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Correctly identifying treatment effects in observational studies is very difficult due to the fact that the outcome model or the treatment assignment model must be correctly specified. Taking advantages of semiparametric models in this…

Methodology · Statistics 2022-07-08 Jichang Yu , Haibo Zhou , Jianwen Cai

In recent years, with the rapid development of science and technology, heterogeneous treatment effects have emerged as a focal research topic in statistics, econometrics, and sociology. This paper investigates HTE through semiparametric…

Methodology · Statistics 2025-07-21 Jichang Yu , Wenjing Chang , Peichao Yu , Lijun Chen , Yuanshan Wu

We develop new semiparametric methods for estimating treatment effects. We focus on settings where the outcome distributions may be thick tailed, where treatment effects may be small, where sample sizes are large and where assignment is…

Methodology · Statistics 2023-08-24 Susan Athey , Peter J. Bickel , Aiyou Chen , Guido W. Imbens , Michael Pollmann

In many practical situations, randomly assigning treatments to subjects is uncommon due to feasibility constraints. For example, economic aid programs and merit-based scholarships are often restricted to those meeting specific income or…

This paper considers the practically important case of nonparametrically estimating heterogeneous average treatment effects that vary with a limited number of discrete and continuous covariates in a selection-on-observables framework where…

Econometrics · Economics 2019-08-26 Michael Zimmert , Michael Lechner

Recently, there has been great interest in estimating the conditional average treatment effect using flexible machine learning methods. However, in practice, investigators often have working hypotheses about effect heterogeneity across…

Methodology · Statistics 2023-09-13 Chan Park , Hyunseung Kang

When assessing the causal effect of a binary exposure using observational data, confounder imbalance across exposure arms must be addressed. Matching methods, including propensity score-based matching, can be used to deconfound the causal…

Methodology · Statistics 2024-10-01 Ernesto Ulloa-Pérez , Marco Carone , Alex Luedtke

We study nonparametric estimation for the partially conditional average treatment effect, defined as the treatment effect function over an interested subset of confounders. We propose a hybrid kernel weighting estimator where the weights…

Methodology · Statistics 2021-03-08 Jiayi Wang , Raymond K. W. Wong , Shu Yang , Kwun Chuen Gary Chan

In observational studies, confounding variables affect both treatment and outcome. Moreover, instrumental variables also influence the treatment assignment mechanism. This situation sets the study apart from a standard randomized controlled…

Machine Learning · Statistics 2025-07-18 Atomsa Gemechu Abdisa , Yingchun Zhou , Yuqi Qiu

We propose a new modeling and estimation approach to select the optimal treatment regime from different options through constructing a robust estimating equation. The method is protected against misspecification of the propensity score…

Methodology · Statistics 2022-11-15 Trinetri Ghosh , Yanyuan Ma , Wensheng Zhu , Yuanjia Wang

In estimating the causal effect of a continuous exposure or treatment, it is important to control for all confounding factors. However, most existing methods require parametric specification for how control variables influence the outcome…

Applications · Statistics 2020-07-21 Spencer Woody , Carlos M. Carvalho , P. Richard Hahn , Jared S. Murray

In semi-logarithmic regressions, treatment coefficients are often interpreted as approximations of the average treatment effect (ATE) in percentage points. This paper highlights the overlooked bias of this approximation under treatment…

Econometrics · Economics 2026-02-04 Ying Zeng

Suppose one is interested in estimating causal effects in the presence of potentially unmeasured confounding with the aid of a valid instrumental variable. This paper investigates the problem of making inferences about the average treatment…

Methodology · Statistics 2020-12-15 BaoLuo Sun , Wang Miao

This paper presents a weighted optimization framework that unifies the binary,multi-valued, continuous, as well as mixture of discrete and continuous treatment, under the unconfounded treatment assignment. With a general loss function, the…

Econometrics · Economics 2018-08-20 Chunrong Ai , Oliver Linton , Kaiji Motegi , Zheng Zhang

We consider the problem of efficient inference of the Average Treatment Effect in a sequential experiment where the policy governing the assignment of subjects to treatment or control can change over time. We first provide a central limit…

Machine Learning · Statistics 2024-03-05 Thomas Cook , Alan Mishler , Aaditya Ramdas

In many empirical settings, directly observing a treatment variable may be infeasible although an error-prone surrogate measurement of the latter will often be available. Causal inference based solely on the surrogate measurement is…

Methodology · Statistics 2024-09-26 Ying Zhou , Eric Tchetgen Tchetgen

We consider identification and inference for the average treatment effect and heterogeneous treatment effect conditional on observable covariates in the presence of unmeasured confounding. Since point identification of these treatment…

Methodology · Statistics 2025-03-04 Kan Chen , Jeffrey Zhang , Bingkai Wang , Dylan S. Small

This paper proposes a new non-parametric bootstrap method to quantify the uncertainty of average treatment effect estimate for the treated from matching estimators. More specifically, it seeks to quantify the uncertainty associated with the…

Methodology · Statistics 2024-08-21 Jing Li

There is a large literature on semiparametric estimation of average treatment effects under unconfounded treatment assignment in settings with a fixed number of covariates. More recently attention has focused on settings with a large number…

Methodology · Statistics 2017-10-26 Susan Athey , Guido Imbens , Thai Pham , Stefan Wager

Propensity score trimming, which discards subjects with propensity scores below a threshold, is a common way to address positivity violations that complicate causal effect estimation. However, most works on trimming assume treatment is…

Methodology · Statistics 2024-07-31 Zach Branson , Edward H. Kennedy , Sivaraman Balakrishnan , Larry Wasserman
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