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Missing data is unavoidable in longitudinal clinical trials, and outcomes are not always normally distributed. In the presence of outliers or heavy-tailed distributions, the conventional multiple imputation with the mixed model with…

Methodology · Statistics 2022-03-22 Siyi Liu , Yilong Zhang , Gregory T Golm , Guanghan , Liu , Shu Yang

Machine learning has shown much promise in helping improve the quality of medical, legal, and financial decision-making. In these applications, machine learning models must satisfy two important criteria: (i) they must be causal, since the…

Machine Learning · Computer Science 2021-10-12 Carolyn Kim , Osbert Bastani

This paper develops an empirical balancing approach for the estimation of treatment effects under two-sided noncompliance using a binary conditionally independent instrumental variable. The method weighs both treatment and outcome…

Econometrics · Economics 2020-07-10 Phillip Heiler

Instrumental variables (IVs), sources of treatment randomization that are conditionally independent of the outcome, play an important role in causal inference with unobserved confounders. However, the existing IV-based counterfactual…

Machine Learning · Computer Science 2022-01-14 Junkun Yuan , Anpeng Wu , Kun Kuang , Bo Li , Runze Wu , Fei Wu , Lanfen Lin

Randomized trials are typically designed to detect average treatment effects but often lack the statistical power to uncover individual-level treatment effect heterogeneity, limiting their value for personalized decision-making. To address…

Machine Learning · Statistics 2026-03-19 Rickard Karlsson , Piersilvio De Bartolomeis , Issa J. Dahabreh , Jesse H. Krijthe

Estimating an individual's potential response to continuously varied treatments is crucial for addressing causal questions across diverse domains, from healthcare to social sciences. However, existing methods are limited either to…

Machine Learning · Computer Science 2024-10-22 Shutong Chen , Yang Li

Estimating heterogeneous treatment effects from observational data is a crucial task across many fields, helping policy and decision-makers take better actions. There has been recent progress on robust and efficient methods for estimating…

Machine Learning · Computer Science 2023-11-09 Miruna Oprescu , Jacob Dorn , Marah Ghoummaid , Andrew Jesson , Nathan Kallus , Uri Shalit

Estimation of the Average Treatment Effect (ATE) is often carried out in 2 steps, wherein the first step, the treatment and outcome are modeled, and in the second step the predictions are inserted into the ATE estimator. In the first steps,…

Methodology · Statistics 2023-07-21 Mehdi Rostami , Olli Saarela

Observational studies have recently received significant attention from the machine learning community due to the increasingly available non-experimental observational data and the limitations of the experimental studies, such as…

Machine Learning · Computer Science 2023-01-26 Vinod Kumar Chauhan , Soheila Molaei , Marzia Hoque Tania , Anshul Thakur , Tingting Zhu , David A. Clifton

Randomized controlled trials (RCTs) are often underpowered to detect treatment heterogeneity in subgroups defined by cross-classifications of multiple covariates, due to sparse sample sizes in some strata. External RCT data can help, but…

Methodology · Statistics 2026-04-23 Youqi Yang , Walter Dempsey , Bhramar Mukherjee

In recent years, theoretical results and simulation evidence have shown Bayesian additive regression trees to be a highly-effective method for nonparametric regression. Motivated by cost-effectiveness analyses in health economics, where…

Querying causal effects from time-series data is important across various fields, including healthcare, economics, climate science, and epidemiology. However, this task becomes complex in the existence of time-varying latent confounders,…

Machine Learning · Computer Science 2024-11-28 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Thuc duy Le , Xudong Guo , Shichao Zhang

A common issue in learning decision-making policies in data-rich settings is spurious correlations in the offline dataset, which can be caused by hidden confounders. Instrumental variable (IV) regression, which utilises a key unconfounded…

Machine Learning · Computer Science 2025-06-25 Daqian Shao , Ashkan Soleymani , Francesco Quinzan , Marta Kwiatkowska

Instrumental variables (IV) are often used to identify causal effects in observational settings and experiments subject to non-compliance. Under canonical assumptions, IVs allow us to identify a so-called local average treatment effect…

Econometrics · Economics 2025-09-03 Luca Locher , Mats J. Stensrud , Aaron L. Sarvet

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

This study proposes a new Bayesian approach to infer binary treatment effects. The approach treats counterfactual untreated outcomes as missing observations and infers them by completing a matrix composed of realized and potential untreated…

Methodology · Statistics 2021-04-20 Masahiro Tanaka

Standard instrumental variables (IV) methods identify a Local Average Treatment Effect under monotonicity, which rules out defiers. In many empirical environments, however, distinct instruments may induce heterogeneous and even opposing…

Econometrics · Economics 2026-02-16 Johann Caro-Burnett

We propose the instrumental variable regime (IVR) method to estimate the causal effects of multiple sequential treatments. This method serves to address the problem of endogenous selections of sequential treatments. An IVR is a sequence of…

Methodology · Statistics 2017-02-21 Thai Pham , Weixin Chen

We introduce a robust framework for heterogeneous treatment effect (HTE) estimation tailored to high-dimensional low sample size (HDLSS) settings. By combining Graph Attention Networks (GAT) to capture structural dependencies among…

Methodology · Statistics 2025-09-16 Byeonghee Lee , Joonsung Kang

In nonseparable triangular models with a binary endogenous treatment and a binary instrumental variable, Vuong and Xu (2017) established identification results for individual treatment effects (ITEs) under the rank invariance assumption.…

Econometrics · Economics 2025-03-10 Jun Ma , Vadim Marmer , Zhengfei Yu