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Empirical studies using Regression Discontinuity (RD) designs often explore heterogeneous treatment effects based on pretreatment covariates, even though no formal statistical methods exist for such analyses. This has led to the widespread…

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

Epidemiological research supports an association between maternal exposure to air pollution during pregnancy and adverse children's health outcomes. Advances in exposure assessment and statistics allow for estimation of both critical…

Recent years, large scale clinical data like patient surveys and medical record data are playing an increasing role in medical data science. These large-scale clinical data, collectively referred to as "real-world data (RWD)". It is…

Methodology · Statistics 2024-02-23 Guanwenqing He , Ke Wan , Kazushi Maruo , Toshio Shimokawa

Heterogeneous treatment effects are of major interest in economics. For example, a poverty reduction measure would be best evaluated by its effects on those who would be poor in the absence of the treatment, or by the share among the poor…

Econometrics · Economics 2025-08-07 Tetsuya Kaji , Jianfei Cao

An important task in drug development is to identify patients, which respond better or worse to an experimental treatment. Identifying predictive covariates, which influence the treatment effect and can be used to define subgroups of…

Methodology · Statistics 2018-11-27 Marius Thomas , Björn Bornkamp , Katja Ickstadt

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

Patients in clinical studies often exhibit heterogeneous treatment effect (HTE). Classical subgroup analyses provide inferential tools to test for effect modification, while modern machine learning methods estimate the Conditional Average…

Applications · Statistics 2026-01-05 Nan Miles Xi , Xin Huang , Lin Wang

The difference-in-differences (DID) design is one of the most popular methods used in empirical economics research. However, there is almost no work examining what the DID method identifies in the presence of a misclassified treatment…

Econometrics · Economics 2026-05-01 Augustine Denteh , Désiré Kédagni

Longitudinal data tracking repeated measurements on individuals are highly valued for research because they offer controls for unmeasured individual heterogeneity that might otherwise bias results. Random effects or mixed models approaches,…

Applications · Statistics 2009-09-29 J. R. Lockwood , Daniel F. McCaffrey

INTRODUCTION: The pharmacological treatment of Major Depressive Disorder (MDD) relies on a trial-and-error approach. We introduce an artificial intelligence (AI) model aiming to personalize treatment and improve outcomes, which was deployed…

The empirical literature on program evaluation limits its scope almost exclusively to models where treatment effects are homogenous for observationally identical individuals. This paper considers a treatment effect model in which treatment…

Methodology · Statistics 2019-02-20 Jason Abrevaya , Haiqing Xu

In this paper, we describe a computational implementation of the Synthetic difference-in-differences (SDID) estimator of Arkhangelsky et al. (2021) for Stata. Synthetic difference-in-differences can be used in a wide class of circumstances…

Econometrics · Economics 2023-02-14 Damian Clarke , Daniel Pailañir , Susan Athey , Guido Imbens

To estimate the dynamic effects of an absorbing treatment, researchers often use two-way fixed effects regressions that include leads and lags of the treatment. We show that in settings with variation in treatment timing across units, the…

Econometrics · Economics 2020-09-24 Liyang Sun , Sarah Abraham

We propose a double/debiased machine learning framework to estimate average derivative effects in nonparametric panel models with two-way fixed effects. It extends instrumental variable methods to panel settings, handles continuous…

Methodology · Statistics 2026-05-19 Peikai Wu , Kuan Sun , Zhiguo Xiao

In comparative effectiveness research, treated and control patients might have a different start of follow-up as treatment is often started later in the disease trajectory. This typically occurs when data from treated and controls are not…

Methodology · Statistics 2024-06-10 Rik van Eekelen , Patrick M. M. Bossuyt , Nan van Geloven

Mobile health is a rapidly developing field in which behavioral treatments are delivered to individuals via wearables or smartphones to facilitate health-related behavior change. Micro-randomized trials (MRT) are an experimental design for…

Methodology · Statistics 2019-05-13 Tianchen Qian , Predrag Klasnja , Susan A. Murphy

Heterogeneous treatment effects (HTEs) are increasingly estimated using machine learning models that produce highly personalized predictions of treatment effects. In practice, however, predicted treatment effects are rarely interpreted,…

There is growing interest in estimating and analyzing heterogeneous treatment effects in experimental and observational studies. We describe a number of meta-algorithms that can take advantage of any supervised learning or regression method…

Statistics Theory · Mathematics 2019-06-18 Sören R. Künzel , Jasjeet S. Sekhon , Peter J. Bickel , Bin Yu

Federated learning enables multiple institutions to collaboratively train machine learning models on their local data in a privacy-preserving way. However, its distributed nature often leads to significant heterogeneity in data…

Machine Learning · Computer Science 2021-07-20 Liangqiong Qu , Niranjan Balachandar , Daniel L Rubin