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Related papers: Estimation of Heterogeneous Treatment Effects Usin…

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We study the problem of selecting the best heterogeneous treatment effect (HTE) estimator from a collection of candidates in settings where the treatment effect is fundamentally unobserved. We cast estimator selection as a multiple testing…

Machine Learning · Statistics 2025-11-25 Jiayi Guo , Zijun Gao

This paper extends the identification results in Nevo and Rosen (2012) to nonparametric models. We derive nonparametric bounds on the average treatment effect when an imperfect instrument is available. As in Nevo and Rosen (2012), we assume…

Econometrics · Economics 2021-10-01 Kyunghoon Ban , Désiré Kédagni

Consider the problem of estimating the local average treatment effect with an instrument variable, where the instrument unconfoundedness holds after adjusting for a set of measured covariates. Several unknown functions of the covariates…

Methodology · Statistics 2020-09-22 Baoluo Sun , Zhiqiang Tan

Treatment-induced confounders complicate analyses of time-varying treatment effects and causal mediation. Conditioning on these variables naively to estimate marginal effects may inappropriately block causal pathways and may induce spurious…

Applications · Statistics 2018-08-24 Geoffrey T. Wodtke , Zahide Alaca , Xiang Zhou

A central goal of causal inference is to detect and estimate the treatment effects of a given treatment or intervention on an outcome variable of interest, where a member known as the heterogeneous treatment effect (HTE) is of growing…

Statistics Theory · Mathematics 2020-10-27 Zijun Gao , Yanjun Han

The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…

Methodology · Statistics 2022-10-28 Ziang Niu , Yuwen Gu , Wei Li

We study the problem of treatment effect estimation in randomized experiments with high-dimensional covariate information, and show that essentially any risk-consistent regression adjustment can be used to obtain efficient estimates of the…

Methodology · Statistics 2022-06-08 Stefan Wager , Wenfei Du , Jonathan Taylor , Robert Tibshirani

Applied work often studies the effect of a binary variable ("treatment") using linear models with additive effects. I study the interpretation of the OLS estimands in such models when treatment effects are heterogeneous. I show that the…

Econometrics · Economics 2020-05-21 Tymon Słoczyński

Data from both a randomized trial and an observational study are sometimes simultaneously available for evaluating the effect of an intervention. The randomized data typically allows for reliable estimation of average treatment effects but…

Methodology · Statistics 2021-12-01 David Cheng , Tianxi Cai

Dynamic prediction of causal effects under different treatment regimes conditional on an individual's characteristics and longitudinal history is an essential problem in precision medicine. This is challenging in practice because outcomes…

Methodology · Statistics 2023-03-07 Yizhen Xu , Jisoo Kim , Laura K. Hummers , Ami A. Shah , Scott Zeger

We consider Bayesian estimation of a hierarchical linear model (HLM) from partially observed data, assumed to be missing at random, and small sample sizes. A vector of continuous covariates $C$ includes cluster-level partially observed…

Methodology · Statistics 2025-02-03 Dongho Shin , Yongyun Shin , Nao Hagiwara

Two-phase outcome dependent sampling (ODS) is widely used in many fields, especially when certain covariates are expensive and/or difficult to measure. For two-phase ODS, the conditional maximum likelihood (CML) method is very attractive…

Methodology · Statistics 2022-12-21 Menglu Che , Peisong Han , Jerald F. Lawless

Causal inference plays a fundamental role in various real-world applications. However, in the motivating non-small cell lung cancer (NSCLC) study, it is challenging to estimate the treatment effect of chemotherapy on circulating tumor DNA…

Methodology · Statistics 2025-08-25 Zhixin Qiu , Huichen Zhu , Wenjie Wang , Yanlin Tang

When using observational causal models, practitioners often want to disentangle the effects of many related, partially-overlapping treatments. Examples include estimating treatment effects of different marketing touchpoints, ordering…

Econometrics · Economics 2025-07-03 Enes Dilber , Colin Gray

Covariate adjustment is a widely used technique in randomized clinical trials (RCTs) for improving the efficiency of treatment effect estimators. By adjusting for predictive baseline covariates, variance can be reduced, enhancing…

Methodology · Statistics 2025-10-16 Mathias Lerbech Jeppesen , Emilie Højbjerre-Frandsen

We propose a model averaging approach, combined with a partition and matching method to estimate the conditional average treatment effects under heteroskedastic error settings. The proposed approach has asymptotic optimality and consistency…

Methodology · Statistics 2024-12-17 Pengfei Shi , Xinyu Zhang , Wei Zhong

Recent advances in causal inference have seen the development of methods which make use of the predictive power of machine learning algorithms. In this paper, we develop novel double machine learning (DML) procedures for panel data in which…

Econometrics · Economics 2025-01-03 Paul S. Clarke , Annalivia Polselli

Analyzing data from multiple sources offers valuable opportunities to improve the estimation efficiency of causal estimands. However, this analysis also poses many challenges due to population heterogeneity and data privacy constraints.…

Methodology · Statistics 2025-10-23 Rong Zhao , Jason Falvey , Xu Shi , Vernon M. Chinchilli , Chixiang Chen

Population adjustment methods such as matching-adjusted indirect comparison (MAIC) are increasingly used to compare marginal treatment effects when there are cross-trial differences in effect modifiers and limited patient-level data. MAIC…

Methodology · Statistics 2022-05-12 Antonio Remiro-Azócar , Anna Heath , Gianluca Baio

This paper studies the problem of estimating individualized treatment rules when treatment effects are partially identified, as it is often the case with observational data. By drawing connections between the treatment assignment problem…

Econometrics · Economics 2023-01-02 Riccardo D'Adamo
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