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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

Kernel matching is a widely used technique for estimating treatment effects, particularly valuable in observational studies where randomized controlled trials are not feasible. While kernel-matching approaches have demonstrated practical…

Methodology · Statistics 2025-12-11 Chong Ding , Zheng Li , Hon Keung Tony Ng , Wei Gao

When a parameter of interest is defined to be a nondifferentiable transform of a regular parameter, the parameter does not have an influence function, rendering the existing theory of semiparametric efficient estimation inapplicable.…

Statistics Theory · Mathematics 2022-01-06 Kyungchul Song

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

Accumulated Local Effect (ALE) is a method for accurately estimating feature effects, overcoming fundamental failure modes of previously-existed methods, such as Partial Dependence Plots. However, ALE's approximation, i.e. the method for…

Machine Learning · Computer Science 2022-10-11 Vasilis Gkolemis , Theodore Dalamagas , Christos Diou

The average treatment effect (ATE) is popularly used to assess the treatment effect. However, the ATE implicitly assumes a homogenous treatment effect even amongst individuals with different characteristics. In this paper, we mainly focus…

Methodology · Statistics 2016-03-10 Yunjian Yin , Lan Liu , Zhi Geng

Patients often discontinue treatment in a clinical trial because their health condition is not improving. Consequently, the patients still in the study at the end of the trial have better health outcomes on average than the initial patient…

Methodology · Statistics 2022-06-06 Alex Ocampo , Heinz Schmidli , Peter Quarg , Francesca Callegari , Marcello Pagano

We offer a non-parametric plug-in estimator for an important measure of treatment effect variability and provide minimum conditions under which the estimator is asymptotically efficient. The stratum specific treatment effect function or…

Methodology · Statistics 2018-12-27 Jonathan Levy , Mark van der Laan , Alan Hubbard , Romain Pirracchio

We study how to efficiently estimate average treatment effects (ATEs) using adaptive experiments. In adaptive experiments, experimenters sequentially assign treatments to experimental units while updating treatment assignment probabilities…

Machine Learning · Statistics 2025-02-21 Masahiro Kato , Takuya Ishihara , Junya Honda , Yusuke Narita

Since the average treatment effect (ATE) measures the change in social welfare, even if positive, there is a risk of negative effect on, say, some 10% of the population. Assessing such risk is difficult, however, because any one individual…

Methodology · Statistics 2022-07-20 Nathan Kallus

We develop point-identification for the local average treatment effect when the binary treatment contains a measurement error. The standard instrumental variable estimator is inconsistent for the parameter since the measurement error is…

Econometrics · Economics 2018-04-11 Takahide Yanagi

Experiments that use covariate adaptive randomization (CAR) are commonplace in applied economics and other fields. In such experiments, the experimenter first stratifies the sample according to observed baseline covariates and then assigns…

Econometrics · Economics 2023-05-16 Ahnaf Rafi

While randomized trials may be the gold standard for evaluating the effectiveness of the treatment intervention, in some special circumstances, single-arm clinical trials utilizing external control may be considered. The causal treatment…

Methodology · Statistics 2025-05-26 Huan Wang , Fei Wu , Yeh-Fong Chen

In this paper we study treatment assignment rules in the presence of social interaction. We construct an analytical framework under the anonymous interaction assumption, where the decision problem becomes choosing a treatment fraction. We…

Econometrics · Economics 2022-11-11 Seungjin Han , Julius Owusu , Youngki Shin

We consider challenges that arise in the estimation of the mean outcome under an optimal individualized treatment strategy defined as the treatment rule that maximizes the population mean outcome, where the candidate treatment rules are…

Statistics Theory · Mathematics 2016-03-25 Alexander R. Luedtke , Mark J. van der Laan

Studies often report estimates of the average treatment effect. While the ATE summarizes the effect of a treatment on average, it does not provide any information about the effect of treatment within any individual. A treatment strategy…

Methodology · Statistics 2025-06-13 Nicholas T. Williams , Katherine L. Hoffman Iván Díaz , Kara E. Rudolph

Policy-Relevant Treatment Effects (PRTEs) are generally not point-identified under standard Instrumental Variable (IV) assumptions when the instrument generates limited support in treatment propensity. We show that PRTE partial…

Methodology · Statistics 2026-04-28 Jiyuan Tan , Jose Blanchet , Vasilis Syrgkanis

For observational studies, we study the sensitivity of causal inference when treatment assignments may depend on unobserved confounders. We develop a loss minimization approach for estimating bounds on the conditional average treatment…

Methodology · Statistics 2022-03-11 Steve Yadlowsky , Hongseok Namkoong , Sanjay Basu , John Duchi , Lu Tian

The Average Treatment Effect on the Treated (ATT) is a common causal parameter defined as the average effect of a binary treatment among the subset of the population receiving treatment. We propose a novel family of parameters, Generalized…

Methodology · Statistics 2024-10-28 Herbert Susmann , Nicholas T. Williams , Kara E. Rudolph , Iván Díaz

We propose a method for defining, identifying, and estimating the marginal treatment effect (MTE) without imposing the instrumental variable (IV) assumptions of independence, exclusion, and separability (or monotonicity). Under a new…

Econometrics · Economics 2026-03-02 Zhewen Pan , Zhengxin Wang , Junsen Zhang , Yahong Zhou