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This paper considers identifying and estimating the Average Treatment Effect on the Treated (ATT) when untreated potential outcomes are generated by an interactive fixed effects model. That is, in addition to time-period and individual…

Econometrics · Economics 2022-02-15 Brantly Callaway , Sonia Karami

Scholars from diverse fields increasingly rely on high-frequency spatio-temporal data. Yet, causal inference with these data remains challenging due to spatial spillover and temporal carryover effects. We develop methods to estimate…

Methodology · Statistics 2025-11-03 Lingxiao Zhou , Kosuke Imai , Jason Lyall , Georgia Papadogeorgou

Recent years have seen a swell in methods that focus on estimating "individual treatment effects". These methods are often focused on the estimation of heterogeneous treatment effects under ignorability assumptions. This paper hopes to draw…

Methodology · Statistics 2021-08-12 Brian G. Vegetabile

Accurately predicting conditional average treatment effects (CATEs) is crucial in personalized medicine and digital platform analytics. Since the treatments of interest often cannot be directly randomized, observational data is leveraged to…

Methodology · Statistics 2024-11-05 Miruna Oprescu , Nathan Kallus

Estimating conditional average treatment effects (CATE) is challenging, especially when treatment information is missing. Although this is a widespread problem in practice, CATE estimation with missing treatments has received little…

Machine Learning · Statistics 2023-04-19 Milan Kuzmanovic , Tobias Hatt , Stefan Feuerriegel

The average treatment effect can obscure important heterogeneity when individuals respond differently to a treatment. While the conditional average treatment effect (CATE) function captures such heterogeneity, it is difficult to communicate…

Methodology · Statistics 2026-05-18 Anders Munch , Thomas A. Gerds

We address the problem of estimating heterogeneous treatment effects in panel data, adopting the popular Difference-in-Differences (DiD) framework under the conditional parallel trends assumption. We propose a novel doubly robust…

Machine Learning · Statistics 2025-04-29 Hui Lan , Haoge Chang , Eleanor Dillon , Vasilis Syrgkanis

While sample sizes in randomized clinical trials are large enough to estimate the average treatment effect well, they are often insufficient for estimation of treatment-covariate interactions critical to studying data-driven precision…

Machine Learning · Statistics 2020-04-22 Steve Yadlowsky , Fabio Pellegrini , Federica Lionetto , Stefan Braune , Lu Tian

Estimating treatment effects conditional on observed covariates can improve the ability to tailor treatments to particular individuals. Doing so effectively requires dealing with potential confounding, and also enough data to adequately…

When treating depression, clinicians are interested in determining the optimal treatment for a given patient, which is challenging given the amount of treatments available. To advance individualized treatment allocation, integrating data…

Patient data is widely used to estimate heterogeneous treatment effects and thus understand the effectiveness and safety of drugs. Yet, patient data includes highly sensitive information that must be kept private. In this work, we aim to…

Machine Learning · Computer Science 2025-03-06 Maresa Schröder , Valentyn Melnychuk , Stefan Feuerriegel

We study the problem of learning conditional average treatment effects (CATE) from observational data with unobserved confounders. The CATE function maps baseline covariates to individual causal effect predictions and is key for…

Machine Learning · Statistics 2018-10-09 Nathan Kallus , Xiaojie Mao , Angela Zhou

Within the field of causal inference, we consider the problem of estimating heterogeneous treatment effects from data. We propose and validate a novel approach for learning feature representations to aid the estimation of the conditional…

Machine Learning · Statistics 2022-06-23 Michael C. Burkhart , Gabriel Ruiz

This paper studies the identification of causal effects of a continuous treatment using a new difference-in-difference strategy. Our approach allows for endogeneity of the treatment, and employs repeated cross-sections. It requires an…

Econometrics · Economics 2023-04-18 Xavier D'Haultfoeuille , Stefan Hoderlein , Yuya Sasaki

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

For treatment effects - one of the core issues in modern econometric analysis - prediction and estimation are two sides of the same coin. As it turns out, machine learning methods are the tool for generalized prediction models. Combined…

Econometrics · Economics 2021-04-27 Daniel Jacob

State-level policy studies often conduct heterogeneity analyses that quantify how treatment effects vary across state characteristics. These analyses may be used to inform state-specific policy decisions, or to infer how the effect of a…

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

Identifying heterogeneous treatment effects (HTEs) in randomized controlled trials is an important step toward understanding and acting on trial results. However, HTEs are often small and difficult to identify, and HTE modeling methods…

Methodology · Statistics 2020-11-24 Erin Craig , Donald A Redelmeier , Robert J Tibshirani

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