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We consider the estimation of heterogeneous treatment effects with arbitrary machine learning methods in the presence of unobserved confounders with the aid of a valid instrument. Such settings arise in A/B tests with an intent-to-treat…

Econometrics · Economics 2019-06-07 Vasilis Syrgkanis , Victor Lei , Miruna Oprescu , Maggie Hei , Keith Battocchi , Greg Lewis

Estimation of heterogeneous treatment effects is an active area of research. Most of the existing methods, however, focus on estimating the conditional average treatment effects of a single, binary treatment given a set of pre-treatment…

Methodology · Statistics 2025-05-30 Max Goplerud , Kosuke Imai , Nicole E. Pashley

This paper proposes a new metric to measure the calibration error of probabilistic binary classifiers, called test-based calibration error (TCE). TCE incorporates a novel loss function based on a statistical test to examine the extent to…

Machine Learning · Statistics 2023-06-27 Takuo Matsubara , Niek Tax , Richard Mudd , Ido Guy

In biomedical science, analyzing treatment effect heterogeneity plays an essential role in assisting personalized medicine. The main goals of analyzing treatment effect heterogeneity include estimating treatment effects in clinically…

Methodology · Statistics 2022-12-06 Waverly Wei , Maya Petersen , Mark J van der Laan , Zeyu Zheng , Chong Wu , Jingshen Wang

The estimation of the treatment effect is often biased in the presence of unobserved confounding variables which are commonly referred to as hidden variables. Although a few methods have been recently proposed to handle the effect of hidden…

Methodology · Statistics 2022-08-01 Kevin Jiang , Yang Ning

In recent years, precision treatment strategy have gained significant attention in medical research, particularly for patient care. We propose a novel framework for estimating conditional average treatment effects (CATE) in time-to-event…

Methodology · Statistics 2024-07-29 Runjia Li , Victor B. Talisa , Chung-Chou H. Chang

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

Stepped-wedge cluster-randomized trials (SW-CRTs) are widely used in healthcare and implementation science, providing an ethical advantage by ensuring all clusters eventually receive the intervention. The staggered rollout of treatment…

Methodology · Statistics 2026-04-03 Xi Fang , Xueqi Wang , Patrick J. Heagerty , Bingkai Wang , Fan Li

Patients in clinical studies often exhibit heterogeneous treatment effect (HTE). Classical subgroup analyses provide inferential tools to test for effect modification, while modern machine learning methods estimate the Conditional Average…

Applications · Statistics 2026-01-05 Nan Miles Xi , Xin Huang , Lin Wang

This paper studies the problem of post-hoc calibration of machine learning classifiers. We introduce the following desiderata for uncertainty calibration: (a) accuracy-preserving, (b) data-efficient, and (c) high expressive power. We show…

Machine Learning · Computer Science 2020-07-01 Jize Zhang , Bhavya Kailkhura , T. Yong-Jin Han

Kernel matching is a widely used technique for estimating treatment effects, particularly valuable in observational studies where randomized controlled trials are not feasible. While kernel-matching approaches have demonstrated practical…

Methodology · Statistics 2025-12-11 Chong Ding , Zheng Li , Hon Keung Tony Ng , Wei Gao

Individual Treatment Effect (ITE) prediction is an important area of research in machine learning which aims at explaining and estimating the causal impact of an action at the granular level. It represents a problem of growing interest in…

Post-hoc calibration methods are widely used to improve the reliability of probabilistic predictions from machine learning models. Despite their prevalence, a comprehensive theoretical understanding of these methods remains elusive,…

Machine Learning · Computer Science 2025-09-30 Kristina P. Sinaga , Arjun S. Nair

Background: Estimations of causal effects from observational data are subject to various sources of bias. One method of adjusting for the residual biases in the estimation of a treatment effect is through negative control outcomes, where…

Methodology · Statistics 2022-07-29 Hon Hwang , Juan C Quiroz , Blanca Gallego

The estimation of heterogeneous treatment effects in the potential outcome setting is biased when there exists model misspecification or unobserved confounding. As these biases are unobservable, what model to use when remains a critical…

Methodology · Statistics 2024-05-09 Shonosuke Sugasawa , Kosaku Takanashi , Kenichiro McAlinn , Edoardo M. Airoldi

The deployment of machine learning classifiers in high-stakes domains requires well-calibrated confidence scores for model predictions. In this paper we introduce the notion of variable-based calibration to characterize calibration…

Machine Learning · Computer Science 2023-04-07 Markelle Kelly , Padhraic Smyth

Assessing treatment effect heterogeneity (TEH) in clinical trials is crucial, as it provides insights into the variability of treatment responses among patients, influencing important decisions related to drug development. Furthermore, it…

Applications · Statistics 2026-02-06 Konstantinos Sechidis , Cong Zhang , Sophie Sun , Yao Chen , Asher Spector , Björn Bornkamp

When evaluating the efficacy of social programs and medical treatments using randomized experiments, the estimated overall average causal effect alone is often of limited value and the researchers must investigate when the treatments do and…

Applications · Statistics 2013-05-27 Kosuke Imai , Marc Ratkovic

In causal inference, estimating heterogeneous treatment effects (HTE) is critical for identifying how different subgroups respond to interventions, with broad applications in fields such as precision medicine and personalized advertising.…

Machine Learning · Computer Science 2024-07-02 Jiehui Zhou , Linxiao Yang , Xingyu Liu , Xinyue Gu , Liang Sun , Wei Chen

Calibration of neural networks is a topical problem that is becoming more and more important as neural networks increasingly underpin real-world applications. The problem is especially noticeable when using modern neural networks, for which…

Machine Learning · Computer Science 2023-08-29 Ondrej Bohdal , Yongxin Yang , Timothy Hospedales