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We consider the problem of estimating a dose-response curve. Continuous treatments arise often in practice, e.g. in the form of time spent on an operation, distance traveled to a location or dosage of a drug. Letting $A$ denote a continuous…

Methodology · Statistics 2026-04-14 Matteo Bonvini , Edward H. Kennedy

Counterfactual prediction is about predicting outcome of the unobserved situation from the data. For example, given patient is on drug A, what would be the outcome if she switch to drug B. Most of existing works focus on modeling…

Machine Learning · Computer Science 2020-10-29 Yanbo Xu , Cao Xiao , Jimeng Sun

Randomized experiments have been the gold standard for drawing causal inference. The conventional model-based approach has been one of the most popular ways for analyzing treatment effects from randomized experiments, which is often carried…

Methodology · Statistics 2024-11-19 Tianyi Qu , Jiangchuan Du , Xinran Li

Meta-analyses are commonly performed based on random-effects models, while in certain cases one might also argue in favour of a common-effect model. One such case may be given by the example of two "study twins" that are performed according…

Methodology · Statistics 2024-09-04 Christian Röver , Tim Friede

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

Not only does mobile health technology enable researchers to track changes in multiple longitudinal outcomes of interest and to record the occurrence of health-related events over time, but it also allows for the delivery of repeated…

In this paper, we address the issue of estimating and inferring distributional treatment effects in randomized experiments. The distributional treatment effect provides a more comprehensive understanding of treatment heterogeneity compared…

Econometrics · Economics 2025-01-15 Tatsushi Oka , Shota Yasui , Yuta Hayakawa , Undral Byambadalai

We consider the problem of variance reduction in randomized controlled trials, through the use of covariates correlated with the outcome but independent of the treatment. We propose a machine learning regression-adjusted treatment effect…

Machine Learning · Statistics 2022-01-07 Yongyi Guo , Dominic Coey , Mikael Konutgan , Wenting Li , Chris Schoener , Matt Goldman

Financial event studies, ubiquitous in finance research, typically use linear factor models with known factors to estimate abnormal returns and identify causal effects of information events. This paper demonstrates that when factor models…

Econometrics · Economics 2025-11-20 Paul Goldsmith-Pinkham , Tianshu Lyu

Random effects meta-analysis model is an important tool for integrating results from multiple independent studies. However, the standard model is based on the assumption of normal distributions for both random effects and within-study…

Methodology · Statistics 2024-06-07 Yue Wang , Jianhua Zhao , Fen Jiang , Lei Shi , Jianxin Pan

The inherent ambiguity of cause and effect boundaries poses a challenge in evaluating causal event extraction tasks. Traditional metrics like Exact Match and BertScore poorly reflect model performance, so we trained evaluation models to…

Computation and Language · Computer Science 2024-06-28 Italo Luis da Silva , Hanqi Yan , Lin Gui , Yulan He

We are interested in the estimation of average treatment effects based on right-censored data of an observational study. We focus on causal inference of differences between t-year absolute event risks in a situation with competing risks. We…

It is common to conduct causal inference in matched observational studies by proceeding as though treatment assignments within matched sets are assigned uniformly at random and using this distribution as the basis for inference. This…

Methodology · Statistics 2023-11-14 Samuel D. Pimentel , Yaxuan Huang

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

With increasing data availability, causal effects can be evaluated across different data sets, both randomized controlled trials (RCTs) and observational studies. RCTs isolate the effect of the treatment from that of unwanted (confounding)…

In this paper we study the problems of estimating heterogeneity in causal effects in experimental or observational studies and conducting inference about the magnitude of the differences in treatment effects across subsets of the…

Machine Learning · Statistics 2022-06-08 Susan Athey , Guido Imbens

When treating depression, clinicians are interested in determining the optimal treatment for a given patient, which is challenging given the amount of treatments available. To advance individualized treatment allocation, integrating data…

In epidemiological studies of time-to-event data, a quantity of interest to the clinician and the patient is the risk of an event given a covariate profile. However, methods relying on time matching or risk-set sampling (including Cox…

Methodology · Statistics 2020-09-23 Sahir Rai Bhatnagar , Maxime Turgeon , Jesse Islam , James A. Hanley , Olli Saarela

Randomized controlled trials (RCTs) are widely regarded as the gold standard for causal inference in biomedical research. For instance, when estimating the average treatment effect on the treated (ATT), a doubly robust estimation procedure…

Methodology · Statistics 2025-09-26 Chi-Shian Dai , Chao Ying , Yang Ning , Jiwei Zhao

Meta-analysis allows rigorous aggregation of estimates and uncertainty across multiple studies. When a given study reports multiple estimates, such as log odds ratios (ORs) or log relative risks (RRs) across exposure groups, accounting for…

Methodology · Statistics 2024-07-02 Alexander Johnson-Vázquez , Alexander W. Hsu , Peng Zheng , Aleksandr Aravkin