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Variable selection for optimal treatment regime in a clinical trial or an observational study is getting more attention. Most existing variable selection techniques focused on selecting variables that are important for prediction, therefore…

Methodology · Statistics 2014-05-22 Ailin Fan , Wenbin Lu , Rui Song

In this paper, we study causal inference when the treatment variable is an aggregation of multiple sub-treatment variables. Researchers often report marginal causal effects for the aggregated treatment, implicitly assuming that the target…

Econometrics · Economics 2026-01-08 Carolina Caetano , Gregorio Caetano , Brantly Callaway , Derek Dyal

We consider the problem of estimating the effects of a binary treatment on a continuous outcome of interest from observational data in the absence of confounding by unmeasured factors. We provide a new estimator of the population average…

Methodology · Statistics 2020-08-04 James Robins , Mariela Sued , Quanhong Lei-Gomez , Andrea Rotnitzky

This paper extends difference-in-differences to settings with continuous treatments. Specifically, the average treatment effect on the treated (ATT) at any level of treatment intensity is identified under a conditional parallel trends…

Econometrics · Economics 2026-01-05 Lucas Z. Zhang

Much research has been devoted to the problem of estimating treatment effects from observational data; however, most methods assume that the observed variables only contain confounders, i.e., variables that affect both the treatment and the…

Machine Learning · Computer Science 2021-04-27 Weijia Zhang , Lin Liu , Jiuyong Li

This paper studies identification of average treatment effects in a panel data setting. It introduces a novel nonparametric factor model and proves identification of average treatment effects. The identification proof is based on the…

Econometrics · Economics 2025-03-26 Susan Athey , Guido Imbens

In observational studies, treatments are typically not randomized and therefore estimated treatment effects may be subject to confounding bias. The instrumental variable (IV) design plays the role of a quasi-experimental handle since the IV…

Methodology · Statistics 2016-08-30 Lan Liu , Wang Miao , Baoluo Sun , James Robins , Eric Tchetgen Tchetgen

It has recently become popular to define treatment effects for subsets of the target population characterized by variables not observable at the time a treatment decision is made. Characterizing and estimating such treatment effects is…

Statistics Theory · Mathematics 2007-08-30 Marshall M. Joffe , Dylan Small , Chi-Yuan Hsu

We consider identification and inference for the average treatment effect and heterogeneous treatment effect conditional on observable covariates in the presence of unmeasured confounding. Since point identification of these treatment…

Methodology · Statistics 2025-03-04 Kan Chen , Jeffrey Zhang , Bingkai Wang , Dylan S. Small

This paper studies the estimation and inference of treatment effects in panel data settings when treatments change dynamically over time. We propose a balancing method that allows for (i) treatments to be assigned dynamically over time…

Econometrics · Economics 2026-02-24 Davide Viviano , Jelena Bradic

Comparing outcomes across treatments is essential in medicine and public policy. To do so, researchers typically estimate a set of parameters, possibly counterfactual, with each targeting a different treatment. Treatment-specific means are…

Methodology · Statistics 2025-10-07 Alec McClean , Yiting Li , Sunjae Bae , Mara A. McAdams-DeMarco , Iván Díaz , Wenbo Wu

In most medical research, the average treatment effect is used to evaluate a treatment's performance. However, precision medicine requires knowledge of individual treatment effects: What is the difference between a unit's measurement under…

Computation · Statistics 2022-08-30 Mingyang Cai , Stef van Buuren , Gerko Vink

Sparse additive modeling is a class of effective methods for performing high-dimensional nonparametric regression. This paper develops a sparse additive model focused on estimation of treatment effect-modification with simultaneous…

Methodology · Statistics 2020-06-02 Hyung Park , Eva Petkova , Thaddeus Tarpey , R. Todd Ogden

Recently, there has been a surge in methodological development for the difference-in-differences (DiD) approach to evaluate causal effects. Standard methods in the literature rely on the parallel trends assumption to identify the average…

Methodology · Statistics 2023-10-17 Pan Zhao , Yifan Cui

We propose a new method for estimating causal effects in longitudinal/panel data settings that we call generalized difference-in-differences. Our approach unifies two alternative approaches in these settings: ignorability estimators (e.g.,…

Methodology · Statistics 2023-12-12 Denis Agniel , Max Rubinstein , Jessie Coe , Maria DeYoreo

In several medical decision-making problems, such as antibiotic prescription, laboratory testing can provide precise indications for how a patient will respond to different treatment options. This enables us to "fully observe" all potential…

Machine Learning · Computer Science 2020-08-14 Soorajnath Boominathan , Michael Oberst , Helen Zhou , Sanjat Kanjilal , David Sontag

In this paper, we outline a principled approach to estimate an individualized treatment rule that is appropriate for data from observational studies where, in addition to treatment assignment not being independent of individual…

Methodology · Statistics 2019-06-05 Jeremy Roth , Noah Simon

Understanding treatment effect heterogeneity has become increasingly important in many fields. In this paper we study distributions and quantiles of individual treatment effects to provide a more comprehensive and robust understanding of…

Methodology · Statistics 2026-03-31 Zhe Chen , Xinran Li

Recently, there has been great interest in estimating the conditional average treatment effect using flexible machine learning methods. However, in practice, investigators often have working hypotheses about effect heterogeneity across…

Methodology · Statistics 2023-09-13 Chan Park , Hyunseung Kang

Triple difference designs have become increasingly popular in empirical economics. The advantage of a triple difference design is that, within a treatment group, it allows for another subgroup of the population -- potentially less impacted…

Econometrics · Economics 2025-06-04 Laura Caron