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We consider the estimation of treatment effects in settings when multiple treatments are assigned over time and treatments can have a causal effect on future outcomes or the state of the treated unit. We propose an extension of the…

Econometrics · Economics 2021-06-18 Greg Lewis , Vasilis Syrgkanis

The heterogeneity of treatment effect (HTE) lies at the heart of precision medicine. Randomized controlled trials are gold-standard for treatment effect estimation but are typically underpowered for heterogeneous effects. In contrast, large…

Methodology · Statistics 2024-11-14 Shu Yang , Siyi Liu , Donglin Zeng , Xiaofei Wang

In many social, behavioral, and biomedical sciences, treatment effect estimation is a crucial step in understanding the impact of an intervention, policy, or treatment. In recent years, an increasing emphasis has been placed on…

Methodology · Statistics 2024-10-10 Xinhai Zhang , Xingye Qiao

Measuring treatment effects in observational studies is challenging because of confounding bias. Confounding occurs when a variable affects both the treatment and the outcome. Traditional methods such as propensity score matching estimate…

Methodology · Statistics 2021-12-23 Bevan I. Smith , Charles Chimedza

Causal machine learning methods which flexibly generate heterogeneous treatment effect estimates could be very useful tools for governments trying to make and implement policy. However, as the critical artificial intelligence literature has…

Econometrics · Economics 2023-09-06 Patrick Rehill , Nicholas Biddle

Causal inference, estimating causal effects from observational data, is a fundamental tool in many disciplines. Of particular importance across a variety of domains is the continuous treatment setting, where the variable of intervention has…

Machine Learning · Computer Science 2026-05-15 Christopher Stith , Medha Barath , Vahid Balazadeh , Jesse C. Cresswell , Rahul G. Krishnan

Instrumental variable approaches have gained popularity for estimating causal effects in the presence of unmeasured confounders. However, the availability of instrumental variables in the primary dataset is often challenged due to stringent…

Methodology · Statistics 2026-03-31 Kang Shuai , Shanshan Luo , Wei Li , Yangbo He

The conditional average treatment effect (CATE) is frequently estimated to refute the homogeneous treatment effect assumption. Under this assumption, all units making up the population under study experience identical benefit from a given…

This paper studies a panel data setting where the goal is to estimate causal effects of an intervention by predicting the counterfactual values of outcomes for treated units, had they not received the treatment. Several approaches have been…

Econometrics · Economics 2019-03-26 Susan Athey , Mohsen Bayati , Guido Imbens , Zhaonan Qu

The estimation of heterogeneous treatment effects (HTEs) has attracted considerable interest in many disciplines, most prominently in medicine and economics. Contemporary research has so far primarily focused on continuous and binary…

Methodology · Statistics 2022-10-07 Susanne Dandl , Andreas Bender , Torsten Hothorn

A central goal of modern causal inference is estimating heterogeneous treatment effects to answer questions like "how does an intervention affect each unit," rather than only on average. We study this problem with panel-data where we…

Machine Learning · Statistics 2026-05-29 Anay Mehrotra , Phuc Tran , Van H. Vu , Manolis Zampetakis

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

Treatment effect estimation, which refers to the estimation of causal effects and aims to measure the strength of the causal relationship, is of great importance in many fields but is a challenging problem in practice. As present,…

Machine Learning · Computer Science 2021-07-20 Zhenyu Guo , Shuai Zheng , Zhizhe Liu , Kun Yan , Zhenfeng Zhu

Accurately estimating personalized treatment effects within a study site (e.g., a hospital) has been challenging due to limited sample size. Furthermore, privacy considerations and lack of resources prevent a site from leveraging…

Machine Learning · Statistics 2022-06-17 Xiaoqing Tan , Chung-Chou H. Chang , Ling Zhou , Lu Tang

Personalized treatment effect estimates are often of interest in high-stakes applications -- thus, before deploying a model estimating such effects in practice, one needs to be sure that the best candidate from the ever-growing machine…

Machine Learning · Statistics 2023-06-07 Alicia Curth , Mihaela van der Schaar

In recent years, there has been a growing interest in the prediction of individualized treatment effects. While there is a rapidly growing literature on the development of such models, there is little literature on the evaluation of their…

Methodology · Statistics 2023-12-22 J Hoogland , O Efthimiou , TL Nguyen , TPA Debray

In personalised decision making, evidence is required to determine whether an action (treatment) is suitable for an individual. Such evidence can be obtained by modelling treatment effect heterogeneity in subgroups. The existing…

Methodology · Statistics 2022-06-24 Jiuyong Li , Lin Liu , Shisheng Zhang , Saisai Ma , Thuc Duy Le , Jixue Liu

Practical and ethical constraints often require the use of observational data for causal inference, particularly in medicine and social sciences. Yet, observational datasets are prone to confounding, potentially compromising the validity of…

Machine Learning · Statistics 2026-05-04 Piersilvio De Bartolomeis , Julia Kostin , Javier Abad , Yixin Wang , Fanny Yang

The heterogeneous treatment effect plays a crucial role in precision medicine.There is evidence that real-world data, even subject to biases, can be employed as supplementary evidence for randomized clinical trials to improve the…

Methodology · Statistics 2025-09-04 Guangcai Mao , Shu Yang , Xiaofei Wang

Many scientific and engineering challenges -- ranging from personalized medicine to customized marketing recommendations -- require an understanding of treatment effect heterogeneity. In this paper, we develop a non-parametric causal forest…

Methodology · Statistics 2017-07-11 Stefan Wager , Susan Athey
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