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We investigate the problem of estimating the average treatment effect (ATE) under a very general setup where the covariates can be high-dimensional, highly correlated, and can have sparse nonlinear effects on the propensity and outcome…

Machine Learning · Statistics 2025-08-26 Jianqing Fan , Soham Jana , Sanjeev Kulkarni , Qishuo Yin

Accumulated Local Effects (ALE) is a model-agnostic approach for global explanations of the results of black-box machine learning (ML) algorithms. There are at least three challenges with conducting statistical inference based on ALE:…

Machine Learning · Computer Science 2024-02-14 Chitu Okoli

Considering censored outcomes in survival analysis can lead to quite complex results in the model setting of causal inference. Causal inference has attracted a lot of attention over the past few years, but little research has been done on…

Methodology · Statistics 2025-09-11 Byeonghee Lee , Joonsung Kang

Many practical decision-making problems in economics and healthcare seek to estimate the average treatment effect (ATE) from observational data. The Double/Debiased Machine Learning (DML) is one of the prevalent methods to estimate ATE in…

Econometrics · Economics 2022-12-07 Yiyan Huang , Cheuk Hang Leung , Xing Yan , Qi Wu , Shumin Ma , Zhiri Yuan , Dongdong Wang , Zhixiang Huang

We extend methods for finite-sample inference about the average treatment effect (ATE) in randomized experiments with binary outcomes to accommodate stratification (blocking). We present three valid methods that differ in their…

Methodology · Statistics 2025-08-07 Jiaxun Li , Jacob Spertus , Philip B. Stark

We consider the problem of partial identification, the estimation of bounds on the treatment effects from observational data. Although studied using discrete treatment variables or in specific causal graphs (e.g., instrumental variables),…

Machine Learning · Computer Science 2022-10-18 Vahid Balazadeh , Vasilis Syrgkanis , Rahul G. Krishnan

Estimation of the Average Treatment Effect (ATE) is a core problem in causal inference with strong connections to Off-Policy Evaluation in Reinforcement Learning. This paper considers the problem of adaptively selecting the treatment…

Machine Learning · Statistics 2024-11-22 Ojash Neopane , Aaditya Ramdas , Aarti Singh

There is a large literature on semiparametric estimation of average treatment effects under unconfounded treatment assignment in settings with a fixed number of covariates. More recently attention has focused on settings with a large number…

Methodology · Statistics 2017-10-26 Susan Athey , Guido Imbens , Thai Pham , Stefan Wager

Electronic Health Records (EHR) contain valuable clinical information for predicting patient outcomes and guiding healthcare decisions. However, effectively modeling Electronic Health Records (EHRs) requires addressing data heterogeneity…

Machine Learning · Computer Science 2025-07-22 Junhan Yu , Zhunyi Feng , Junwei Lu , Tianxi Cai , Doudou Zhou

Augmenting randomized controlled trials (RCTs) with external real-world data (RWD) has the potential to improve the finite sample efficiency of treatment effect estimators. We describe using adaptive targeted maximum likelihood estimation…

Methodology · Statistics 2025-01-30 Sky Qiu , Jens Tarp , Andrew Mertens , Mark van der Laan

We study variants of the average treatment effect on the treated with population parameters replaced by their sample counterparts. For each estimand, we derive the limiting distribution with respect to a semiparametric efficient estimator…

Methodology · Statistics 2024-02-12 Andrew Yiu

Two-phase sampling is a simple and cost-effective estimation strategy in survey sampling and is widely used in practice. Because the phase-2 sampling probability typically depends on low-cost variables collected at phase 1, naive estimation…

Methodology · Statistics 2025-11-11 Kazuharu Harada , Masataka Taguri

Randomized controlled trials often enroll participants whose characteristics differ from those of a target population, which can limit the generalizability of the estimated treatment effects when effect modifiers differ across populations.…

Methodology · Statistics 2026-05-15 Lan Wen , Issa J. Dahabreh , Yu-Han Chiu

We consider estimating average treatment effects (ATE) of a binary treatment in observational data when data-driven variable selection is needed to select relevant covariates from a moderately large number of available covariates…

Methodology · Statistics 2020-10-27 David Cheng , Abhishek Chakrabortty , Ashwin N. Ananthakrishnan , Tianxi Cai

Rich Electronic Health Records (EHR), have created opportunities to improve clinical processes using machine learning methods. Prediction of the same patient events at different time horizons can have very different applications and…

Machine Learning · Computer Science 2023-03-07 Hao Liu , Muhan Zhang , Zehao Dong , Lecheng Kong , Yixin Chen , Bradley Fritz , Dacheng Tao , Christopher King

Randomized controlled experiment has long been accepted as the golden standard for establishing causal link and estimating causal effect in various scientific fields. Average treatment effect is often used to summarize the effect…

Applications · Statistics 2016-10-14 Alex Deng , Pengchuan Zhang , Shouyuan Chen , Dong Woo Kim , Jiannan Lu

Estimation and inference for the Average Treatment Effect (ATE) is a cornerstone of causal inference and often serves as the foundation for developing procedures for more complicated settings. Although traditionally analyzed in a batch…

Machine Learning · Statistics 2025-02-10 Ojash Neopane , Aaditya Ramdas , Aarti Singh

Correctly identifying treatment effects in observational studies is very difficult due to the fact that the outcome model or the treatment assignment model must be correctly specified. Taking advantages of semiparametric models in this…

Methodology · Statistics 2022-07-08 Jichang Yu , Haibo Zhou , Jianwen Cai

We develop new semiparametric methods for estimating treatment effects. We focus on settings where the outcome distributions may be thick tailed, where treatment effects may be small, where sample sizes are large and where assignment is…

Methodology · Statistics 2023-08-24 Susan Athey , Peter J. Bickel , Aiyou Chen , Guido W. Imbens , Michael Pollmann

Heterogeneous treatment effect (HTE) estimation is critical in medical research. It provides insights into how treatment effects vary among individuals, which can provide statistical evidence for precision medicine. While most existing…

Machine Learning · Statistics 2025-04-25 Ke Wan , Kensuke Tanioka , Toshio Shimokawa