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A central goal of causal inference is to detect and estimate the treatment effects of a given treatment or intervention on an outcome variable of interest, where a member known as the heterogeneous treatment effect (HTE) is of growing…

Statistics Theory · Mathematics 2020-10-27 Zijun Gao , Yanjun Han

We introduce a double/debiased machine learning estimator for the impulse response function in settings where a time series of interest is subjected to multiple discrete treatments, assigned over time, which can have a causal effect on…

Econometrics · Economics 2025-12-17 Daniele Ballinari , Alexander Wehrli

Randomized Controlled Trials (RCT) are the current gold standards to empirically measure the effect of a new drug. However, they may be of limited size and resorting to complementary non-randomized data, referred to as observational, is…

Methodology · Statistics 2025-06-11 Ahmed Boughdiri , Julie Josse , Erwan Scornet

Recently, conditional average treatment effect (CATE) estimation has been attracting much attention due to its importance in various fields such as statistics, social and biomedical sciences. This study proposes a partially linear…

Methodology · Statistics 2022-01-31 Shunsuke Horii

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

Accurate estimation of treatment effects is essential for decision-making across various scientific fields. This task, however, becomes challenging in areas like social sciences and online marketplaces, where treating one experimental unit…

Machine Learning · Computer Science 2025-02-04 Mohsen Bayati , Yuwei Luo , William Overman , Sadegh Shirani , Ruoxuan Xiong

A semiparametric copula-based two-part quantile regression framework is developed for the analysis of semicontinuous outcomes characterized by a point mass at zero and a continuous positive component. The proposed approach models the…

Methodology · Statistics 2026-03-17 Guanjie Lyu , Mohamed Belalia , Abdulkadir Hussein

This paper develops a semi-parametric procedure for estimation of unconditional quantile partial effects using quantile regression coefficients. The estimator is based on an identification result showing that, for continuous covariates,…

Econometrics · Economics 2024-01-02 Javier Alejo , Antonio F. Galvao , Julian Martinez-Iriarte , Gabriel Montes-Rojas

Randomized trials typically estimate average relative treatment effects, but decisions on the benefit of a treatment are possibly better informed by more individualized predictions of the absolute treatment effect. In case of a binary…

Methodology · Statistics 2021-08-20 J Hoogland , J IntHout , M Belias , MM Rovers , RD Riley , FE Harrell , KGM Moons , TPA Debray , JB Reitsma

Structural Nested Mean Models (SNMMs) are useful for causal inference of treatment effects in longitudinal observational studies. Most existing works assume that the data are collected at pre-fixed time points for all subjects, which,…

Methodology · Statistics 2020-01-13 Shu Yang

This paper investigates the finite sample performance of a range of parametric, semi-parametric, and non-parametric instrumental variable estimators when controlling for a fixed set of covariates to evaluate the local average treatment…

Econometrics · Economics 2022-12-15 Hugo Bodory , Martin Huber , Michael Lechner

It is increasingly common to augment randomized controlled trial with external controls from observational data, to evaluate the treatment effect of an intervention. Traditional approaches to treatment effect estimation involve ambiguous…

Methodology · Statistics 2025-03-28 Bo Liu , Laine Thomas , Rury R. Holman , Fan Li

Inference in hierarchical nonlinear models needs careful consideration about targeting parameters that have either a conditional or population-average interpretation. For the special case of mixed-effects nonlinear sigmoidal models we…

Applications · Statistics 2017-07-11 Daniel Gerhard , Christian Ritz

I study identification, estimation and inference for spillover effects in experiments where units' outcomes may depend on the treatment assignments of other units within a group. I show that the commonly-used reduced-form linear-in-means…

Econometrics · Economics 2022-01-21 Gonzalo Vazquez-Bare

In this paper, we consider estimation of average treatment effect on the treated (ATT), an interpretable and relevant causal estimand to policy makers when treatment assignment is endogenous. By considering shadow variables that are…

Methodology · Statistics 2026-04-21 Trinetri Ghosh , Jiawei Shan , Menggang Yu , Jiwei Zhao

Estimating causal effects is particularly challenging when outcomes arise in complex, non-Euclidean spaces, where conventional methods often fail to capture meaningful structural variation. We develop a framework for topological causal…

Methodology · Statistics 2026-03-04 Kwangho Kim , Hajin Lee

We investigate the optimal design of experimental studies that have pre-treatment outcome data available. The average treatment effect is estimated as the difference between the weighted average outcomes of the treated and control units. A…

We develop a Bayesian nonparametric (BNP) approach to evaluate the causal effect of treatment in a randomized trial where a nonterminal event may be censored by a terminal event, but not vice versa (i.e., semi-competing risks). Based on the…

Methodology · Statistics 2019-07-23 Yanxun Xu , Daniel Scharfstein , Peter Müller , Michael Daniels

Empirical work often uses treatment assigned following geographic boundaries. When the effects of treatment cross over borders, classical difference-in-differences estimation produces biased estimates for the average treatment effect. In…

Econometrics · Economics 2023-06-13 Kyle Butts

The research in this paper gives a systematic investigation on the asymptotic behaviours of four inverse probability weighting (IPW)-based estimators for conditional average treatment effect, with nonparametrically, semiparametrically,…

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