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The era of big data has witnessed an increasing availability of observational data from mobile and social networking, online advertising, web mining, healthcare, education, public policy, marketing campaigns, and so on, which facilitates…

Machine Learning · Computer Science 2023-03-06 Zhixuan Chu , Ruopeng Li , Stephen Rathbun , Sheng Li

Many empirical applications estimate causal effects of a continuous endogenous variable (treatment) using a binary instrument. Estimation is typically done through linear 2SLS. This approach requires a mean treatment change and causal…

Econometrics · Economics 2024-02-28 Yingying Dong , Ying-Ying Lee

In the absence of randomized controlled and natural experiments, it is necessary to balance the distributions of (observable) covariates of the treated and control groups in order to obtain an unbiased estimate of a causal effect of…

Methodology · Statistics 2022-03-02 Martin Cousineau , Vedat Verter , Susan A. Murphy , Joelle Pineau

The presence of interference, where the outcome of an individual may depend on the treatment assignment and behavior of neighboring nodes, can lead to biased causal effect estimation. Current approaches to network experiment design focus on…

Machine Learning · Computer Science 2024-05-22 Zahra Fatemi , Jean Pouget-Abadie , Elena Zheleva

Estimation of heterogeneous treatment effects is an active area of research. Most of the existing methods, however, focus on estimating the conditional average treatment effects of a single, binary treatment given a set of pre-treatment…

Methodology · Statistics 2025-05-30 Max Goplerud , Kosuke Imai , Nicole E. Pashley

Estimation of local average treatment effects in randomized trials typically requires an assumption known as the exclusion restriction in cases where we are unwilling to rule out unmeasured confounding. Under this assumption, any benefit…

Methodology · Statistics 2020-08-17 Andrew J. Spieker , Robert A. Greevy , Lyndsay A. Nelson , Lindsay S. Mayberry

We study the estimation of causal effects on group-level parameters identified from microdata (e.g., child penalties). We demonstrate that standard one-step methods (such as pooled OLS and IV regressions) are generally inconsistent due to…

General Economics · Economics 2026-01-13 Dmitry Arkhangelsky , Kazuharu Yanagimoto , Tom Zohar

Randomized Controlled Trials (RCT)s are relied upon to assess new treatments, but suffer from limited power to guide personalized treatment decisions. On the other hand, observational (i.e., non-experimental) studies have large and diverse…

Methodology · Statistics 2023-03-07 Zeshan Hussain , Ming-Chieh Shih , Michael Oberst , Ilker Demirel , David Sontag

Generalization methods offer a powerful solution to one of the key drawbacks of randomized controlled trials (RCTs): their limited representativeness. By enabling the transport of treatment effect estimates to target populations subject to…

Methodology · Statistics 2025-05-20 Ahmed Boughdiri , Clément Berenfeld , Julie Josse , Erwan Scornet

Causal inference is a critical research topic across many domains, such as statistics, computer science, education, public policy and economics, for decades. Nowadays, estimating causal effect from observational data has become an appealing…

Methodology · Statistics 2020-02-10 Liuyi Yao , Zhixuan Chu , Sheng Li , Yaliang Li , Jing Gao , Aidong Zhang

Methods for estimating heterogeneous treatment effect in observational data have largely focused on continuous or binary outcomes, and have been relatively less vetted with survival outcomes. Using flexible machine learning methods in the…

Applications · Statistics 2021-07-09 Liangyuan Hu , Jiayi Ji , Fan Li

In the analysis of cluster randomized trials (CRTs), previous work has defined two meaningful estimands: the individual-average treatment effect (iATE) and cluster-average treatment effect (cATE) estimand, to address individual and…

We propose a clustered local projection (clustered LP) method to estimate impulse response functions in a class of time-varying models where parameter variation is linked to a low-dimensional matrix of observables. We show that the…

Econometrics · Economics 2026-05-04 Ana Maria Herrera , Elena Pesavento , Alessia Scudiero

We recently developed a new method riAFT-BART to draw causal inferences about population treatment effect on patient survival from clustered and censored survival data while accounting for the multilevel data structure. The practical…

Methodology · Statistics 2023-08-14 Liangyuan Hu

Estimating heterogeneous treatment effects is critical in domains such as personalized medicine, resource allocation, and policy evaluation. A central challenge lies in identifying subpopulations that respond differently to interventions,…

Machine Learning · Statistics 2025-09-18 Zilong Wang , Turgay Ayer , Shihao Yang

Randomized Controlled Trials (RCTs) represent a gold standard when developing policy guidelines. However, RCTs are often narrow, and lack data on broader populations of interest. Causal effects in these populations are often estimated using…

Machine Learning · Computer Science 2023-03-07 Zeshan Hussain , Michael Oberst , Ming-Chieh Shih , David Sontag

Longitudinal studies are often subject to missing data. The ICH E9(R1) addendum addresses the importance of defining a treatment effect estimand with the consideration of intercurrent events. Jump-to-reference (J2R) is one classically…

Methodology · Statistics 2023-12-06 Siyi Liu , Shu Yang , Yilong Zhang , Guanghan , Liu

We propose Causal Interaction Trees for identifying subgroups of participants that have enhanced treatment effects using observational data. We extend the Classification and Regression Tree algorithm by using splitting criteria that focus…

Methodology · Statistics 2021-12-08 Jiabei Yang , Issa J. Dahabreh , Jon A. Steingrimsson

This chapter covers different approaches to policy evaluation for assessing the causal effect of a treatment or intervention on an outcome of interest. As an introduction to causal inference, the discussion starts with the experimental…

Econometrics · Economics 2019-10-03 Martin Huber

The use of observational time series data to assess the impact of multi-time point interventions is becoming increasingly common as more health and activity data are collected and digitized via wearables, social media, and electronic health…

Methodology · Statistics 2020-12-01 Roy Adams , Suchi Saria , Michael Rosenblum