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Treatment effect estimation involves assessing the impact of different treatments on individual outcomes. Current methods estimate Conditional Average Treatment Effect (CATE) using observational datasets where covariates are collected…

Machine Learning · Computer Science 2025-02-10 Lokesh Nagalapatti , Pranava Singhal , Avishek Ghosh , Sunita Sarawagi

Consider a setup in which a decision maker is informed about the population by a finite sample and based on that sample has to decide whether or not to apply a certain treatment. We work out finite sample minimax regret treatment rules…

Econometrics · Economics 2026-01-08 Patrik Guggenberger , Nihal Mehta , Nikita Pavlov

Conditional effects are commonly used measures for understanding how treatment effects vary across different groups, and are often used to target treatments/interventions to groups who benefit most. In this work we review existing methods…

Machine Learning · Statistics 2026-04-14 Jiacheng Ge , Iván Díaz

Many applications of causal inference require using treatment effects estimated on a study population to make decisions in a separate target population. We consider the challenging setting where there are covariates that are observed in the…

Machine Learning · Computer Science 2024-10-22 Khurram Yamin , Vibhhu Sharma , Ed Kennedy , Bryan Wilder

Adaptive designs are commonly used in clinical and drug development studies for optimum utilization of available resources. In this article, we consider the problem of estimating the effect of the selected (better) treatment using a…

Statistics Theory · Mathematics 2023-01-24 Masihuddin , Neeraj Misra

In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment effects including local average (LATE) and local quantile treatment effects (LQTE) in data-rich environments. We can handle very many…

Statistics Theory · Mathematics 2018-01-08 Alexandre Belloni , Victor Chernozhukov , Ivan Fernández-Val , Christian Hansen

There are a number of available methods for selecting whom to prioritize for treatment, including ones based on treatment effect estimation, risk scoring, and hand-crafted rules. We propose rank-weighted average treatment effect (RATE)…

Methodology · Statistics 2023-11-30 Steve Yadlowsky , Scott Fleming , Nigam Shah , Emma Brunskill , Stefan Wager

This study designs an adaptive experiment for efficiently estimating average treatment effects (ATEs). In each round of our adaptive experiment, an experimenter sequentially samples an experimental unit, assigns a treatment, and observes…

Methodology · Statistics 2024-06-21 Masahiro Kato , Akihiro Oga , Wataru Komatsubara , Ryo Inokuchi

Many statistical estimands can expressed as continuous linear functionals of a conditional expectation function. This includes the average treatment effect under unconfoundedness and generalizations for continuous-valued and personalized…

Methodology · Statistics 2020-11-23 David A. Hirshberg , Stefan Wager

For counterfactual policy evaluation, it is important to ensure that treatment parameters are relevant to policies in question. This is especially challenging under unobserved heterogeneity, as is well featured in the definition of the…

Econometrics · Economics 2023-08-08 Sukjin Han , Shenshen Yang

We investigate the problem of machine learning-based (ML) predictive inference on individual treatment effects (ITEs). Previous work has focused primarily on developing ML-based meta-learners that can provide point estimates of the…

Machine Learning · Computer Science 2023-08-30 Ahmed Alaa , Zaid Ahmad , Mark van der Laan

Treatment effect estimation is a fundamental problem in causal inference. We focus on designing efficient randomized controlled trials, to accurately estimate the effect of some treatment on a population of $n$ individuals. In particular,…

Machine Learning · Computer Science 2022-10-14 Raghavendra Addanki , David Arbour , Tung Mai , Cameron Musco , Anup Rao

Motivated by applications in precision medicine and treatment effect heterogeneity, recent research has focused on estimating conditional average treatment effects (CATEs) using machine learning (ML). CATE estimates may represent…

Methodology · Statistics 2025-12-30 Oliver J. Hines , Karla Diaz-Ordaz , Stijn Vansteelandt

When the Stable Unit Treatment Value Assumption is violated and there is interference among units, there is not a uniquely defined Average Treatment Effect, and alternative estimands may be of interest. Among these are average unit-level…

Methodology · Statistics 2025-06-30 Molly Offer-Westort , Drew Dimmery

We propose a model averaging approach, combined with a partition and matching method to estimate the conditional average treatment effects under heteroskedastic error settings. The proposed approach has asymptotic optimality and consistency…

Methodology · Statistics 2024-12-17 Pengfei Shi , Xinyu Zhang , Wei Zhong

This paper studies identification of the local average and marginal treatment effects (LATE and MTE) with a misclassified binary treatment variable. We derive bounds on the (generalized) LATE and exploit its relationship with the MTE to…

Econometrics · Economics 2024-09-27 Santiago Acerenza , Kyunghoon Ban , Désiré Kédagni

Randomization tests are widely used to generate finite-sample valid $p$-values for causal inference on experimental data. However, when applied to subgroup analysis, these tests may lack power due to small subgroup sizes. Incorporating a…

Methodology · Statistics 2025-08-01 Yao Zhang , Zijun Gao

In multi-site randomized trials with many sites and few randomization units per site, an Empirical-Bayes estimator can be used to estimate the variance of the treatment effect across sites. When this estimator indicates that treatment…

Econometrics · Economics 2024-12-12 Clément de Chaisemartin , Antoine Deeb

This paper provides a set of methods for quantifying the robustness of treatment effects estimated using the unconfoundedness assumption (also known as selection on observables or conditional independence). Specifically, we estimate and do…

Econometrics · Economics 2021-01-01 Matthew A. Masten , Alexandre Poirier , Linqi Zhang

Machine learning (ML) estimates of conditional average treatment effects (CATE) can guide policy decisions, either by allowing targeting of individuals with beneficial CATE estimates, or as inputs to decision trees that optimise overall…

Econometrics · Economics 2023-10-04 Julia Hatamyar , Noemi Kreif