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We develop new algorithms for estimating heterogeneous treatment effects, combining recent developments in transfer learning for neural networks with insights from the causal inference literature. By taking advantage of transfer learning,…

Researchers are often interested in treatment effects on outcomes that are only defined conditional on a post-treatment event status. For example, in a study of the effect of different cancer treatments on quality of life at end of…

This paper concerns robust inference on average treatment effects following model selection. In the selection on observables framework, we show how to construct confidence intervals based on a doubly-robust estimator that are robust to…

Statistics Theory · Mathematics 2018-04-13 Max H. Farrell

We present a Transfer Causal Learning (TCL) framework when target and source domains share the same covariate/feature spaces, aiming to improve causal effect estimation accuracy in limited data. Limited data is very common in medical…

Machine Learning · Computer Science 2024-01-02 Song Wei , Hanyu Zhang , Ronald Moore , Rishikesan Kamaleswaran , Yao Xie

Estimating causal effects from nonexperimental data is a fundamental problem in many fields of science. A key component of this task is selecting an appropriate set of covariates for confounding adjustment to avoid bias. Most existing…

Machine Learning · Computer Science 2025-10-28 Zheng Li , Xichen Guo , Feng Xie , Yan Zeng , Hao Zhang , Zhi Geng

Quantifying the heterogeneity of treatment effect is important for understanding how a commercial product or medical treatment affects different population subgroups. While much of treatment effect heterogeneity analysis focuses on the…

We propose strategies to estimate and make inference on key features of heterogeneous effects in randomized experiments. These key features include best linear predictors of the effects using machine learning proxies, average effects sorted…

Machine Learning · Statistics 2023-10-25 Victor Chernozhukov , Mert Demirer , Esther Duflo , Iván Fernández-Val

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

For a data-generating process for random variables that can be described with a linear structural equation model, we consider a situation in which (i) a set of covariates satisfying the back-door criterion cannot be observed or (ii) such a…

Methodology · Statistics 2025-03-06 Hisayoshi Nanmo , Manabu Kuroki

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

Standard regression adjustment gives inconsistent estimates of causal effects when there are time-varying treatment effects and time-varying covariates. Loosely speaking, the issue is that some covariates are post-treatment variables…

Methodology · Statistics 2024-03-12 Stephen Bates , Edward Kennedy , Robert Tibshirani , Valerie Ventura , Larry Wasserman

Many decision-making problems require ranking individuals by their treatment effects rather than estimating the exact effect magnitudes. Examples include prioritizing patients for preventive care interventions, or ranking customers by the…

Machine Learning · Computer Science 2026-05-27 Henri Arno , Dennis Frauen , Emil Javurek , Thomas Demeester , Stefan Feuerriegel

We propose a novel method, termed the M-learner, for estimating heterogeneous indirect and total treatment effects and identifying relevant subgroups within a mediation framework. The procedure comprises four key steps. First, we compute…

Machine Learning · Statistics 2025-08-14 Xingyu Li , Qing Liu , Tony Jiang , Hong Amy Xia , Brian P. Hobbs , Peng Wei

Causal inference from observational data requires untestable identification assumptions. If these assumptions apply, machine learning (ML) methods can be used to study complex forms of causal effect heterogeneity. Recently, several ML…

Methodology · Statistics 2023-12-20 Richard Post , Isabel van den Heuvel , Marko Petkovic , Edwin van den Heuvel

We consider the estimation of the average treatment effect in the treated as a function of baseline covariates, where there is a valid (conditional) instrument. We describe two doubly robust (DR) estimators: a locally efficient g-estimator,…

Methodology · Statistics 2019-06-11 Karla DiazOrdaz , Rhian Daniel , Noemi Kreif

Uncovering the heterogeneity of causal effects of policies and business decisions at various levels of granularity provides substantial value to decision makers. This paper develops new estimation and inference procedures for multiple…

Econometrics · Economics 2019-07-08 Michael Lechner

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

Conditional effect estimation has great scientific and policy importance because interventions may impact subjects differently depending on their characteristics. Most research has focused on estimating the conditional average treatment…

Methodology · Statistics 2023-04-25 Alec McClean , Zach Branson , Edward H. Kennedy

We propose a new estimator for average causal effects of a binary treatment with panel data in settings with general treatment patterns. Our approach augments the popular two-way-fixed-effects specification with unit-specific weights that…

Econometrics · Economics 2024-03-06 Dmitry Arkhangelsky , Guido W. Imbens , Lihua Lei , Xiaoman Luo

Accurate estimation of treatment effects is essential for decision-making across various scientific fields. This task, however, becomes challenging in areas like social sciences and online marketplaces, where treating one experimental unit…

Machine Learning · Computer Science 2025-02-04 Mohsen Bayati , Yuwei Luo , William Overman , Sadegh Shirani , Ruoxuan Xiong
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