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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

Policy makers typically face the problem of wanting to estimate the long-term effects of novel treatments, while only having historical data of older treatment options. We assume access to a long-term dataset where only past treatments were…

Econometrics · Economics 2022-02-11 Keith Battocchi , Eleanor Dillon , Maggie Hei , Greg Lewis , Miruna Oprescu , Vasilis Syrgkanis

A central goal of modern causal inference is estimating heterogeneous treatment effects to answer questions like "how does an intervention affect each unit," rather than only on average. We study this problem with panel-data where we…

Machine Learning · Statistics 2026-05-29 Anay Mehrotra , Phuc Tran , Van H. Vu , Manolis Zampetakis

Leveraging external controls -- relevant individual patient data under control from external trials or real-world data -- has the potential to reduce the cost of randomized controlled trials (RCTs) while increasing the proportion of trial…

Methodology · Statistics 2022-07-13 Yanyao Yi , Ying Zhang , Yu Du , Ting Ye

Understanding treatment heterogeneity is essential to the development of precision medicine, which seeks to tailor medical treatments to subgroups of patients with similar characteristics. One of the challenges to achieve this goal is that…

Methodology · Statistics 2019-08-21 Shujie Ma , Jian Huang , Zhiwei Zhang , Mingming Liu

Surrogate index approaches have recently become a popular method of estimating longer-term impact from shorter-term outcomes. In this paper, we leverage 1098 test arms from 200 A/B tests at Netflix to empirically investigate to what degree…

Applications · Statistics 2024-02-01 Vickie Zhang , Michael Zhao , and Maria Dimakopoulou , Anh Le , Nathan Kallus

We use the martingale construction of Luedtke and van der Laan (2016) to develop tests for the presence of treatment heterogeneity. The resulting sequential validation approach can be instantiated using various validation metrics, such as…

Econometrics · Economics 2024-05-10 Stefan Wager

Binary treatments are often ex-post aggregates of multiple treatments or can be disaggregated into multiple treatment versions. Thus, effects can be heterogeneous due to either effect or treatment heterogeneity. We propose a decomposition…

Econometrics · Economics 2023-08-08 Phillip Heiler , Michael C. Knaus

Background: Cancer drugs receive licensing extensions to include additional indications as trial evidence on treatment effectiveness accumulates. We investigate how sharing information across indications can strengthen the inferences…

We combine two recently proposed nonparametric difference-in-differences methods, extending them to enable the examination of treatment effect heterogeneity in the staggered adoption setting using machine learning. The proposed method,…

Econometrics · Economics 2023-10-19 Julia Hatamyar , Noemi Kreif , Rudi Rocha , Martin Huber

We propose a new framework for online testing of heterogeneous treatment effects. The proposed test, named sequential score test (SST), is able to control type I error under continuous monitoring and detect multi-dimensional heterogeneous…

Methodology · Statistics 2020-02-11 Miao Yu , Wenbin Lu , Rui Song

In many decision-making problems, the primary outcome is expensive, time-consuming, or difficult to observe, so individualized treatment rules (ITRs) may be instead learned from surrogate endpoints. However, a surrogate that is highly…

Methodology · Statistics 2026-04-13 Zeyu Xu , Xiaojie Mao , Hao Mei , Yue Liu

In this paper we study the problems of estimating heterogeneity in causal effects in experimental or observational studies and conducting inference about the magnitude of the differences in treatment effects across subsets of the…

Machine Learning · Statistics 2022-06-08 Susan Athey , Guido Imbens

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

Practitioners in medicine, business, political science, and other fields are increasingly aware that decisions should be personalized to each patient, customer, or voter. A given treatment (e.g. a drug or advertisement) should be…

Machine Learning · Statistics 2018-06-15 Alejandro Schuler , Michael Baiocchi , Robert Tibshirani , Nigam Shah

Most statistical tests for treatment effects used in randomized clinical trials with survival outcomes are based on the proportional hazards assumption, which often fails in practice. Data from early exploratory studies may provide evidence…

Statistics Theory · Mathematics 2020-05-28 Andrea Arfé , Brian Alexander , Lorenzo Trippa

Fisher randomization tests for Neyman's null hypothesis of no average treatment effects are considered in a finite population setting associated with completely randomized experiments with more than two treatments. The consequences of using…

Statistics Theory · Mathematics 2017-07-26 Peng Ding , Tirthankar Dasgupta

This paper examines the identification and estimation of heterogeneous treatment effects in event studies, emphasizing the importance of both lagged dependent variables and treatment effect heterogeneity. We show that omitting lagged…

Econometrics · Economics 2025-09-18 Irene Botosaru , Laura Liu

The vast repositories of Electronic Health Records (EHR) and medical claims hold untapped potential for studying rare but critical events, such as suicide attempt. Conventional setups often model suicide attempt as a univariate outcome and…

Methodology · Statistics 2025-01-28 Xiaohui Yin , Shane Sacco , Robert H. Aseltine , Fei Wang , Kun Chen

Estimating the effects of long-term treatments through A/B testing is challenging. Treatments, such as updates to product functionalities, user interface designs, and recommendation algorithms, are intended to persist within the system for…

Econometrics · Economics 2025-12-30 Shan Huang , Chen Wang , Yuan Yuan , Jinglong Zhao , Brocco , Zhang
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