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We propose a double robust Bayesian inference procedure on the average treatment effect (ATE) under unconfoundedness. For our new Bayesian approach, we first adjust the prior distributions of the conditional mean functions, and then correct…

Econometrics · Economics 2025-02-26 Christoph Breunig , Ruixuan Liu , Zhengfei Yu

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

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

Instrumental variables (IVs) are widely used for estimating causal effects in the presence of unmeasured confounding. Under the standard IV model, however, the average treatment effect (ATE) is only partially identifiable. To address this,…

Methodology · Statistics 2018-01-08 Linbo Wang , Eric Tchetgen Tchetgen

Randomized experiments are widely used to estimate causal effects across a variety of domains. However, classical causal inference approaches rely on critical independence assumptions that are violated by network interference, when the…

Methodology · Statistics 2022-10-18 Mayleen Cortez , Matthew Eichhorn , Christina Lee Yu

Target trial emulation (TTE) enables causal questions to be studied with observational data when randomized controlled trials (RCTs) are infeasible. Yet treatment-effect methods often address causal estimation, missingness, and temporal…

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

Treatment effect heterogeneity is central to policy evaluation, social science, and precision medicine, where interventions can affect individuals differently. In observational studies, covariates, treatment, and outcomes are often only…

Methodology · Statistics 2026-02-24 Shuozhi Zuo , Yixin Wang , Fan Yang

In this paper, we introduce and prove asymptotic normality for a new nonparametric estimator of continuous treatment effects. Specifically, we estimate the average dose-response function - the expected value of an outcome of interest at a…

Econometrics · Economics 2021-04-22 Sylvia Klosin

We introduce a methodology for designing and training deep neural networks (DNN) that we call "Deep Regression Ensembles" (DRE). It bridges the gap between DNN and two-layer neural networks trained with random feature regression. Each layer…

Machine Learning · Statistics 2022-03-11 Antoine Didisheim , Bryan Kelly , Semyon Malamud

The conditional average treatment effect (CATE) is the best measure of individual causal effects given baseline covariates. However, the CATE only captures the (conditional) average, and can overlook risks and tail events, which are…

Machine Learning · Statistics 2025-06-05 Nathan Kallus , Miruna Oprescu

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

Motivated by the rising abundance of observational data with continuous treatments, we investigate the problem of estimating the average dose-response curve (ADRF). Available parametric methods are limited in their model space, and previous…

Machine Learning · Computer Science 2021-03-16 Lizhen Nie , Mao Ye , Qiang Liu , Dan Nicolae

Deep neural networks (DNNs) have demonstrated remarkable empirical performance in large-scale supervised learning problems, particularly in scenarios where both the sample size $n$ and the dimension of covariates $p$ are large. This study…

Machine Learning · Statistics 2024-07-12 Yuqian Zhang , Jelena Bradic

Estimating heterogeneous treatment effects in network settings is complicated by interference, meaning that the outcome of an instance can be influenced by the treatment status of others. Existing causal machine learning approaches usually…

Machine Learning · Computer Science 2025-10-27 Daan Caljon , Jente Van Belle , Wouter Verbeke

We study how to efficiently estimate average treatment effects (ATEs) using adaptive experiments. In adaptive experiments, experimenters sequentially assign treatments to experimental units while updating treatment assignment probabilities…

Machine Learning · Statistics 2025-02-21 Masahiro Kato , Takuya Ishihara , Junya Honda , Yusuke Narita

This paper addresses the use of neural networks for the estimation of treatment effects from observational data. Generally, estimation proceeds in two stages. First, we fit models for the expected outcome and the probability of treatment…

Machine Learning · Statistics 2019-10-21 Claudia Shi , David M. Blei , Victor Veitch

Nonparametric mean function regression with repeated measurements serves as a cornerstone for many statistical branches, such as longitudinal/panel/functional data analysis. In this work, we investigate this problem using fully connected…

Statistics Theory · Mathematics 2025-02-27 Shunxing Yan , Fang Yao , Hang Zhou

This paper proposes a statistical inference method for assessing treatment effects with dyadic data. Under the assumption that the treatments follow an exchangeable distribution, our approach allows for the presence of any unobserved…

Econometrics · Economics 2024-05-28 Tadao Hoshino , Takahide Yanagi

This study utilizes a simulated dataset to establish Python code for Double Machine Learning (DML) using Anaconda's Jupyter Notebook and the DML software package from GitHub. The research focuses on causal inference experiments for both…

Econometrics · Economics 2025-02-28 Shunxin Yao
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