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The problem of regression extrapolation, or out-of-distribution generalization, arises when predictions are required at test points outside the range of the training data. In such cases, the non-parametric guarantees for regression methods…

Methodology · Statistics 2024-10-31 Gloria Buriticá , Sebastian Engelke

The ICH E9(R1) Addendum (International Council for Harmonization 2019) suggests treatment-policy as one of several strategies for addressing intercurrent events such as treatment withdrawal when defining an estimand. This strategy requires…

Methodology · Statistics 2023-08-28 Suzie Cro , James H Roger , James R Carpenter

Estimating an individual's potential outcomes under counterfactual treatments is a challenging task for traditional causal inference and supervised learning approaches when the outcome is high-dimensional (e.g. gene expressions, impulse…

Machine Learning · Statistics 2025-02-13 Yulun Wu , Layne C. Price , Zichen Wang , Vassilis N. Ioannidis , Robert A. Barton , George Karypis

When choosing estimands and estimators in randomized clinical trials, caution is warranted as intercurrent events, such as - due to patients who switch treatment after disease progression, are often extreme. Statistical analyses may then…

Applications · Statistics 2023-03-13 Hege Michiels , An Vandebosch , Stijn Vansteelandt

We propose a sensitivity analysis for Synthetic Control (SC) treatment effect estimates to interrogate the assumption that the SC method is well-specified, namely that choosing weights to minimize pre-treatment prediction error yields…

Econometrics · Economics 2021-02-23 Billy Ferguson , Brad Ross

The regression discontinuity (RD) design is a quasi-experimental design that estimates the causal effects of a treatment by exploiting naturally occurring treatment rules. It can be applied in any context where a particular treatment or…

Two broad positions within statistics define a treatment effect, on the one hand, as a parameter of a statistical model, and on the other, as an appropriate population-level difference in outcomes or counterfactual outcomes under the…

Other Statistics · Statistics 2026-01-23 Heather Battey , Charlotte Edgar

The estimation of causal effects using quasiexperiments often relies on the use of unusual or serendipitous sources of exogenous variation. When the goal is estimating the same causal effects across many different settings, the same unusual…

Econometrics · Economics 2026-05-26 Nick Huntington-Klein

Counterfactuals are central in causal human reasoning and the scientific discovery process. The uplift, also called conditional average treatment effect, measures the causal effect of some action, or treatment, on the outcome of an…

Machine Learning · Computer Science 2025-12-10 Théo Verhelst , Denis Mercier , Jeevan Shrestha , Gianluca Bontempi

Propensity score trimming, which discards subjects with propensity scores below a threshold, is a common way to address positivity violations that complicate causal effect estimation. However, most works on trimming assume treatment is…

Methodology · Statistics 2024-07-31 Zach Branson , Edward H. Kennedy , Sivaraman Balakrishnan , Larry Wasserman

We consider causal inference in dynamic settings where treatment is assigned by thresholding a state variable that can change over time. There is a large literature on regression-discontinuity methods building on the fact that, in the…

Methodology · Statistics 2026-05-25 Aditya Ghosh , Stefan Wager

This article introduces Regression Discontinuity Design (RDD) with Distribution-Valued Outcomes (R3D), extending the standard RDD framework to settings where the outcome is a distribution rather than a scalar. Such settings arise when…

Econometrics · Economics 2025-04-08 David Van Dijcke

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

Structural models that admit multiple reduced forms, such as game-theoretic models with multiple equilibria, pose challenges in practice, especially when parameters are set-identified and the identified set is large. In such cases,…

Econometrics · Economics 2021-01-29 Nathan Canen , Kyungchul Song

We propose a nonlinear difference-in-differences method to estimate multivariate counterfactual distributions in classical treatment and control study designs with observational data. Our approach sheds a new light on existing approaches…

Methodology · Statistics 2024-03-11 William Torous , Florian Gunsilius , Philippe Rigollet

Estimating individual-level treatment effect from observational data is a fundamental problem in causal inference and has attracted increasing attention in the fields of education, healthcare, and public policy.In this work, we concentrate…

Machine Learning · Computer Science 2025-07-10 Hui Meng , Keping Yang , Xuyu Peng , Bo Zheng

When we interpret linear regression as estimating causal effects justified by quasi-experimental treatment variation, what do we mean? This paper formalizes a minimal criterion for quasi-experimental interpretation and characterizes its…

Econometrics · Economics 2026-01-21 Jiafeng Chen

Regression discontinuity (RD) designs are often interpreted as local randomized experiments: a RD design can be considered as a randomized experiment for units with a realized value of a so-called forcing variable falling around a pre-fixed…

Applications · Statistics 2015-07-16 Fan Li , Alessandra Mattei , Fabrizia Mealli

Regression Discontinuity Design (RDD) is a popular framework for estimating a causal effect in settings where treatment is assigned if an observed covariate exceeds a fixed threshold. We consider estimation and inference in the common…

Statistics Theory · Mathematics 2025-04-16 Kevin Tao , Y. Samuel Wang , David Ruppert

The main challenge of offline reinforcement learning, where data is limited, arises from a sequence of counterfactual reasoning dilemmas within the realm of potential actions: What if we were to choose a different course of action? These…

Machine Learning · Computer Science 2024-05-22 Yao Liu , Pratik Chaudhari , Rasool Fakoor
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