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We investigate the problem of estimating the average treatment effect (ATE) under a very general setup where the covariates can be high-dimensional, highly correlated, and can have sparse nonlinear effects on the propensity and outcome…

Machine Learning · Statistics 2025-08-26 Jianqing Fan , Soham Jana , Sanjeev Kulkarni , Qishuo Yin

Matching and weighting methods for observational studies involve the choice of an estimand, the causal effect with reference to a specific target population. Commonly used estimands include the average treatment effect in the treated (ATT),…

Methodology · Statistics 2023-07-12 Noah Greifer , Elizabeth A. Stuart

Conditional effect estimation has great scientific and policy importance because interventions may impact subjects differently depending on their characteristics. Most research has focused on estimating the conditional average treatment…

Methodology · Statistics 2023-04-25 Alec McClean , Zach Branson , Edward H. Kennedy

Feature importance aims at measuring how crucial each input feature is for model prediction. It is widely used in feature engineering, model selection and explainable artificial intelligence (XAI). In this paper, we propose a new tree-model…

Machine Learning · Statistics 2020-09-17 Fan Fang , Carmine Ventre , Lingbo Li , Leslie Kanthan , Fan Wu , Michail Basios

This paper studies identification of average treatment effects in a panel data setting. It introduces a novel nonparametric factor model and proves identification of average treatment effects. The identification proof is based on the…

Econometrics · Economics 2025-03-26 Susan Athey , Guido Imbens

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

We introduce an algorithm for identifying interpretable subgroups with elevated treatment effects, given an estimate of individual or conditional average treatment effects (CATE). Subgroups are characterized by ``rule sets'' --…

Machine Learning · Statistics 2025-07-15 Albert Chiu

This paper introduces a novel method for selecting main effects and a set of reparametrized effects called conditional main effects (CMEs), which capture the conditional effect of a factor at a fixed level of another factor. CMEs represent…

Methodology · Statistics 2017-11-21 Simon Mak , C. F. Jeff Wu

We present unexpected findings from a large-scale benchmark study evaluating Conditional Average Treatment Effect (CATE) estimation algorithms, i.e., CATE models. By running 16 modern CATE models on 12 datasets and 43,200 sampled variants…

Machine Learning · Statistics 2025-02-21 Haining Yu , Yizhou Sun

Heterogeneous treatment effects are driven by treatment effect modifiers, pre-treatment covariates that modify the effect of a treatment on an outcome. Current approaches for uncovering these variables are limited to low-dimensional data,…

Methodology · Statistics 2024-11-12 Philippe Boileau , Ning Leng , Nima S. Hejazi , Mark van der Laan , Sandrine Dudoit

Background and purpose: Heart disease has been one of the most important causes of death in the last 10 years, so the use of classification methods to diagnose and predict heart disease is very important. If this disease is predicted before…

Machine Learning · Computer Science 2021-03-16 Jafar Abdollahi , Babak Nouri-Moghaddam

Machine learning algorithms are increasingly used for consequential decision making regarding individuals based on their relevant features. Features that are relevant for accurate decisions may however lead to either explicit or implicit…

Machine Learning · Computer Science 2021-06-09 Sajad Khodadadian , Mohamed Nafea , AmirEmad Ghassami , Negar Kiyavash

Multivariate change point detection is the process of identifying distributional shifts in time-ordered data across multiple features. This task is particularly challenging when the number of features is large relative to the number of…

We propose a method for reporting how program evaluations reduce gaps between groups, such as the gender or Black-white gap. We first show that the reduction in disparities between groups can be written as the difference in conditional…

Econometrics · Economics 2022-01-19 Paul Goldsmith-Pinkham , Karen Jiang , Zirui Song , Jacob Wallace

Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct…

Methodology · Statistics 2022-08-05 Baoluo Sun , Yifan Cui , Eric Tchetgen Tchetgen

Estimating the causal effect of a treatment or health policy with observational data can be challenging due to an imbalance of and a lack of overlap between treated and control covariate distributions. In the presence of limited overlap,…

Methodology · Statistics 2025-03-24 Martha Barnard , Jared D. Huling , Julian Wolfson

Machine learning (ML) estimates of conditional average treatment effects (CATE) can guide policy decisions, either by allowing targeting of individuals with beneficial CATE estimates, or as inputs to decision trees that optimise overall…

Econometrics · Economics 2023-10-04 Julia Hatamyar , Noemi Kreif

Understanding the impact of treatment effect over time is a fundamental aspect of many scientific and medical studies. In this paper, we introduce a novel approach under a continuous-time reinforcement learning framework for testing a…

Methodology · Statistics 2026-02-03 Jiuchen Zhang , Annie Qu

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

With the universal adoption of machine learning in healthcare, the potential for the automation of societal biases to further exacerbate health disparities poses a significant risk. We explore algorithmic fairness from the perspective of…

Machine Learning · Computer Science 2024-04-02 Md Rahat Shahriar Zawad , Peter Washington