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Statisticians show growing interest in estimating and analyzing heterogeneity in causal effects in observational studies. However, there usually exists a trade-off between accuracy and interpretability for developing a desirable estimator…

Methodology · Statistics 2023-06-26 Steven Siwei Ye , Yanzhen Chen , Oscar Hernan Madrid Padilla

One of the major challenges in estimating conditional potential outcomes and conditional average treatment effects (CATE) is the presence of hidden confounders. Since testing for hidden confounders cannot be accomplished only with…

Machine Learning · Computer Science 2025-06-17 Ahmed Aloui , Juncheng Dong , Ali Hasan , Vahid Tarokh

In randomized experiments with non-compliance scholars have argued that the complier average causal effect (CACE) ought to be the main causal estimand. The literature on inference of the complier average treatment effect (CACE) has focused…

Methodology · Statistics 2023-11-30 Zhen Zhong , Per Johansson , Junni L. Zhang

We introduce a framework for estimating causal effects of binary and continuous treatments in high dimensions. We show how posterior distributions of treatment and outcome models can be used together with doubly robust estimators. We…

Methodology · Statistics 2020-10-06 Joseph Antonelli , Georgia Papadogeorgou , Francesca Dominici

This paper develops new methods for causal inference in observational studies on a single large network of interconnected units, addressing two key challenges: long-range dependence among units and the presence of general interference. We…

Methodology · Statistics 2025-11-24 Jizhou Liu , Dake Zhang , Eric J. Tchetgen Tchetgen

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

Unmeasured confounding and selection bias are often of concern in observational studies and may invalidate a causal analysis if not appropriately accounted for. Under outcome-dependent sampling, a latent factor that has causal effects on…

Methodology · Statistics 2022-08-03 Kendrick Qijun Li , Xu Shi , Wang Miao , Eric Tchetgen Tchetgen

This article proposes doubly robust estimators for the average treatment effect on the treated (ATT) in difference-in-differences (DID) research designs. In contrast to alternative DID estimators, the proposed estimators are consistent if…

Econometrics · Economics 2020-05-07 Pedro H. C. Sant'Anna , Jun B. Zhao

The growing demand for personalized decision-making has led to a surge of interest in estimating the Conditional Average Treatment Effect (CATE). Various types of CATE estimators have been developed with advancements in machine learning and…

Machine Learning · Computer Science 2024-11-04 Yiyan Huang , Cheuk Hang Leung , Siyi Wang , Yijun Li , Qi Wu

In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment effects including local average (LATE) and local quantile treatment effects (LQTE) in data-rich environments. We can handle very many…

Statistics Theory · Mathematics 2018-01-08 Alexandre Belloni , Victor Chernozhukov , Ivan Fernández-Val , Christian Hansen

Within heterogeneous treatment effect (HTE) analysis, various estimands have been proposed to capture the effect of a treatment conditional on covariates. Recently, the conditional quantile comparator (CQC) has emerged as a promising…

Methodology · Statistics 2026-01-28 Josh Givens , Song Liu , Henry W J Reeve , Katarzyna Reluga

The estimation of conditional average treatment effects (CATEs) is an important topic in many scientific fields. CATEs can be estimated with high accuracy if data distributed across multiple parties are centralized. However, it is difficult…

Methodology · Statistics 2025-07-28 Yuji Kawamata , Ryoki Motai , Yukihiko Okada , Akira Imakura , Tetsuya Sakurai

Two-phase sampling is a simple and cost-effective estimation strategy in survey sampling and is widely used in practice. Because the phase-2 sampling probability typically depends on low-cost variables collected at phase 1, naive estimation…

Methodology · Statistics 2025-11-11 Kazuharu Harada , Masataka Taguri

This paper proposes a new method for estimating conditional average treatment effects (CATE) in randomized experiments. We adopt inverse probability weighting (IPW) for identification; however, IPW-transformed outcomes are known to be…

Econometrics · Economics 2025-10-14 Mingqian Guan , Komei Fujita , Naoya Sueishi , Shota Yasui

The weighted average treatment effect (WATE) defines a versatile class of causal estimands for populations characterized by propensity score weights, including the average treatment effect (ATE), treatment effect on the treated (ATT), on…

Methodology · Statistics 2025-09-23 Yiming Wang , Yi Liu , Shu Yang

We study the problem of learning conditional average treatment effects (CATE) from observational data with unobserved confounders. The CATE function maps baseline covariates to individual causal effect predictions and is key for…

Machine Learning · Statistics 2018-10-09 Nathan Kallus , Xiaojie Mao , Angela Zhou

Modern causal inference methods allow machine learning to be used to weaken parametric modeling assumptions. However, the use of machine learning may result in complications for inference. Doubly-robust cross-fit estimators have been…

Methodology · Statistics 2022-03-11 Paul N Zivich , Alexander Breskin

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

Estimation of average treatment effects on the treated (ATT) is an important topic of causal inference in econometrics and statistics. This problem seems to be often treated as a simple modification or extension of that of estimating…

Methodology · Statistics 2018-08-07 Heng Shu , Zhiqiang Tan

This paper proposes a debiased estimator for causal effects in high-dimensional generalized linear models with binary outcomes and general link functions. The estimator augments a regularized regression plug-in with weights computed from a…

Econometrics · Economics 2025-10-21 Jing Kong