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Existing weighting methods for treatment effect estimation are often built upon the idea of propensity scores or covariate balance. They usually impose strong assumptions on treatment assignment or outcome model to obtain unbiased…

Machine Learning · Computer Science 2023-05-09 Dongcheng Zhang , Kunpeng Zhang

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

Online user-generated content platforms allocate billions of dollars of promotional traffic through algorithms in two-sided marketplaces. To evaluate updates to these algorithms, platforms frequently rely on creator-side randomized…

Econometrics · Economics 2026-03-10 Ruohan Zhan , Shichao Han , Yuchen Hu , Zhenling Jiang

Researchers are increasingly turning to machine learning (ML) algorithms to investigate causal heterogeneity in randomized experiments. Despite their promise, ML algorithms may fail to accurately ascertain heterogeneous treatment effects…

Methodology · Statistics 2024-04-23 Kosuke Imai , Michael Lingzhi Li

This paper studies non-separable models with a continuous treatment when the dimension of the control variables is high and potentially larger than the effective sample size. We propose a three-step estimation procedure to estimate the…

Methodology · Statistics 2019-03-07 Liangjun Su , Takuya Ura , Yichong Zhang

The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…

Methodology · Statistics 2022-10-28 Ziang Niu , Yuwen Gu , Wei Li

The weighted average treatment effect (WATE) is a causal measure for the comparison of interventions in a specific target population, which may be different from the population where data are sampled from. For instance, when the goal is to…

Methodology · Statistics 2018-04-17 Yebin Tao , Haoda Fu

In this paper, we propose a data-adaptive empirical likelihood-based approach for treatment effect estimation and inference, which overcomes the obstacle of the traditional empirical likelihood-based approaches in the high-dimensional…

Methodology · Statistics 2020-12-15 Wei Liang , Ying Yan

A straightforward application of semi-supervised machine learning to the problem of treatment effect estimation would be to consider data as "unlabeled" if treatment assignment and covariates are observed but outcomes are unobserved.…

Methodology · Statistics 2020-09-15 Andrew Herren , P. Richard Hahn

We consider the estimation of treatment effects in settings when multiple treatments are assigned over time and treatments can have a causal effect on future outcomes or the state of the treated unit. We propose an extension of the…

Econometrics · Economics 2021-06-18 Greg Lewis , Vasilis Syrgkanis

To estimate causal effects, analysts performing observational studies in health settings utilize several strategies to mitigate bias due to confounding by indication. There are two broad classes of approaches for these purposes: use of…

Methodology · Statistics 2023-05-01 Roy S. Zawadzki , Joshua D. Grill , Daniel L. Gillen

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

We consider a three-level meta-analysis of standardized mean differences. The standard method of estimation uses inverse-variance weights and REML/PL estimation of variance components for the random effects. We introduce new moment-based…

Methodology · Statistics 2024-11-05 Elena Kulinskaya , David C. Hoaglin

Estimating treatment effects is crucial for personalized decision-making in medicine, but this task faces unique challenges in clinical practice. At training time, models for estimating treatment effects are typically trained on…

Machine Learning · Computer Science 2025-10-31 Yuchen Ma , Dennis Frauen , Jonas Schweisthal , Stefan Feuerriegel

Instrumental variable methods are fundamental to causal inference when treatment assignment is confounded by unobserved variables. In this article, we develop a general nonparametric causal framework for identification and learning with…

Methodology · Statistics 2026-02-10 Shuyuan Chen , Peng Zhang , Yifan Cui

We study the benign overfitting theory in the prediction of the conditional average treatment effect (CATE), with linear regression models. As the development of machine learning for causal inference, a wide range of large-scale models for…

Econometrics · Economics 2022-02-17 Masahiro Kato , Masaaki Imaizumi

One fundamental statistical question for research areas such as precision medicine and health disparity is about discovering effect modification of treatment or exposure by observed covariates. We propose a semiparametric framework for…

Methodology · Statistics 2020-08-04 Muxuan Liang , Menggang Yu

Recently, there has been a surge in methodological development for the difference-in-differences (DiD) approach to evaluate causal effects. Standard methods in the literature rely on the parallel trends assumption to identify the average…

Methodology · Statistics 2023-10-17 Pan Zhao , Yifan Cui

Estimating average causal effect (ACE) is useful whenever we want to know the effect of an intervention on a given outcome. In the absence of a randomized experiment, many methods such as stratification and inverse propensity weighting have…

Machine Learning · Computer Science 2019-07-11 Rathin Desai , Amit Sharma

Causal inference with observational studies often relies on the assumptions of unconfoundedness and overlap of covariate distributions in different treatment groups. The overlap assumption is violated when some units have propensity scores…

Methodology · Statistics 2022-07-19 Shu Yang , Peng Ding
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