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Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

Estimating varying treatment effects in randomized trials with noncompliance is inherently challenging since variation comes from two separate sources: variation in the impact itself and variation in the compliance rate. In this setting,…

Applications · Statistics 2024-08-28 Jared D. Fisher , David W. Puelz , Sameer K. Deshpande

I propose kernel ridge regression estimators for nonparametric dose response curves and semiparametric treatment effects in the setting where an analyst has access to a selected sample rather than a random sample; only for select…

Econometrics · Economics 2022-08-24 Rahul Singh

Background: A common intercurrent event affecting many trials is when some participants do not begin their assigned treatment. Many trials use a modified intention-to-treat (mITT) approach, whereby participants who do not initiate treatment…

Methodology · Statistics 2023-12-04 Brennan C Kahan , Ian R White , Mark Edwards , Michael O Harhay

We consider treatment-effect estimation with a two-periods panel, where units are untreated at period one, and receive strictly positive doses at period two. First, we consider designs with some quasi-untreated units, with a period-two dose…

Econometrics · Economics 2026-04-02 Clément de Chaisemartin , Diego Ciccia , Xavier D'Haultfœuille , Felix Knau

Propensity score methods have been shown to be powerful in obtaining efficient estimators of average treatment effect (ATE) from observational data, especially under the existence of confounding factors. When estimating, deciding which type…

Methodology · Statistics 2021-09-14 Kangjie Zhou , Jinzhu Jia

Treatment effect estimation, which helps understand the causality between treatment and outcome variable, is a central task in decision-making across various domains. While most studies focus on treatment effect estimation on individual…

Machine Learning · Computer Science 2025-03-11 Shonosuke Harada , Ryosuke Yoneda , Hisashi Kashima

Identifying heterogeneity in a population's response to a health or policy intervention is crucial for evaluating and informing policy decisions. We propose a novel heterogeneous treatment effect estimator in the difference-in-differences…

Methodology · Statistics 2021-08-24 Xinkun Nie , Chen Lu , Stefan Wager

Conditional Average Treatment Effects (CATE) estimation is one of the main challenges in causal inference with observational data. In addition to Machine Learning based-models, nonparametric estimators called meta-learners have been…

Machine Learning · Statistics 2023-06-06 Naoufal Acharki , Ramiro Lugo , Antoine Bertoncello , Josselin Garnier

We investigate how to learn treatment effects away from the cutoff in multiple-cutoff regression discontinuity designs. Using a microeconomic model, we demonstrate that the parallel-trend type assumption proposed in the literature is…

Econometrics · Economics 2025-09-03 Yuta Okamoto , Yuuki Ozaki

Heterogeneous treatment effects are of major interest in economics. For example, a poverty reduction measure would be best evaluated by its effects on those who would be poor in the absence of the treatment, or by the share among the poor…

Econometrics · Economics 2025-08-07 Tetsuya Kaji , Jianfei Cao

Stepped wedge cluster randomized controlled trials are typically analyzed using models that assume the full effect of the treatment is achieved instantaneously. We provide an analytical framework for scenarios in which the treatment effect…

Methodology · Statistics 2025-09-25 Avi Kenny , Emily Voldal , Fan Xia , Patrick J. Heagerty , James P. Hughes

This paper provides a set of methods for quantifying the robustness of treatment effects estimated using the unconfoundedness assumption (also known as selection on observables or conditional independence). Specifically, we estimate and do…

Econometrics · Economics 2021-01-01 Matthew A. Masten , Alexandre Poirier , Linqi Zhang

This paper investigates how certain relationship between observed and counterfactual distributions serves as an identifying condition for treatment effects when the treatment is endogenous, and shows that this condition holds in a range of…

Econometrics · Economics 2023-11-28 Sukjin Han , Haiqing Xu

Inferring individualised treatment effects from observational data can unlock the potential for targeted interventions. It is, however, hard to infer these effects from observational data. One major problem that can arise is covariate shift…

Machine Learning · Computer Science 2024-04-25 Damian Machlanski , Spyros Samothrakis , Paul Clarke

NOTE: This preprint has a flawed theoretical formulation. Please avoid it and refer to the ICLR22 publication https://openreview.net/forum?id=q7n2RngwOM. Also, arXiv:2109.15062 contains some new ideas on unobserved Confounding. As an…

Machine Learning · Statistics 2022-04-22 Pengzhou Wu , Kenji Fukumizu

Clinical study populations often differ meaningfully from the broader populations to which results are intended to generalize. Weighting methods such as inverse probability of sampling weights (IPSW) reweight study participants to resemble…

Methodology · Statistics 2025-12-02 William Stewart , Carly L. Brantner , Elizabeth A. Stuart , Laine Thomas

We identify the distributional and quantile marginal treatment effect functions when the outcome is right-censored. Our method requires a conditionally exogenous instrument and random censoring. We propose asymptotically consistent…

Econometrics · Economics 2026-04-17 Santiago Acerenza , Vitor Possebom , Pedro H. C. Sant'Anna

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

We study treatment-effect estimation using panel data. The treatment may be non-binary, non-absorbing, and the outcome may be affected by treatment lags. We make a parallel-trends assumption, and propose event-study estimators of the effect…

Econometrics · Economics 2026-05-13 Clément de Chaisemartin , Xavier D'Haultfœuille
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