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The paper proposes an estimator to make inference of heterogeneous treatment effects sorted by impact groups (GATES) for non-randomised experiments. The groups can be understood as a broader aggregation of the conditional average treatment…

Econometrics · Economics 2020-03-30 Daniel Jacob

The conditional average treatment effect (CATE) is frequently estimated to refute the homogeneous treatment effect assumption. Under this assumption, all units making up the population under study experience identical benefit from a given…

The estimation of average treatment effects (ATEs), defined as the difference in expected outcomes between treatment and control groups, is a central topic in causal inference. This study develops semiparametric efficient estimators for ATE…

Machine Learning · Computer Science 2025-05-29 Masahiro Kato , Fumiaki Kozai , Ryo Inokuchi

A central goal of modern causal inference is estimating heterogeneous treatment effects to answer questions like "how does an intervention affect each unit," rather than only on average. We study this problem with panel-data where we…

Machine Learning · Statistics 2026-05-29 Anay Mehrotra , Phuc Tran , Van H. Vu , Manolis Zampetakis

In causal inference about two treatments, Conditional Average Treatment Effects (CATEs) play an important role as a quantity representing an individualized causal effect, defined as a difference between the expected outcomes of the two…

Econometrics · Economics 2023-10-26 Masahiro Kato , Masaaki Imaizumi

Understanding treatment effect heterogeneity is crucial for reliable decision-making in treatment evaluation and selection. The conditional average treatment effect (CATE) is widely used to capture treatment effect heterogeneity induced by…

Methodology · Statistics 2026-04-14 Peng Wu , Peng Ding , Zhi Geng , Yue Liu

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

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

Numerous empirical studies employ regression discontinuity designs with multiple cutoffs and heterogeneous treatments. A common practice is to normalize all the cutoffs to zero and estimate one effect. This procedure identifies the average…

Econometrics · Economics 2021-01-06 Marinho Bertanha

When estimating heterogeneous treatment effects, missing outcome data can complicate treatment effect estimation, causing certain subgroups of the population to be poorly represented. In this work, we discuss this commonly overlooked…

Machine Learning · Statistics 2025-04-15 Matthew Pryce , Karla Diaz-Ordaz , Ruth H. Keogh , Stijn Vansteelandt

The estimation of Conditional Average Treatment Effects (CATE) is crucial for understanding the heterogeneity of treatment effects in clinical trials. We evaluate the performance of common methods, including causal forests and various…

Methodology · Statistics 2024-07-12 Oshri Machluf , Tzviel Frostig , Gal Shoham , Tomer Milo , Elad Berkman , Raviv Pryluk

Nonparametric estimation of nonlocal interaction kernels is crucial in various applications involving interacting particle systems. The inference challenge, situated at the nexus of statistical learning and inverse problems, arises from the…

Statistics Theory · Mathematics 2025-04-24 Xiong Wang , Inbar Seroussi , Fei Lu

From personalised medicine to targeted advertising, it is an inherent task to provide a sequence of decisions with historical covariates and outcome data. This requires understanding of both the dynamics and heterogeneity of treatment…

Methodology · Statistics 2022-06-22 Oscar Hernan Madrid Padilla , Yi Yu

Accurately predicting conditional average treatment effects (CATEs) is crucial in personalized medicine and digital platform analytics. Since the treatments of interest often cannot be directly randomized, observational data is leveraged to…

Methodology · Statistics 2024-11-05 Miruna Oprescu , Nathan Kallus

We propose a framework that aligns Conditional Average Treatment Effect (CATE) estimation with profit maximization. Our method recognizes that, for customers with extreme treatment effects, additional estimation accuracy is unlikely to…

Econometrics · Economics 2026-04-21 Artem Timoshenko , Caio Waisman

We consider estimation of the target population average treatment effect (TATE) when outcome information is unavailable. Instead, we observe the outcome in multiple source populations and wish to combine the treatment effects therein to…

Methodology · Statistics 2025-05-16 Zehao Su , Helene Charlotte Rytgaard , Henrik Ravn , Frank Eriksson

Scholars from diverse fields increasingly rely on high-frequency spatio-temporal data. Yet, causal inference with these data remains challenging due to spatial spillover and temporal carryover effects. We develop methods to estimate…

Methodology · Statistics 2025-11-03 Lingxiao Zhou , Kosuke Imai , Jason Lyall , Georgia Papadogeorgou

Randomized controlled trials (RCTs) are often underpowered to detect treatment heterogeneity in subgroups defined by cross-classifications of multiple covariates, due to sparse sample sizes in some strata. External RCT data can help, but…

Methodology · Statistics 2026-04-23 Youqi Yang , Walter Dempsey , Bhramar Mukherjee

We study the assessment of the accuracy of heterogeneous treatment effect (HTE) estimation, where the HTE is not directly observable so standard computation of prediction errors is not applicable. To tackle the difficulty, we propose an…

Methodology · Statistics 2020-03-10 Zijun Gao , Trevor Hastie , Robert Tibshirani

Beyond conditional average treatment effects, treatments may impact the entire outcome distribution in covariate-dependent ways, for example, by altering the variance or tail risks for specific subpopulations. We propose a novel estimand to…

Machine Learning · Statistics 2026-03-18 Saksham Jain , Alex Luedtke