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While randomised controlled trials (RCTs) are the gold standard for estimating causal treatment effects, their limited sample sizes and restrictive criteria make it difficult to extrapolate to a broader population. Observational data, while…

Methodology · Statistics 2025-09-09 Stephanie Riley , Ricardo Silva , Matthew Sperrin

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…

Econometrics · Economics 2020-07-10 Phillip Heiler

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

Micro-randomized trials (MRTs) are increasingly used to evaluate mobile health interventions with binary proximal outcomes. Standard inverse probability weighting (IPW) estimators are unbiased but unstable in small samples or under extreme…

Methodology · Statistics 2025-10-10 Jinho Cha , Eunchan Cha

Estimating the causal effect of a treatment on the entire response distribution is an important yet challenging task. For instance, one might be interested in how a pension plan affects not only the average savings among all individuals but…

Methodology · Statistics 2024-08-07 Lucas Kook , Niklas Pfister

We develop flexible, semiparametric estimators of the average treatment effect (ATE) transported to a new population ("target population") that offer potential efficiency gains. Transport may be of value when the ATE may differ across…

Methodology · Statistics 2024-06-07 Kara E. Rudolph , Nicholas T. Williams , Elizabeth A. Stuart , Ivan Diaz

Causal inference problems have remained an important research topic over the past several decades due to their general applicability in assessing a treatment effect in many different real-world settings. In this paper, we propose two…

Methodology · Statistics 2024-01-17 Jingyue Huang , Changbao Wu , Leilei Zeng

In this paper, we propose a robust method to estimate the average treatment effects in observational studies when the number of potential confounders is possibly much greater than the sample size. We first use a class of penalized…

Methodology · Statistics 2018-12-21 Yang Ning , Sida Peng , Kosuke Imai

We study the problem of estimating the average treatment effect (ATE) under sequentially adaptive treatment assignment mechanisms. In contrast to classical completely randomized designs, we consider a setting in which the probability of…

Statistics Theory · Mathematics 2026-05-12 Saikat Sengupta , Koulik Khamaru , Suvrojit Ghosh , Tirthankar Dasgupta

Continuous control Deep Reinforcement Learning (RL) approaches are known to suffer from estimation biases, leading to suboptimal policies. This paper introduces innovative methods in RL, focusing on addressing and exploiting estimation…

Machine Learning · Computer Science 2024-10-14 Niccolò Turcato , Alberto Sinigaglia , Alberto Dalla Libera , Ruggero Carli , Gian Antonio Susto

The policy relevant treatment effect (PRTE) measures the average effect of switching from a status-quo policy to a counterfactual policy. Estimation of the PRTE involves estimation of multiple preliminary parameters, including propensity…

Econometrics · Economics 2020-07-17 Yuya Sasaki , Takuya Ura

This article develops a covariate balancing approach for the estimation of treatment effects on the treated (ATT) in a difference-in-differences (DID) research design when panel data are available. We show that the proposed covariate…

Econometrics · Economics 2025-08-05 Junjie Li , Yukitoshi Matsushita

Regression discontinuity designs are frequently used to estimate the causal effect of election outcomes and policy interventions. In these contexts, treatment effects are typically estimated with covariates included to improve efficiency.…

Applications · Statistics 2020-05-06 L. Jason Anastasopoulos

Background: Randomized controlled trials are often used to inform policy and practice for broad populations. The average treatment effect (ATE) for a target population, however, may be different from the ATE observed in a trial if there are…

We consider estimation of average treatment effects given observational data with high-dimensional pretreatment variables. Existing methods for this problem typically assume some form of sparsity for the regression functions. In this work,…

Methodology · Statistics 2024-04-12 Yuhao Wang , Rajen D. Shah

This paper studies estimation of causal effects in a panel data setting. We introduce a new estimator, the Triply RObust Panel (TROP) estimator, that combines (i) a flexible model for the potential outcomes based on a low-rank factor…

Methodology · Statistics 2026-02-11 Susan Athey , Guido Imbens , Zhaonan Qu , Davide Viviano

Recent research in causal inference under network interference has explored various experimental designs and estimation techniques to address this issue. However, existing methods, which typically rely on single experiments, often reach a…

Methodology · Statistics 2025-03-10 Qianyi Chen , Bo Li

Randomized controlled trials (RCTs) face inherent limitations, such as ethical or resource constraints, which lead to a limited number of study participants. To address these limitations, recent research endeavors have sought to incorporate…

Methodology · Statistics 2025-02-20 Peijin Wang , Hwanhee Hong , Kyungeun Jeon , Laine Elliott Thomas

Precision medicine seeks to match patients with treatments that produce the greatest benefit. The Predicted Individual Treatment Effect (PITE)-the difference between predicted outcomes under treatment and control-quantifies this benefit but…

Applications · Statistics 2026-02-09 Pamela M. Chiroque-Solano , M Lee Van Horn , Thomas Jaki

To address the bias of the canonical two-way fixed effects estimator for difference-in-differences under staggered adoptions, Wooldridge (2021) proposed the extended two-way fixed effects estimator, which adds many parameters. However, this…

Econometrics · Economics 2025-04-08 Gregory Faletto
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