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Researchers are increasingly turning to machine learning (ML) algorithms to investigate causal heterogeneity in randomized experiments. Despite their promise, ML algorithms may fail to accurately ascertain heterogeneous treatment effects…

Methodology · Statistics 2024-04-23 Kosuke Imai , Michael Lingzhi Li

This paper aims to partially identify the distributional treatment effects (DTEs) that depend on the unknown joint distribution of treated and untreated potential outcomes. We construct the DTE bounds using panel data and allow individuals…

Econometrics · Economics 2024-11-08 Heshani Madigasekara , D. S. Poskitt , Lina Zhang , Xueyan Zhao

Uncovering the heterogeneity of causal effects of policies and business decisions at various levels of granularity provides substantial value to decision makers. This paper develops estimation and inference procedures for multiple treatment…

Econometrics · Economics 2022-09-09 Michael Lechner , Jana Mareckova

A key challenge in estimating causal effects from observational data is handling confounding and is commonly achieved through weighting methods that balance distribution of covariates between treatment and control groups. Weighting…

Methodology · Statistics 2025-12-23 Simion De , Jared D. Huling

A key assumption of the differences-in-differences designs is that the average evolution of untreated potential outcomes is the same across different treatment cohorts: a parallel trends assumption. In this paper, we relax the parallel…

Econometrics · Economics 2024-10-10 Myungkou Shin

Heterogeneous treatment effect estimation in high-stakes applications demands models that simultaneously optimize precision, interpretability, and calibration. Many existing tree-based causal inference techniques, however, exhibit high…

Machine Learning · Computer Science 2025-04-21 Yichen Liu

The primary analysis of clinical trials in diabetes therapeutic area often involves a mixed-model repeated measure (MMRM) approach to estimate the average treatment effect for longitudinal continuous outcome, and a generalized linear mixed…

Applications · Statistics 2022-08-03 Lingjing Jiang , Michael Rosenblum , Yu Du

A new matching method is proposed for the estimation of the average treatment effect of social policy interventions (e.g., training programs or health care measures). Given an outcome variable, a treatment and a set of pre-treatment…

Statistics Theory · Mathematics 2007-06-13 Stefano Iacus , Giuseppe Porro

Estimating heterogeneous treatment effects is central to data-driven decision-making, yet industrial applications often face a fundamental tension between limited randomized controlled trial (RCT) budgets and abundant but biased…

Causal random forests provide efficient estimates of heterogeneous treatment effects. However, forest algorithms are also well-known for their black-box nature, and therefore, do not characterize how input variables are involved in…

Machine Learning · Statistics 2023-08-08 Clément Bénard , Julie Josse

As estimation of Heterogeneous Treatment Effect (HTE) is increasingly adopted across a wide range of scientific and industrial applications, the treatment action space can naturally expand, from a binary treatment variable to a structured…

Machine Learning · Computer Science 2025-07-09 Jennifer Y. Zhang , Shuyang Du , Will Y. Zou

We often seek to estimate the impact of an exposure naturally occurring or randomly assigned at the cluster-level. For example, the literature on neighborhood determinants of health continues to grow. Likewise, community randomized trials…

Methodology · Statistics 2021-07-08 Laura B. Balzer , Wenjing Zheng , Mark J. van der Laan , Maya L. Petersen

Treatment effect estimation is essential for informed decision-making in many fields such as healthcare, economics, and public policy. While flexible machine learning models have been widely applied for estimating heterogeneous treatment…

Machine Learning · Computer Science 2025-09-29 Pascal Memmesheimer , Vincent Heuveline , Jürgen Hesser

In this paper we present a data-adaptive estimation procedure for estimation of average treatment effects in a time-to-event setting based on generalized random forests. In these kinds of settings, the definition of causal effect parameters…

Methodology · Statistics 2021-04-28 Helene C. W. Rytgaard , Claus T. Ekstrøm , Lars V. Kessing , Thomas A. Gerds

Uncovering the heterogeneous effects of particular policies or "treatments" is a key concern for researchers and policymakers. A common approach is to report average treatment effects across subgroups based on observable covariates.…

Econometrics · Economics 2025-10-02 Riccardo Di Francesco

Estimating personalized effects of treatments is a complex, yet pervasive problem. To tackle it, recent developments in the machine learning (ML) literature on heterogeneous treatment effect estimation gave rise to many sophisticated, but…

Machine Learning · Computer Science 2022-06-17 Jonathan Crabbé , Alicia Curth , Ioana Bica , Mihaela van der Schaar

We are interested in the distribution of treatment effects for an experiment where units are randomized to a treatment but outcomes are measured for pairs of units. For example, we might measure risk sharing links between households…

Econometrics · Economics 2022-10-11 Eric Auerbach , Yong Cai

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

Causal inference has gained much popularity in recent years, with interests ranging from academic, to industrial, to educational, and all in between. Concurrently, the study and usage of neural networks has also grown profoundly (albeit at…

Machine Learning · Statistics 2024-05-07 Demetrios Papakostas , Andrew Herren , P. Richard Hahn , Francisco Castillo

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
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