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The Average Treatment Effect (ATE) is a global measure of the effectiveness of an experimental treatment intervention. Classical methods of its estimation either ignore relevant covariates or do not fully exploit them. Moreover, past work…

Methodology · Statistics 2013-11-05 Emil Pitkin , Richard Berk , Lawrence Brown , Andreas Buja , Ed George , Kai Zhang , Linda Zhao

In this paper I revisit the interpretation of the linear instrumental variables (IV) estimand as a weighted average of conditional local average treatment effects (LATEs). I focus on a situation in which additional covariates are required…

Econometrics · Economics 2026-04-30 Tymon Słoczyński

Estimating causal effects of continuous treatments is a common problem in practice, for example, in studying average dose-response functions. Classical analyses typically assume that all confounders are fully observed, whereas in real-world…

Statistics Theory · Mathematics 2026-04-14 Shuyuan Chen , Peng Zhang , Yifan Cui

There is strong interest in estimating how the magnitude of treatment effects of an intervention vary across sub-groups of the population of interest. In our paper, we propose a two-study approach to first propose and then test…

Methodology · Statistics 2020-06-23 Rahul Ladhania , Amelia Haviland , Neeraj Sood , Edward Kennedy , Ateev Mehrotra

Instrumental variable analysis is a widely used method to estimate causal effects in the presence of unmeasured confounding. When the instruments, exposure and outcome are not measured in the same sample, Angrist and Krueger (1992)…

Statistics Theory · Mathematics 2018-09-07 Qingyuan Zhao , Jingshu Wang , Jack Bowden , Dylan S. Small

Instrumental variable (IV) methods are used to estimate causal effects in settings with unobserved confounding, where we cannot directly experiment on the treatment variable. Instruments are variables which only affect the outcome…

Methodology · Statistics 2023-05-26 Elisabeth Ailer , Jason Hartford , Niki Kilbertus

Inferring causal relationships from observational data is often challenging due to endogeneity. This paper provides new identification results for causal effects of discrete, ordered and continuous treatments using multiple binary…

Econometrics · Economics 2024-10-21 Nadja van 't Hoff

In multi-site randomized trials with many sites and few randomization units per site, an Empirical-Bayes estimator can be used to estimate the variance of the treatment effect across sites. When this estimator indicates that treatment…

Econometrics · Economics 2024-12-12 Clément de Chaisemartin , Antoine Deeb

The endogeneity issue is fundamentally important as many empirical applications may suffer from the omission of explanatory variables, measurement error, or simultaneous causality. Recently, \cite{hllt17} propose a "Deep Instrumental…

Statistics Theory · Mathematics 2020-05-01 Ruiqi Liu , Zuofeng Shang , Guang Cheng

The empirical literature on program evaluation limits its scope almost exclusively to models where treatment effects are homogenous for observationally identical individuals. This paper considers a treatment effect model in which treatment…

Methodology · Statistics 2019-02-20 Jason Abrevaya , Haiqing Xu

We introduce a new instrumental variable (IV) estimator for heterogeneous treatment effects in the presence of endogeneity. Our estimator is based on double/debiased machine learning (DML) and uses efficient machine learning instruments…

Methodology · Statistics 2026-02-06 Cyrill Scheidegger , Zijian Guo , Peter Bühlmann

Identifying subgroups, which respond differently to a treatment, both in terms of efficacy and safety, is an important part of drug development. A well-known challenge in exploratory subgroup analyses is the small sample size in the…

Computation · Statistics 2016-06-28 Marius Thomas , Björn Bornkamp

Instrumental variables are commonly used to estimate effects of a treatment afflicted by unmeasured confounding, and in practice instruments are often continuous (e.g., measures of distance, or treatment preference). However, available…

Methodology · Statistics 2018-07-05 Edward H. Kennedy , Scott A. Lorch , Dylan S. Small

Linear regressions with period and group fixed effects are widely used to estimate treatment effects. We show that they estimate weighted sums of the average treatment effects (ATE) in each group and period, with weights that may be…

Econometrics · Economics 2023-04-18 Clément de Chaisemartin , Xavier D'Haultfœuille

We extend methods for finite-sample inference about the average treatment effect (ATE) in randomized experiments with binary outcomes to accommodate stratification (blocking). We present three valid methods that differ in their…

Methodology · Statistics 2025-08-07 Jiaxun Li , Jacob Spertus , Philip B. Stark

Estimating heterogeneous treatment effect (HTE) for survival outcomes has gained increasing attention, as it captures the variation in treatment efficacy across patients or subgroups in delaying disease progression. However, most existing…

Methodology · Statistics 2025-11-27 Na Bo , Ying Ding

Statisticians show growing interest in estimating and analyzing heterogeneity in causal effects in observational studies. However, there usually exists a trade-off between accuracy and interpretability for developing a desirable estimator…

Methodology · Statistics 2023-06-26 Steven Siwei Ye , Yanzhen Chen , Oscar Hernan Madrid Padilla

Instrumental variables (IV) regression is widely used to estimate causal treatment effects in settings where receipt of treatment is not fully random, but there exists an instrument that generates exogenous variation in treatment exposure.…

Econometrics · Economics 2021-08-10 Stephen Coussens , Jann Spiess

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

There is an increasing interest in estimating heterogeneity in causal effects in randomized and observational studies. However, little research has been conducted to understand heterogeneity in an instrumental variables study. In this work,…

Methodology · Statistics 2021-01-20 Michael Johnson , Jiongyi Cao , Hyunseung Kang
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