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Estimating heterogeneous treatment effects in domains such as healthcare or social science often involves sensitive data where protecting privacy is important. We introduce a general meta-algorithm for estimating conditional average…

Machine Learning · Statistics 2022-02-23 Fengshi Niu , Harsha Nori , Brian Quistorff , Rich Caruana , Donald Ngwe , Aadharsh Kannan

Many modern tech companies, such as Google, Uber, and Didi, utilize online experiments (also known as A/B testing) to evaluate new policies against existing ones. While most studies concentrate on average treatment effects, situations with…

Methodology · Statistics 2023-05-18 Ting Li , Chengchun Shi , Zhaohua Lu , Yi Li , Hongtu Zhu

Policymakers often desire a statistical treatment rule (STR) that determines a treatment assignment rule deployed in a future population from available data. With the true knowledge of the data generating process, the average treatment…

Econometrics · Economics 2023-11-16 Daido Kido

A new method for estimating the conditional average treatment effect is proposed in the paper. It is called TNW-CATE (the Trainable Nadaraya-Watson regression for CATE) and based on the assumption that the number of controls is rather large…

Machine Learning · Computer Science 2022-07-20 Andrei V. Konstantinov , Stanislav R. Kirpichenko , Lev V. Utkin

Randomization tests and flexible treatment-effect models offer complementary strengths for analyzing data from randomized panel experiments: the former provide valid inference under the known assignment mechanism, while the latter can…

Methodology · Statistics 2026-05-12 Fangnan Zheng , Yao Zhang

Treatment effect estimation, which helps understand the causality between treatment and outcome variable, is a central task in decision-making across various domains. While most studies focus on treatment effect estimation on individual…

Machine Learning · Computer Science 2025-03-11 Shonosuke Harada , Ryosuke Yoneda , Hisashi Kashima

Estimating conditional average treatment effects (CATE) from randomized controlled trials (RCTs) and generalizing them to broader populations is essential for personalizing treatment rules but is complicated by selection bias due to trial…

Methodology · Statistics 2026-05-15 Rikuta Hamaya , Etsuji Suzuki , Konan Hara

Estimating treatment effects (TE) from observational data is a critical yet complex task in many fields, from healthcare and economics to public policy. While recent advances in machine learning and causal inference have produced powerful…

Machine Learning · Computer Science 2025-08-15 Jeroen Berrevoets , Julianna Piskorz , Robert Davis , Harry Amad , Jim Weatherall , Mihaela van der Schaar

This paper considers identifying and estimating the Average Treatment Effect on the Treated (ATT) when untreated potential outcomes are generated by an interactive fixed effects model. That is, in addition to time-period and individual…

Econometrics · Economics 2022-02-15 Brantly Callaway , Sonia Karami

To estimate the causal effect of an endogenous treatment using clustered data, the canonical two-stage least squares (2sls) estimates a linear regression of the outcome on treatment status using an instrumental variable (IV) and conducts…

Methodology · Statistics 2026-04-03 Anqi Zhao , Peng Ding , Fan Li

Endogeneity poses significant challenges in causal inference across various research domains. This paper proposes a novel approach to identify and estimate causal effects in the presence of endogeneity. We consider a structural equation…

Methodology · Statistics 2025-08-26 Ruoyu Wang , Wang Miao

Average treatment effects (ATE) and conditional average treatment effects (CATE) are foundational causal estimands, but they target changes in expected outcomes and can miss treatment-induced changes in the shape of outcome distributions. A…

Methodology · Statistics 2026-03-17 Amir Saki , Usef Faghihi

Most of the widely used estimators of the average treatment effect (ATE) in causal inference rely on the assumptions of unconfoundedness and overlap. Unconfoundedness requires that the observed covariates account for all correlations…

Statistics Theory · Mathematics 2025-07-01 Yang Cai , Alkis Kalavasis , Katerina Mamali , Anay Mehrotra , Manolis Zampetakis

This paper shows that the Conditional Quantile Treatment Effect on the Treated can be identified using a combination of (i) a conditional Distributional Difference in Differences assumption and (ii) an assumption on the conditional…

Methodology · Statistics 2017-02-14 Brantly Callaway , Tong Li , Tatsushi Oka

Estimating heterogeneous treatment effects from observational data is a crucial task across many fields, helping policy and decision-makers take better actions. There has been recent progress on robust and efficient methods for estimating…

Machine Learning · Computer Science 2023-11-09 Miruna Oprescu , Jacob Dorn , Marah Ghoummaid , Andrew Jesson , Nathan Kallus , Uri Shalit

This paper studies inference in a randomized controlled trial (RCT) with covariate-adaptive randomization (CAR) and imperfect compliance of a binary treatment. In this context, we study inference on the LATE. As in Bugni et al. (2018,2019),…

Econometrics · Economics 2023-07-25 Federico A. Bugni , Mengsi Gao

The effects of treatments on continuous outcomes can be estimated by the mean difference (i.e. by measurement units) and the relative effect scales (i.e. by percentages), both of which provide only a single effect size estimate over the…

Applications · Statistics 2025-11-27 Harri Hemilä , Matti Pirinen

This paper studies identification and estimation of average causal effects, such as average marginal or treatment effects, in fixed effects logit models with short panels. Relating the identified set of these effects to an extremal moment…

Econometrics · Economics 2024-12-20 Laurent Davezies , Xavier D'Haultfœuille , Louise Laage

Randomized controlled trials (RCTs) are widely regarded as the gold standard for causal inference in biomedical research. For instance, when estimating the average treatment effect on the treated (ATT), a doubly robust estimation procedure…

Methodology · Statistics 2025-09-26 Chi-Shian Dai , Chao Ying , Yang Ning , Jiwei Zhao

One of the central goals of causal machine learning is the accurate estimation of heterogeneous treatment effects from observational data. In recent years, meta-learning has emerged as a flexible, model-agnostic paradigm for estimating…

Artificial Intelligence · Computer Science 2024-11-14 Henri Arno , Paloma Rabaey , Thomas Demeester
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