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We study the estimation of distributional treatment effects in randomized experiments with imperfect compliance. When participants do not adhere to their assigned treatments, we leverage treatment assignment as an instrumental variable to…

Methodology · Statistics 2025-10-28 Undral Byambadalai , Tomu Hirata , Tatsushi Oka , Shota Yasui

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

We propose a semi-partitioned Generalized Method of Moments (GMM) framework for analyzing longitudinal data with time-dependent covariates, within a marginal modeling paradigm. This approach addresses limitations of both aggregated and…

Methodology · Statistics 2026-03-04 Niloofar Ramezani , Jeffrey R. Wilson

In this paper, we introduce a novel high-dimensional Factor-Adjusted sparse Partially Linear regression Model (FAPLM), to integrate the linear effects of high-dimensional latent factors with the nonparametric effects of low-dimensional…

Methodology · Statistics 2025-01-14 Yanmei Shi , Meiling Hao , Yanlin Tang , Xu Guo

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

Beyond conditional average treatment effects, treatments may impact the entire outcome distribution in covariate-dependent ways, for example, by altering the variance or tail risks for specific subpopulations. We propose a novel estimand to…

Machine Learning · Statistics 2026-03-18 Saksham Jain , Alex Luedtke

This Element offers a practical guide to estimating conditional marginal effects-how treatment effects vary with a moderating variable-using modern statistical methods. Commonly used approaches, such as linear interaction models, often…

Methodology · Statistics 2026-05-21 Jiehan Liu , Ziyi Liu , Yiqing Xu

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

When devising a course of treatment for a patient, doctors often have little quantitative evidence on which to base their decisions, beyond their medical education and published clinical trials. Stanford Health Care alone has millions of…

We consider mediated effects of an exposure, X on an outcome, Y, via a mediator, M, under no unmeasured confounding assumptions in the setting where models for the conditional expectation of the mediator and outcome are partially linear. We…

Methodology · Statistics 2025-01-08 Oliver Hines , Stijn Vansteelandt , Karla Diaz-Ordaz

This paper proposes a Lasso-type estimator for a high-dimensional sparse parameter identified by a single index conditional moment restriction (CMR). In addition to this parameter, the moment function can also depend on a nuisance function,…

Statistics Theory · Mathematics 2021-09-14 Denis Nekipelov , Vira Semenova , Vasilis Syrgkanis

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…

In cohort studies, non-random medication use can pose barriers to estimation of the natural history trend in a mean biomarker value (namely, the association between a predictor of interest and a biomarker outcome that would be observed in…

Methodology · Statistics 2021-01-25 Andrew J. Spieker , Joseph A. C. Delaney , Robyn L. McClelland

We develop a Gaussian-process mixture model for heterogeneous treatment effect estimation that leverages the use of transformed outcomes. The approach we will present attempts to improve point estimation and uncertainty quantification…

Methodology · Statistics 2018-12-19 Abbas Zaidi , Sayan Mukherjee

Effect modification occurs when the effect of the treatment on an outcome varies according to the level of other covariates and often has important implications in decision making. When there are tens or hundreds of covariates, it becomes…

Methodology · Statistics 2021-11-23 Qingyuan Zhao , Dylan S. Small , Ashkan Ertefaie

Flexible estimation of heterogeneous treatment effects lies at the heart of many statistical challenges, such as personalized medicine and optimal resource allocation. In this paper, we develop a general class of two-step algorithms for…

Machine Learning · Statistics 2020-08-07 Xinkun Nie , Stefan Wager

Estimating heterogeneous treatment effects across individuals has attracted growing attention as a statistical tool for performing critical decision-making. We propose a Bayesian inference framework that quantifies the uncertainty in…

Methodology · Statistics 2023-12-19 Shunsuke Horii , Yoichi Chikahara

This paper introduces a novel approach for estimating heterogeneous treatment effects of binary treatment in panel data, particularly focusing on short panel data with large cross-sectional data and observed confoundings. In contrast to…

Methodology · Statistics 2024-06-05 Meijia Wang , Ignacio Martinez , P. Richard Hahn

Mixed Models for Repeated Measures (MMRMs) are ubiquitous when analyzing outcomes of clinical trials. However, the linearity of the fixed-effect structure in these models largely restrict their use to estimating treatment effects that are…

Methodology · Statistics 2023-01-23 Lars Lau Raket

This article proposes different tests for treatment effect heterogeneity when the outcome of interest, typically a duration variable, may be right-censored. The proposed tests study whether a policy 1) has zero distributional (average)…

Methodology · Statistics 2020-02-19 Pedro H. C. Sant'Anna
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