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In many situations, researchers are interested in identifying dynamic effects of an irreversible treatment with a time-invariant binary instrumental variable (IV). For example, in evaluations of dynamic effects of training programs with a…

Econometrics · Economics 2025-01-28 Bruno Ferman , Otávio Tecchio

From personalised medicine to targeted advertising, it is an inherent task to provide a sequence of decisions with historical covariates and outcome data. This requires understanding of both the dynamics and heterogeneity of treatment…

Methodology · Statistics 2022-06-22 Oscar Hernan Madrid Padilla , Yi Yu

This paper proposes semi-instrumental variables (semi-IVs) as an alternative to instrumental variables (IVs) to identify the causal effect of a binary (or discrete) endogenous treatment. A semi-IV is a less restrictive form of instrument:…

Econometrics · Economics 2025-09-23 Christophe Bruneel-Zupanc

For counterfactual policy evaluation, it is important to ensure that treatment parameters are relevant to policies in question. This is especially challenging under unobserved heterogeneity, as is well featured in the definition of the…

Econometrics · Economics 2023-08-08 Sukjin Han , Shenshen Yang

This paper considers identification and estimation of the causal effect of the time Z until a subject is treated on a survival outcome T. The treatment is not randomly assigned, T is randomly right censored by a random variable C and the…

Statistics Theory · Mathematics 2022-12-20 Jad Beyhum , Samuele Centorrino , Jean-Pierre Florens , Ingrid Van Keilegom

In personalised decision making, evidence is required to determine whether an action (treatment) is suitable for an individual. Such evidence can be obtained by modelling treatment effect heterogeneity in subgroups. The existing…

Methodology · Statistics 2022-06-24 Jiuyong Li , Lin Liu , Shisheng Zhang , Saisai Ma , Thuc Duy Le , Jixue Liu

Understanding the effect of a particular treatment or a policy pertains to many areas of interest, ranging from political economics, marketing to healthcare. In this paper, we develop a non-parametric algorithm for detecting the effects of…

Methodology · Statistics 2022-08-24 Davide Viviano , Jelena Bradic

We consider the problem of partial identification, the estimation of bounds on the treatment effects from observational data. Although studied using discrete treatment variables or in specific causal graphs (e.g., instrumental variables),…

Machine Learning · Computer Science 2022-10-18 Vahid Balazadeh , Vasilis Syrgkanis , Rahul G. Krishnan

This paper examines the identification power of instrumental variables (IVs) for average treatment effect (ATE) in partially identified models. We decompose the ATE identification gains into components of contributions driven by IV…

Econometrics · Economics 2022-09-07 Lina Zhang , David T. Frazier , D. S. Poskitt , Xueyan Zhao

Instrumental variable (IV) methods are widely used to infer treatment effects in the presence of unmeasured confounding. In this paper, we study nonparametric inference with an IV under a separable binary treatment choice model, which…

Methodology · Statistics 2026-02-03 Chan Park , Eric Tchetgen Tchetgen

Statistical inference of heterogeneous treatment effects (HTEs) across predefined subgroups is challenging when units interact because treatment effects may vary by pre-treatment variables, post-treatment exposure variables (that measure…

Econometrics · Economics 2024-10-02 Julius Owusu

Treatment effect heterogeneity is central to policy evaluation, social science, and precision medicine, where interventions can affect individuals differently. In observational studies, covariates, treatment, and outcomes are often only…

Methodology · Statistics 2026-02-24 Shuozhi Zuo , Yixin Wang , Fan Yang

This paper provides a new approach for identifying and estimating the Average Treatment Effect on the Treated under a linear factor model that allows for multiple time-varying unobservables. Unlike the majority of the literature on…

Econometrics · Economics 2025-03-28 Koki Fusejima , Takuya Ishihara

Accurately predicting conditional average treatment effects (CATEs) is crucial in personalized medicine and digital platform analytics. Since the treatments of interest often cannot be directly randomized, observational data is leveraged to…

Methodology · Statistics 2024-11-05 Miruna Oprescu , Nathan Kallus

Dynamic treatment regimes are sequential decision rules that adapt treatment according to individual time-varying characteristics and outcomes to achieve optimal effects, with applications in precision medicine, personalized…

Methodology · Statistics 2025-10-24 Yuanshan Gao , Yang Bai , Yifan Cui

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 many social, behavioral, and biomedical sciences, treatment effect estimation is a crucial step in understanding the impact of an intervention, policy, or treatment. In recent years, an increasing emphasis has been placed on…

Methodology · Statistics 2024-10-10 Xinhai Zhang , Xingye Qiao

Estimating the conditional average treatment effect (CATE) from observational data is relevant for many applications such as personalized medicine. Here, we focus on the widespread setting where the observational data come from multiple…

Machine Learning · Computer Science 2024-06-05 Jonas Schweisthal , Dennis Frauen , Mihaela van der Schaar , Stefan Feuerriegel

As an important problem in causal inference, we discuss the estimation of treatment effects (TEs). Representing the confounder as a latent variable, we propose Intact-VAE, a new variant of variational autoencoder (VAE), motivated by the…

Machine Learning · Statistics 2022-04-22 Pengzhou Wu , Kenji Fukumizu

Individuals often respond differently to identical treatments, and characterizing such variability in treatment response is an important aim in the practice of personalized medicine. In this article, we describe a non-parametric accelerated…

Methodology · Statistics 2017-06-22 Nicholas C. Henderson , Thomas A. Louis , Gary L. Rosner , Ravi Varadhan