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We develop a Gaussian-process mixture model for heterogeneous treatment effect estimation that leverages the use of transformed outcomes. The approach we will present attempts to improve point estimation and uncertainty quantification…

Methodology · Statistics 2018-12-19 Abbas Zaidi , Sayan Mukherjee

Empirical researchers are increasingly faced with rich data sets containing many controls or instrumental variables, making it essential to choose an appropriate approach to variable selection. In this paper, we provide results for valid…

Machine Learning · Statistics 2021-07-02 Jannis Kueck , Ye Luo , Martin Spindler , Zigan Wang

Evaluations often inform future program implementation decisions. However, the implementation context may differ, sometimes substantially, from the evaluation study context. This difference leads to uncertainty regarding the relevance of…

Methodology · Statistics 2023-12-14 Irina Degtiar , Mariel Finucane

Binary treatments are often ex-post aggregates of multiple treatments or can be disaggregated into multiple treatment versions. Thus, effects can be heterogeneous due to either effect or treatment heterogeneity. We propose a decomposition…

Econometrics · Economics 2023-08-08 Phillip Heiler , Michael C. Knaus

We study the problem of treatment effect estimation in randomized experiments with high-dimensional covariate information, and show that essentially any risk-consistent regression adjustment can be used to obtain efficient estimates of the…

Methodology · Statistics 2022-06-08 Stefan Wager , Wenfei Du , Jonathan Taylor , Robert Tibshirani

Applied researchers are increasingly interested in whether and how treatment effects vary in randomized evaluations, especially variation not explained by observed covariates. We propose a model-free approach for testing for the presence of…

Methodology · Statistics 2014-12-17 Peng Ding , Avi Feller , Luke Miratrix

When treatment effect modifiers influence the decision to participate in a randomized trial, the average treatment effect in the population represented by the randomized individuals will differ from the effect in other populations. In this…

Typically, a randomized experiment is designed to test a hypothesis about the average treatment effect and sometimes hypotheses about treatment effect variation. The results of such a study may then be used to inform policy and practice for…

Methodology · Statistics 2026-05-01 Elizabeth Tipton , Michalis Mamakos

Uncovering the heterogeneous effects of particular policies or "treatments" is a key concern for researchers and policymakers. A common approach is to report average treatment effects across subgroups based on observable covariates.…

Econometrics · Economics 2025-10-02 Riccardo Di Francesco

Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct…

Methodology · Statistics 2022-08-05 Baoluo Sun , Yifan Cui , Eric Tchetgen Tchetgen

Causal variable selection in time-varying treatment settings is challenging due to evolving confounding effects. Existing methods mainly focus on time-fixed exposures and are not directly applicable to time-varying scenarios. We propose a…

Effect modification occurs when the effect of the treatment on an outcome differs according to the level of a third variable (the effect modifier, EM). A natural way to assess effect modification is by subgroup analysis or include the…

Methodology · Statistics 2021-12-22 Asma Bahamyirou , Mireille E. Schnitzer , Edward H. Kennedy , Lucie Blais , Yi Yang

Staggered treatment adoption arises in the evaluation of policy impact and implementation in many settings, including both randomized stepped-wedge trials and non-randomized quasi-experiments with panel data. In both settings, getting an…

Methodology · Statistics 2024-10-14 Lee Kennedy-Shaffer

We propose robust methods for inference on the effect of a treatment variable on a scalar outcome in the presence of very many controls. Our setting is a partially linear model with possibly non-Gaussian and heteroscedastic disturbances.…

Methodology · Statistics 2017-10-05 Alexandre Belloni , Victor Chernozhukov , Christian Hansen

Randomized experimentation (also known as A/B testing or bucket testing) is widely used in the internet industry to measure the metric impact obtained by different treatment variants. A/B tests identify the treatment variant showing the…

Estimating varying treatment effects in randomized trials with noncompliance is inherently challenging since variation comes from two separate sources: variation in the impact itself and variation in the compliance rate. In this setting,…

Applications · Statistics 2024-08-28 Jared D. Fisher , David W. Puelz , Sameer K. Deshpande

We propose a method to reduce variance in treatment effect estimates in the setting of high-dimensional data. In particular, we introduce an approach for learning a metric to be used in matching treatment and control groups. The metric…

Applications · Statistics 2017-12-15 Jonathan Bates , Alexander Cloninger

The estimation of causal treatment effects from observational data is a fundamental problem in causal inference. To avoid bias, the effect estimator must control for all confounders. Hence practitioners often collect data for as many…

Machine Learning · Statistics 2020-11-05 Kristjan Greenewald , Dmitriy Katz-Rogozhnikov , Karthik Shanmugam

Recent work has focused on nonparametric estimation of conditional treatment effects, but inference has remained relatively unexplored. We propose a class of nonparametric tests for both quantitative and qualitative treatment effect…

Methodology · Statistics 2026-04-07 Oliver Dukes , Mats J. Stensrud , Riccardo Brioschi , Aaron Hudson

Comparative effectiveness evidence from randomized trials may not be directly generalizable to a target population of substantive interest when, as in most cases, trial participants are not randomly sampled from the target population.…

Methodology · Statistics 2022-04-12 Fan Li , Ashley L. Buchanan , Stephen R. Cole