treatment effects and answering causal questions. The key for addressing these problems is the wealth of observational data and the processes for…

Machine Learning · Statistics 2022-05-24 Niki Kiriakidou , Christos Diou

As a competitive alternative to least squares regression, quantile regression is popular in analyzing heterogenous data. For quantile regression model specified for one single quantile level $\tau$, major difficulties of semiparametric…

Methodology · Statistics 2017-05-29 Kani Chen , Yuanyuan Lin , Zhanfeng Wang , Zhiliang Ying

Suppose one wishes to estimate the effect of a binary treatment on a binary endpoint conditional on a post-randomization quantity in a counterfactual world in which all subjects received treatment. It is generally difficult to identify this…

Methodology · Statistics 2019-11-12 Alex Luedtke , Jiacheng Wu

Standard causal inference characterizes treatment effect through averages, but the counterfactual distributions could be different in not only the central tendency but also spread and shape. To provide a comprehensive evaluation of…

Methodology · Statistics 2022-11-04 Steven G. Xu , Shu Yang , Brian J. Reich

In many medical and business applications, researchers are interested in estimating individualized treatment effects using data from a randomized experiment. For example in medical applications, doctors learn the treatment effects from…

Methodology · Statistics 2022-03-01 Kevin Wu Han , Han Wu

We propose a novel targeted maximum likelihood estimator (TMLE) for quantiles in semiparametric missing data models. Our proposed estimator is locally efficient, $\sqrt{n}$-consistent, asymptotically normal, and doubly robust, under…

Methodology · Statistics 2016-08-23 Iván Díaz

Randomized experiments on social networks pose statistical challenges, due to the possibility of interference between units. We propose new methods for estimating attributable treatment effects in such settings. The methods do not require…

Methodology · Statistics 2015-10-13 David S. Choi

We study the estimation of treatment effects using samples stratified by treatment status. Standard estimators of the average treatment effect and the local average treatment effect are inconsistent in this setting. We propose consistent…

Econometrics · Economics 2025-04-28 Jinyong Hahn , John Ham , Geert Ridder , Shuyang Sheng

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

Recent methods to improve generalizations from nonrandom samples typically invoke assumptions such as the strong ignorability of sample selection that are often controversial in practice to derive point estimates. Rather than focus on the…

Applications · Statistics 2017-01-06 Wendy Chan

In panel experiments, we randomly assign units to different interventions, measuring their outcomes, and repeating the procedure in several periods. Using the potential outcomes framework, we define finite population dynamic causal effects…

Methodology · Statistics 2021-05-28 Iavor Bojinov , Ashesh Rambachan , Neil Shephard

In this paper, we apply doubly robust approach to estimate, when some covariates are given, the conditional average treatment effect under parametric, semiparametric and nonparametric structure of the nuisance propensity score and outcome…

Statistics Theory · Mathematics 2020-09-15 Chuyun Ye , Keli Guo , Lixing Zhu
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