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When estimating heterogeneous treatment effects, missing outcome data can complicate treatment effect estimation, causing certain subgroups of the population to be poorly represented. In this work, we discuss this commonly overlooked…

Machine Learning · Statistics 2025-04-15 Matthew Pryce , Karla Diaz-Ordaz , Ruth H. Keogh , Stijn Vansteelandt

Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. With control variables to correct for endogeneity, nonparametric identification of treatment effects requires strong support…

Econometrics · Economics 2025-01-28 Whitney K. Newey , Sami Stouli

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 article proposes a meta-learning method for estimating the conditional average treatment effect (CATE) from a few observational data. The proposed method learns how to estimate CATEs from multiple tasks and uses the knowledge for…

Machine Learning · Statistics 2023-05-22 Tomoharu Iwata , Yoichi Chikahara

Identifying heterogeneity in a population's response to a health or policy intervention is crucial for evaluating and informing policy decisions. We propose a novel heterogeneous treatment effect estimator in the difference-in-differences…

Methodology · Statistics 2021-08-24 Xinkun Nie , Chen Lu , Stefan Wager

In situations with non-manipulable exposures, interventions can be targeted to shift the distribution of intermediate variables between exposure groups to define interventional disparity indirect effects. In this work, we present a…

Methodology · Statistics 2023-05-18 Helene C. W. Rytgaard , Amalie Lykkemark Møller , Thomas A. Gerds

Considering censored outcomes in survival analysis can lead to quite complex results in the model setting of causal inference. Causal inference has attracted a lot of attention over the past few years, but little research has been done on…

Methodology · Statistics 2025-09-11 Byeonghee Lee , Joonsung Kang

A new meta-algorithm for estimating the conditional average treatment effects is proposed in the paper. The main idea underlying the algorithm is to consider a new dataset consisting of feature vectors produced by means of concatenation of…

Machine Learning · Statistics 2019-09-10 Lev V. Utkin , Mikhail V. Kots , Viacheslav S. Chukanov

Average treatment effects (ATE) and conditional average treatment effects (CATE) are foundational causal estimands, but they target changes in expected outcomes and can miss treatment-induced changes in the shape of outcome distributions. A…

Methodology · Statistics 2026-03-17 Amir Saki , Usef Faghihi

We consider estimating average treatment effects (ATE) of a binary treatment in observational data when data-driven variable selection is needed to select relevant covariates from a moderately large number of available covariates…

Methodology · Statistics 2020-10-27 David Cheng , Abhishek Chakrabortty , Ashwin N. Ananthakrishnan , Tianxi Cai

Objective: Randomised controlled trials (RCTs) are widely considered as gold standard for assessing the effectiveness of new health interventions. When treatment non-compliance is present in RCTs, the treatment effect in the subgroup of…

Applications · Statistics 2025-03-25 Theodosios Papazoglou , Ed Waddingham , Alastair Young

Causal inference from observational data often relies on the assumption of no unmeasured confounding, an assumption frequently violated in practice due to unobserved or poorly measured covariates. Proximal causal inference (PCI) offers a…

Methodology · Statistics 2025-07-02 Myeonghun Yu , Xu Shi , Eric J. Tchetgen Tchetgen

While average treatment effects (ATE) and conditional average treatment effects (CATE) provide valuable population- and subgroup-level summaries, they fail to capture uncertainty at the individual level. For high-stakes decision-making,…

Methodology · Statistics 2026-03-31 Juraj Bodik , Yaxuan Huang , Bin Yu

Learning the Individual Treatment Effect (ITE) is essential for personalized decision-making, yet causal inference has traditionally focused on aggregated treatment effects. While integrating conformal prediction with causal inference can…

Methodology · Statistics 2025-01-23 Chenyin Gao , Peter B. Gilbert , Larry Han

Causal inference on the average treatment effect (ATE) using non-probability samples, such as electronic health records (EHR), faces challenges from sample selection bias and high-dimensional covariates. This requires considering a…

Methodology · Statistics 2024-03-28 Jiacong Du , Xu Shi , Donglin Zeng , Bhramar Mukherjee

Healthcare decision-making often requires selecting among treatment options under budget constraints, particularly when one option is more effective but also more costly. Cost-effectiveness analysis (CEA) provides a framework for evaluating…

Econometrics · Economics 2025-07-29 Jonas Esser , Mateus Maia , Judith Bosmans , Johanna van Dongen

The research is about a systematic investigation on the following issues. First, we construct different outcome regression-based estimators for conditional average treatment effect under, respectively, true (oracle), parametric,…

Statistics Theory · Mathematics 2020-09-23 Lu Li , Niwen Zhou , Lixing Zhu

Estimation of individualized treatment effects (ITE), also known as conditional average treatment effects (CATE), is an active area of methodology development. However, much less attention has been paid to the quantification of uncertainty…

Methodology · Statistics 2025-04-08 Daijiro Kabata , Nicholas C. Henderson , Ravi Varadhan

This study investigates the estimation and the statistical inference about Conditional Average Treatment Effects (CATEs), which have garnered attention as a metric representing individualized causal effects. In our data-generating process,…

Methodology · Statistics 2024-03-07 Masahiro Kato

We propose a method for defining, identifying, and estimating the marginal treatment effect (MTE) without imposing the instrumental variable (IV) assumptions of independence, exclusion, and separability (or monotonicity). Under a new…

Econometrics · Economics 2026-03-02 Zhewen Pan , Zhengxin Wang , Junsen Zhang , Yahong Zhou