Related papers: Estimation of Complier Expected Shortfall Treatmen…
Covariate-specific treatment effects (CSTEs) represent heterogeneous treatment effects across subpopulations defined by certain selected covariates. In this article, we consider marginal structural models where CSTEs are linearly…
This paper develops an empirical balancing approach for the estimation of treatment effects under two-sided noncompliance using a binary conditionally independent instrumental variable. The method weighs both treatment and outcome…
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…
With a large number of baseline covariates, we propose a new semi-parametric modeling strategy for heterogeneous treatment effect estimation and individualized treatment selection, which are two major goals in personalized medicine. We…
Treatment non-compliance, where individuals deviate from their assigned experimental conditions, frequently complicates the estimation of causal effects. To address this, we introduce a novel learning framework based on a mixture of experts…
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…
Flexible estimation of heterogeneous treatment effects lies at the heart of many statistical challenges, such as personalized medicine and optimal resource allocation. In this paper, we develop a general class of two-step algorithms for…
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…
Quantiles and expected shortfalls are commonly used risk measures in financial risk management. The two measurements are correlated while have distinguished features. In this project, our primary goal is to develop stable and practical…
This paper considers the instrumental variable quantile regression model (Chernozhukov and Hansen, 2005, 2013) with a binary endogenous treatment. It offers two identification results when the treatment status is not directly observed. The…
Instrumental variables are widely used to deal with unmeasured confounding in observational studies and imperfect randomized controlled trials. In these studies, researchers often target the so-called local average treatment effect as it is…
This paper studies the identification and estimation of policy effects when treatment status is binary and endogenous. We introduce a new class of marginal treatment effects (MTEs) based on the influence function of the functional…
The statistical tests that are commonly used for detecting mean or median treatment effects suffer from low power when the two distribution functions differ only in the upper (or lower) tail, as in the assessment of the Total Sharp Score…
Accurately predicting conditional average treatment effects (CATEs) is crucial in personalized medicine and digital platform analytics. Since the treatments of interest often cannot be directly randomized, observational data is leveraged to…
We study the problem of estimating the effect function for a continuous treatment, which maps each treatment value to a population-averaged outcome. A central challenge in this setting is confounding: treatment assignment often depends on…
Objective: Randomised controlled trials (RCTs) are widely considered as gold standard for assessing the effectiveness of new health interventions. When treatment non-compliance is present in RCTs, the treatment effect in the subgroup of…
Expected Shortfall (ES), also known as superquantile or Conditional Value-at-Risk, has been recognized as an important measure in risk analysis and stochastic optimization, and is also finding applications beyond these areas. In finance, it…
This paper studies treatment effect models in which individuals are classified into unobserved groups based on heterogeneous treatment rules. Using a finite mixture approach, we propose a marginal treatment effect (MTE) framework in which…
We provide sufficient conditions for the identification of the heterogeneous treatment effects, defined as the conditional expectation for the differences of potential outcomes given the untreated outcome, under the nonignorable treatment…
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…