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Recent research has demonstrated the importance of flexibly controlling for covariates in instrumental variables estimation. In this paper we study the finite sample and asymptotic properties of various weighting estimators of the local…

Econometrics · Economics 2024-03-01 Tymon Słoczyński , S. Derya Uysal , Jeffrey M. Wooldridge

Average Treatment Effect (ATE) estimation is a well-studied problem in causal inference. However, it does not necessarily capture the heterogeneity in the data, and several approaches have been proposed to tackle the issue, including…

Machine Learning · Computer Science 2024-03-19 Raghavendra Addanki , Siddharth Bhandari

We propose a rate optimal estimator for the linear regression model on network data with interacted (unobservable) individual effects. The estimator achieves a faster rate of convergence $N$ compared to the standard estimators' $\sqrt{N}$…

Econometrics · Economics 2023-04-26 Yassine Sbai Sassi

In this paper we study a class of weighted estimands, which we define as parameters that can be expressed as weighted averages of the underlying heterogeneous treatment effects. The popular ordinary least squares (OLS), two-stage least…

Econometrics · Economics 2025-10-14 Alexandre Poirier , Tymon Słoczyński

Propensity score methods have been shown to be powerful in obtaining efficient estimators of average treatment effect (ATE) from observational data, especially under the existence of confounding factors. When estimating, deciding which type…

Methodology · Statistics 2021-09-14 Kangjie Zhou , Jinzhu Jia

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

Instrumental variables (IV) methods are central to applied microeconomics. While classical approaches assume linear models with constant effects, recent literature has shifted toward the local average treatment effect (LATE) framework to…

Econometrics · Economics 2026-05-15 Tymon Słoczyński , Liyang Sun , S. Derya Uysal

To test scientific theories and develop individualized treatment rules, researchers often wish to learn heterogeneous treatment effects that can be consistently found across diverse populations and contexts. We consider the problem of…

Methodology · Statistics 2026-05-01 Yi Zhang , Melody Huang , Kosuke Imai

We develop point-identification for the local average treatment effect when the binary treatment contains a measurement error. The standard instrumental variable estimator is inconsistent for the parameter since the measurement error is…

Econometrics · Economics 2018-04-11 Takahide Yanagi

In a given randomized experiment, individuals are often volunteers and can differ in important ways from a population of interest. It is thus of interest to focus on the sample at hand. This paper focuses on inference about the sample local…

Methodology · Statistics 2024-09-23 Zhen Zhong , Per Johansson , Junni L. Zhang

In this paper, we focus on estimating the average treatment effect (ATE) of a target population when individual-level data from a source population and summary-level data (e.g., first or second moments of certain covariates) from the target…

Methodology · Statistics 2023-01-18 Rui Chen , Guanhua Chen , Menggang Yu

Augmented inverse probability weighting and G-computation with canonical generalized linear models have become increasingly popular for estimating average treatment effects (ATEs) in randomized experiments. These methods leverage outcome…

Methodology · Statistics 2026-03-13 Muluneh Alene , Stijn Vansteelandt , Kelly Van Lancker

We study causal effect estimation from a mixture of observational and interventional data in a confounded linear regression model with multivariate treatments. We show that the statistical efficiency in terms of expected squared error can…

Heterogeneous treatment effects, which vary according to individual covariates, are crucial in fields such as personalized medicine and tailored treatment strategies. In many applications, rather than considering the heterogeneity induced…

Methodology · Statistics 2025-08-26 Peng Wu , Pengtao Zeng , Zhaoqing Tian , Shaojie Wei

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…

One of the most significant challenges in Conditional Average Treatment Effect (CATE) estimation is the statistical discrepancy between distinct treatment groups. To address this issue, we propose a model-agnostic data augmentation method…

Machine Learning · Computer Science 2025-06-17 Ahmed Aloui , Juncheng Dong , Cat P. Le , Vahid Tarokh

Estimating conditional average treatment effects (CATE) is challenging, especially when treatment information is missing. Although this is a widespread problem in practice, CATE estimation with missing treatments has received little…

Machine Learning · Statistics 2023-04-19 Milan Kuzmanovic , Tobias Hatt , Stefan Feuerriegel

This paper studies identification of the local average and marginal treatment effects (LATE and MTE) with a misclassified binary treatment variable. We derive bounds on the (generalized) LATE and exploit its relationship with the MTE to…

Econometrics · Economics 2024-09-27 Santiago Acerenza , Kyunghoon Ban , Désiré Kédagni

Area-specific causal inference is important in many policy and survey applications, where the goal is to evaluate treatment effects for small geographic or demographic domains. Existing causal small area estimation methods, however,…

Statistics Theory · Mathematics 2026-05-06 Tsubasa Ito , Shonosuke Sugasawa

Study populations are typically sampled from limited points in space and time, and marginalized groups are underrepresented. To assess the external validity of randomized and observational studies, we propose and evaluate the worst-case…

Machine Learning · Statistics 2022-02-04 Sookyo Jeong , Hongseok Namkoong