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Conditional effect estimation has great scientific and policy importance because interventions may impact subjects differently depending on their characteristics. Most research has focused on estimating the conditional average treatment…

Methodology · Statistics 2023-04-25 Alec McClean , Zach Branson , Edward H. Kennedy

Outliers can seriously distort statistical inference by inducing excessive sensitivity in the likelihood function, thereby compromising the reliability of Bayesian estimation. To address this issue, we develop a robust Bayesian estimation…

Statistics Theory · Mathematics 2026-02-09 Jeongho Lee , Junmo Song

Understanding causal relationships in the presence of complex, structured data remains a central challenge in modern statistics and science in general. While traditional causal inference methods are well-suited for scalar outcomes, many…

This paper presents an inference method for the local average treatment effect (LATE) in the presence of high-dimensional covariates, regardless of the strength of identification. We propose an orthogonalized Anderson-Rubin test statistic…

Econometrics · Economics 2025-11-11 Yukun Ma

When evaluating a two-phase intervention, the cumulative average treatment effect (ATE) is often the primary causal estimand of interest. However, some individuals who do not respond well to the Phase I treatment may subsequently display…

Methodology · Statistics 2026-02-02 Guanglei Hong , Xu Qin , Zhengyan Xu , Fan Yang

In a smooth semi-parametric model, the marginal posterior distribution for a finite dimensional parameter of interest is expected to be asymptotically equivalent to the sampling distribution of any efficient point-estimator. The assertion…

Statistics Theory · Mathematics 2018-03-26 Minwoo Chae , Yongdai Kim , Bas Kleijn

Formulating a statistical inverse problem as one of inference in a Bayesian model has great appeal, notably for what this brings in terms of coherence, the interpretability of regularisation penalties, the integration of all uncertainties,…

Statistics Theory · Mathematics 2012-12-19 Natalia A. Bochkina , Peter J. Green

We provide a comprehensive semi-parametric study of Bayesian partially identified econometric models. While the existing literature on Bayesian partial identification has mostly focused on the structural parameter, our primary focus is on…

Methodology · Statistics 2017-09-29 Yuan Liao , Anna Simoni

Constructing confidence intervals (CIs) for the average treatment effect (ATE) from patient records is crucial to assess the effectiveness and safety of drugs. However, patient records typically come from different hospitals, thus raising…

Machine Learning · Computer Science 2025-10-16 Yuxin Wang , Maresa Schröder , Dennis Frauen , Jonas Schweisthal , Konstantin Hess , Stefan Feuerriegel

The prediction interval has been increasingly used in meta-analyses as a useful measure for assessing the magnitude of treatment effect and between-studies heterogeneity. In calculations of the prediction interval, although the…

Methodology · Statistics 2021-07-14 Yuta Hamaguchi , Hisashi Noma , Kengo Nagashima , Tomohide Yamada , Toshi A. Furukawa

Recently, conditional average treatment effect (CATE) estimation has been attracting much attention due to its importance in various fields such as statistics, social and biomedical sciences. This study proposes a partially linear…

Methodology · Statistics 2022-01-31 Shunsuke Horii

We propose a general method to carry out a valid Bayesian analysis of a finite-dimensional `targeted' parameter in the presence of a finite-dimensional nuisance parameter. We apply our methods to causal inference based on estimating…

Methodology · Statistics 2026-02-03 Magid Sabbagh , David A. Stephens

Evaluating treatment effect heterogeneity widely informs treatment decision making. At the moment, much emphasis is placed on the estimation of the conditional average treatment effect via flexible machine learning algorithms. While these…

Methodology · Statistics 2021-05-07 Lihua Lei , Emmanuel J. Candès

In the management of most chronic conditions characterized by the lack of universally effective treatments, adaptive treatment strategies (ATSs) have been growing in popularity as they offer a more individualized approach, and sequential…

Methodology · Statistics 2021-08-03 Armando Turchetta , Erica E. M. Moodie , David A. Stephens , Sylvie D. Lambert

An important aspect of the performance of algorithms that predict individualized treatment effects (ITE) is moderate calibration, i.e., the average treatment effect among individuals with predicted treatment effect of z being equal to z.…

Methodology · Statistics 2025-12-10 Mohsen Sadatsafavi , Jeroen Hoogland , Thomas P. A. Debray , John Petkau

Missing outcome data is one of the principal threats to the validity of treatment effect estimates from randomized trials. The outcome distributions of participants with missing and observed data are often different, which increases the…

Methodology · Statistics 2017-04-06 Iván Díaz , Mark J. van der Laan

The presence of confounding by high-dimensional variables complicates estimation of the average effect of a point treatment. On the one hand, it necessitates the use of variable selection strategies or more general data-adaptive…

Methodology · Statistics 2017-08-15 Vahe Avagyan , Stijn Vansteelandt

We establish Gaussian approximation bounds for covariate and rank-matching-based Average Treatment Effect (ATE) estimators. By analyzing these estimators through the lens of stabilization theory, we employ the Malliavin-Stein method to…

Statistics Theory · Mathematics 2024-12-25 Zhaoyang Shi , Chinmoy Bhattacharjee , Krishnakumar Balasubramanian , Wolfgang Polonik

Estimating causal effects of continuous treatments is a common problem in practice, for example, in studying average dose-response functions. Classical analyses typically assume that all confounders are fully observed, whereas in real-world…

Statistics Theory · Mathematics 2026-04-14 Shuyuan Chen , Peng Zhang , Yifan Cui

Standard approaches to causal inference, such as Outcome Regression and Inverse Probability Weighted Regression Adjustment (IPWRA), are typically derived through the lens of missing data imputation and identification theory. In this work,…

Machine Learning · Statistics 2025-12-23 Ashley Zhang
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