English
Related papers

Related papers: Estimations of the Local Conditional Tail Average …

200 papers

The average treatment effect (ATE) is popularly used to assess the treatment effect. However, the ATE implicitly assumes a homogenous treatment effect even amongst individuals with different characteristics. In this paper, we mainly focus…

Methodology · Statistics 2016-03-10 Yunjian Yin , Lan Liu , Zhi Geng

Treatment effect heterogeneity is of a great concern when evaluating policy impact: "is the treatment Pareto-improving?", "what is the proportion of people who are better off under the treatment?", etc. However, even in the simple case of a…

Econometrics · Economics 2025-09-18 Myungkou Shin

In recent years, precision treatment strategy have gained significant attention in medical research, particularly for patient care. We propose a novel framework for estimating conditional average treatment effects (CATE) in time-to-event…

Methodology · Statistics 2024-07-29 Runjia Li , Victor B. Talisa , Chung-Chou H. Chang

Decision-making across various fields, such as medicine, heavily relies on conditional average treatment effects (CATEs). Practitioners commonly make decisions by checking whether the estimated CATE is positive, even though the…

Machine Learning · Computer Science 2025-05-23 Dennis Frauen , Valentyn Melnychuk , Jonas Schweisthal , Mihaela van der Schaar , Stefan Feuerriegel

Stepped wedge cluster randomized controlled trials are typically analyzed using models that assume the full effect of the treatment is achieved instantaneously. We provide an analytical framework for scenarios in which the treatment effect…

Methodology · Statistics 2025-09-25 Avi Kenny , Emily Voldal , Fan Xia , Patrick J. Heagerty , James P. Hughes

We study the problem of learning conditional average treatment effects (CATE) from observational data with unobserved confounders. The CATE function maps baseline covariates to individual causal effect predictions and is key for…

Machine Learning · Statistics 2018-10-09 Nathan Kallus , Xiaojie Mao , Angela Zhou

When evaluating a two-phase intervention, the cumulative average treatment effect (ATE) is often the primary causal estimand of interest. However, some individuals who do not respond well to the Phase I treatment may subsequently display…

Methodology · Statistics 2026-02-02 Guanglei Hong , Xu Qin , Zhengyan Xu , Fan Yang

There is growing interest in estimating and analyzing heterogeneous treatment effects in experimental and observational studies. We describe a number of meta-algorithms that can take advantage of any supervised learning or regression method…

Statistics Theory · Mathematics 2019-06-18 Sören R. Künzel , Jasjeet S. Sekhon , Peter J. Bickel , Bin Yu

Randomized controlled trials (RCTs) frequently utilize covariate-adaptive randomization (CAR) (e.g., stratified block randomization) and commonly suffer from imperfect compliance. This paper studies the identification and inference for the…

Econometrics · Economics 2025-05-02 Federico A. Bugni , Mengsi Gao , Filip Obradovic , Amilcar Velez

Heterogeneous treatment effects (HTEs) are increasingly estimated using machine learning models that produce highly personalized predictions of treatment effects. In practice, however, predicted treatment effects are rarely interpreted,…

There is a growing literature on design-based methods to estimate average treatment effects for randomized controlled trials (RCTs) using the underpinnings of experiments. In this article, we build on these methods to consider design-based…

Methodology · Statistics 2024-01-17 Peter Z Schochet

Numerous algorithms have been developed for Conditional Average Treatment Effect (CATE) estimation. In this paper, we first highlight a common issue where many algorithms exhibit inconsistent learning behavior for the same instance across…

Machine Learning · Computer Science 2025-07-08 Yi-Fu Fu , Keng-Te Liao , Shou-De Lin

This study investigates the estimation and the statistical inference about Conditional Average Treatment Effects (CATEs), which have garnered attention as a metric representing individualized causal effects. In our data-generating process,…

Methodology · Statistics 2024-03-07 Masahiro Kato

This paper studies treatment effect models in which individuals are classified into unobserved groups based on heterogeneous treatment rules. Using a finite mixture approach, we propose a marginal treatment effect (MTE) framework in which…

Econometrics · Economics 2022-05-24 Tadao Hoshino , Takahide Yanagi

Objective: Randomised controlled trials (RCTs) are widely considered as gold standard for assessing the effectiveness of new health interventions. When treatment non-compliance is present in RCTs, the treatment effect in the subgroup of…

Applications · Statistics 2025-03-25 Theodosios Papazoglou , Ed Waddingham , Alastair Young

We investigate the problem of machine learning-based (ML) predictive inference on individual treatment effects (ITEs). Previous work has focused primarily on developing ML-based meta-learners that can provide point estimates of the…

Machine Learning · Computer Science 2023-08-30 Ahmed Alaa , Zaid Ahmad , Mark van der Laan

This paper develops a performant Bayesian approach to conditional average treatment effect (CATE) estimation in regression discontinuity designs (RDD), an increasingly prevalent form of quasi-experiment that facilitates causal inference.…

Methodology · Statistics 2026-05-18 Rafael Alcantara , P. Richard Hahn , Hedibert F. Lopes

Estimating treatment effects conditional on observed covariates can improve the ability to tailor treatments to particular individuals. Doing so effectively requires dealing with potential confounding, and also enough data to adequately…

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

The aim of this paper is to study the asymptotic behavior of a particular multivariate risk measure, the Covariate-Conditional-Tail-Expectation (CCTE), based on a multivariate statistical depth function. Depth functions have become…

Statistics Theory · Mathematics 2021-09-08 Armaut Elisabeth , Diel Roland , Laloë Thomas