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Given the unconfoundedness assumption, we propose new nonparametric estimators for the reduced dimensional conditional average treatment effect (CATE) function. In the first stage, the nuisance functions necessary for identifying CATE are…

Econometrics · Economics 2021-07-26 Qingliang Fan , Yu-Chin Hsu , Robert P. Lieli , Yichong Zhang

We consider the problem of estimating the average treatment effect (ATE) in a semi-supervised learning setting, where a very small proportion of the entire set of observations are labeled with the true outcome but features predictive of the…

Methodology · Statistics 2020-10-27 David Cheng , Ashwin Ananthakrishnan , Tianxi Cai

Dynamic treatment regimes are of growing interest across the clinical sciences as these regimes provide one way to operationalize and thus inform sequential personalized clinical decision making. A dynamic treatment regime is a sequence of…

Methodology · Statistics 2013-11-27 Eric B. Laber , Min Qian , Dan J. Lizotte , William E. Pelham , Susan A. Murphy

Taking a multidimensional time-homogeneous dynamical system and adding a randomly perturbed time-dependent deterministic signal to some of its components gives rise to a high-dimensional system of stochastic differential equations which is…

Statistics Theory · Mathematics 2019-08-02 Simon Holbach

In cluster randomized controlled trials (CRCT) with a finite populations, the exact design-based variance of the Horvitz-Thompson (HT) estimator for the average treatment effect (ATE) depends on the joint distribution of unobserved…

Econometrics · Economics 2025-12-17 Yue Fang , Geert Ridder

We consider estimation of the target population average treatment effect (TATE) when outcome information is unavailable. Instead, we observe the outcome in multiple source populations and wish to combine the treatment effects therein to…

Methodology · Statistics 2025-05-16 Zehao Su , Helene Charlotte Rytgaard , Henrik Ravn , Frank Eriksson

We provide theoretical results for the estimation and inference of a class of welfare and value functionals of the nonparametric conditional average treatment effect (CATE) function under optimal treatment assignment, i.e., treatment is…

Econometrics · Economics 2025-10-30 Xiaohong Chen , Zhenxiao Chen , Wayne Yuan Gao

State statistics of linear systems satisfy certain structural constraints that arise from the underlying dynamics and the directionality of input disturbances. In the present paper we study the problem of completing partially known state…

Optimization and Control · Mathematics 2017-05-16 Armin Zare , Yongxin Chen , Mihailo R. Jovanović , Tryphon T. Georgiou

The effect of the full treatment is a primary parameter of interest in policy evaluation, while often only the effect of a subset of treatment is estimated. We partially identify the local average treatment effect of receiving full…

Econometrics · Economics 2023-06-13 Didier Nibbering , Matthijs Oosterveen

In order to evaluate the impact of a policy intervention on a group of units over time, it is important to correctly estimate the average treatment effect (ATE) measure. Due to lack of robustness of the existing procedures of estimating ATE…

Methodology · Statistics 2022-12-20 Sayoni Roychowdhury , Indrila Ganguly , Abhik Ghosh

The conditional average treatment effect (CATE) is frequently estimated to refute the homogeneous treatment effect assumption. Under this assumption, all units making up the population under study experience identical benefit from a given…

While sample sizes in randomized clinical trials are large enough to estimate the average treatment effect well, they are often insufficient for estimation of treatment-covariate interactions critical to studying data-driven precision…

Machine Learning · Statistics 2020-04-22 Steve Yadlowsky , Fabio Pellegrini , Federica Lionetto , Stefan Braune , Lu Tian

Objectives: Highly flexible nonparametric estimators have gained popularity in causal inference and epidemiology. Popular examples of such estimators include targeted maximum likelihood estimators (TMLE) and double machine learning (DML).…

Methodology · Statistics 2024-08-20 Hongxiang Qiu

Recent literature proposes combining short-term experimental and long-term observational data to provide alternatives to conventional observational studies for the identification of long-term average treatment effects (LTEs). This paper…

Econometrics · Economics 2026-03-20 Filip Obradović

A two-stage adaptive optimal design is an attractive option for increasing the efficiency of clinical trials. In these designs, based on interim data, the locally optimal dose is chosen for further exploration, which induces dependencies…

Methodology · Statistics 2019-05-24 Zhantao Lin , Nancy Flournoy , William F. Rosenberger

In many settings, a decision-maker wishes to learn a rule, or policy, that maps from observable characteristics of an individual to an action. Examples include selecting offers, prices, advertisements, or emails to send to consumers, as…

Machine Learning · Statistics 2018-11-20 Zhengyuan Zhou , Susan Athey , Stefan Wager

Outcome-dependent sampling designs are extensively utilized in various scientific disciplines, including epidemiology, ecology, and economics, with retrospective case-control studies being specific examples of such designs. Additionally, if…

Methodology · Statistics 2023-09-22 Min Zeng , Zeyang Jia , Zijian Sui , Jinfeng Xu , Hong Zhang

Accumulated Local Effects (ALE) is a widely-used explainability method for isolating the average effect of a feature on the output, because it handles cases with correlated features well. However, it has two limitations. First, it does not…

Machine Learning · Computer Science 2023-09-21 Vasilis Gkolemis , Theodore Dalamagas , Eirini Ntoutsi , Christos Diou

To estimate the causal effect of an endogenous treatment using clustered data, the canonical two-stage least squares (2sls) estimates a linear regression of the outcome on treatment status using an instrumental variable (IV) and conducts…

Methodology · Statistics 2026-04-03 Anqi Zhao , Peng Ding , Fan Li

Many causal estimands, such as average treatment effects under unconfoundedness, can be written as continuous linear functionals of an unknown regression function. We study a weighting estimator that sets weights by a minimax procedure:…

Econometrics · Economics 2025-10-21 Jing Kong
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