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Matching is one of the simplest approaches for estimating causal effects from observational data. Matching techniques compare the observed outcomes across pairs of individuals with similar covariate values but different treatment statuses…

Artificial Intelligence · Computer Science 2024-09-23 Abhishek Dalvi , Neil Ashtekar , Vasant Honavar

Many estimators of the average effect of a treatment on an outcome require estimation of the propensity score, the outcome regression, or both. It is often beneficial to utilize flexible techniques such as semiparametric regression or…

Methodology · Statistics 2019-05-14 Cheng Ju , David Benkeser , Mark J. van der Laan

Recent works have shown that deep neural networks can achieve super-human performance in a wide range of image classification tasks in the medical imaging domain. However, these works have primarily focused on classification accuracy,…

Computer Vision and Pattern Recognition · Computer Science 2020-09-10 Gongbo Liang , Yu Zhang , Xiaoqin Wang , Nathan Jacobs

Understanding the confidence with which a machine learning model classifies an input datum is an important, and perhaps under-investigated, concept. In this paper, we propose a new calibration metric, the Entropic Calibration Difference…

Machine Learning · Computer Science 2025-02-21 Daniel James Sumler , Lee Devlin , Simon Maskell , Richard O. Lane

As estimation of Heterogeneous Treatment Effect (HTE) is increasingly adopted across a wide range of scientific and industrial applications, the treatment action space can naturally expand, from a binary treatment variable to a structured…

Machine Learning · Computer Science 2025-07-09 Jennifer Y. Zhang , Shuyang Du , Will Y. Zou

There is intense interest in applying machine learning to problems of causal inference in fields such as healthcare, economics and education. In particular, individual-level causal inference has important applications such as precision…

Machine Learning · Statistics 2017-05-17 Uri Shalit , Fredrik D. Johansson , David Sontag

Estimating the conditional average treatment effects (CATE) is very important in causal inference and has a wide range of applications across many fields. In the estimation process of CATE, the unconfoundedness assumption is typically…

Machine Learning · Computer Science 2024-12-16 Pengfei Shi , Wei Zhong , Xinyu Zhang , Ningtao Wang , Xing Fu , Weiqiang Wang , Yin Jin

We study the problem of model selection in causal inference, specifically for conditional average treatment effect (CATE) estimation. Unlike machine learning, there is no perfect analogue of cross-validation for model selection as we do not…

Machine Learning · Computer Science 2024-04-30 Divyat Mahajan , Ioannis Mitliagkas , Brady Neal , Vasilis Syrgkanis

In this paper we review recent advances in statistical methods for the evaluation of the heterogeneity of treatment effects (HTE), including subgroup identification and estimation of individualized treatment regimens, from randomized…

Methodology · Statistics 2024-10-22 Ilya Lipkovich , David Svensson , Bohdana Ratitch , Alex Dmitrienko

This paper establishes sufficient conditions for the identification of the marginal treatment effects with multivalued treatments. Our model is based on a multinomial choice model with utility maximization. Our MTE generalizes the MTE…

Econometrics · Economics 2024-12-30 Toshiki Tsuda

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

When the Stable Unit Treatment Value Assumption is violated and there is interference among units, there is not a uniquely defined Average Treatment Effect, and alternative estimands may be of interest. Among these are average unit-level…

Methodology · Statistics 2025-06-30 Molly Offer-Westort , Drew Dimmery

Unobserved heterogeneous treatment effects have been emphasized in the recent policy evaluation literature (see e.g., Heckman and Vytlacil, 2005). This paper proposes a nonparametric test for unobserved heterogeneous treatment effects in a…

Econometrics · Economics 2021-08-17 Yu-Chin Hsu , Ta-Cheng Huang , Haiqing Xu

This paper introduces a novel approach for estimating heterogeneous treatment effects of binary treatment in panel data, particularly focusing on short panel data with large cross-sectional data and observed confoundings. In contrast to…

Methodology · Statistics 2024-06-05 Meijia Wang , Ignacio Martinez , P. Richard Hahn

Estimating heterogeneous treatment effects in survival settings is complicated by right censoring as well as the time-varying nature of the estimand. While the conditional average treatment effect (CATE) provides a natural target, most…

Methodology · Statistics 2026-04-14 Yuming Sun , Jian Kang , Yi Li

Estimating heterogeneous treatment effects with machine learning has attracted substantial attention in both academic research and industrial practice. However, the two communities often evaluate models under markedly different conditions.…

Machine Learning · Computer Science 2026-05-26 George Panagopoulos

Individualized treatment decisions can improve health outcomes, but using data to make these decisions in a reliable, precise, and generalizable way is challenging with a single dataset. Leveraging multiple randomized controlled trials…

The ability to predict individualized treatment effects (ITEs) based on a given patient's profile is essential for personalized medicine. We propose a hypothesis testing approach to choosing between two potential treatments for a given…

Methodology · Statistics 2020-08-11 Tianxi Cai , Tony Cai , Zijian Guo

Computer models are commonly used to represent a wide range of real systems, but they often involve some unknown parameters. Estimating the parameters by collecting physical data becomes essential in many scientific fields, ranging from…

Applications · Statistics 2020-05-27 Chih-Li Sung , Beau David Barber , Berkley J. Walker

We offer a non-parametric plug-in estimator for an important measure of treatment effect variability and provide minimum conditions under which the estimator is asymptotically efficient. The stratum specific treatment effect function or…

Methodology · Statistics 2018-12-27 Jonathan Levy , Mark van der Laan , Alan Hubbard , Romain Pirracchio
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