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This paper extends the identification results in Nevo and Rosen (2012) to nonparametric models. We derive nonparametric bounds on the average treatment effect when an imperfect instrument is available. As in Nevo and Rosen (2012), we assume…

Econometrics · Economics 2021-10-01 Kyunghoon Ban , Désiré Kédagni

In recent years, there has been a growing interest in the prediction of individualized treatment effects. While there is a rapidly growing literature on the development of such models, there is little literature on the evaluation of their…

Methodology · Statistics 2023-12-22 J Hoogland , O Efthimiou , TL Nguyen , TPA Debray

The instrumental variable method is a prominent approach to recover under certain conditions, valid inference about a treatment causal effect even when unmeasured confounding might be present. In a groundbreaking paper, Imbens and Angrist…

Methodology · Statistics 2025-08-13 Eric J Tchetgen Tchetgen

Difference-in-differences is based on a parallel trends assumption, which states that changes over time in average potential outcomes are independent of treatment assignment, possibly conditional on covariates. With time-varying treatments,…

Methodology · Statistics 2024-06-25 Nicholas Illenberger , Iván Díaz , Audrey Renson

Conventional causal estimands, such as the average treatment effect (ATE), capture how the mean outcome in a population or subpopulation would change if all units were assigned to treatment versus control. Real-world policy changes,…

Methodology · Statistics 2025-12-12 Xiang Zhou , Aleksei Opacic

Many applications of causal inference require using treatment effects estimated on a study population to make decisions in a separate target population. We consider the challenging setting where there are covariates that are observed in the…

Machine Learning · Computer Science 2024-10-22 Khurram Yamin , Vibhhu Sharma , Ed Kennedy , Bryan Wilder

The estimation of average treatment effects (ATEs), defined as the difference in expected outcomes between treatment and control groups, is a central topic in causal inference. This study develops semiparametric efficient estimators for ATE…

Machine Learning · Computer Science 2025-05-29 Masahiro Kato , Fumiaki Kozai , Ryo Inokuchi

Individualized treatment rules (ITRs) are considered a promising recipe to deliver better policy interventions. One key ingredient in optimal ITR estimation problems is to estimate the average treatment effect conditional on a subject's…

Methodology · Statistics 2021-03-16 Hongming Pu , Bo Zhang

The sequential treatment decisions made by physicians to treat chronic diseases are formalized in the statistical literature as dynamic treatment regimes. To date, methods for dynamic treatment regimes have been developed under the…

Methodology · Statistics 2022-02-22 Janie Coulombe , Erica E. M. Moodie , Susan M. Shortreed , Christel Renoux

In this article, we consider identification, estimation, and inference procedures for treatment effect parameters using Difference-in-Differences (DiD) with (i) multiple time periods, (ii) variation in treatment timing, and (iii) when the…

Econometrics · Economics 2020-12-02 Brantly Callaway , Pedro H. C. Sant'Anna

In cohort studies, non-random medication use can pose barriers to estimation of the natural history trend in a mean biomarker value (namely, the association between a predictor of interest and a biomarker outcome that would be observed in…

Methodology · Statistics 2021-01-25 Andrew J. Spieker , Joseph A. C. Delaney , Robyn L. McClelland

Causal mediation analysis is routinely conducted by applied researchers in a variety of disciplines. The goal of such an analysis is to investigate alternative causal mechanisms by examining the roles of intermediate variables that lie in…

Methodology · Statistics 2010-11-05 Kosuke Imai , Luke Keele , Teppei Yamamoto

I develop a new identification strategy for treatment effects when noisy measurements of unobserved confounding factors are available. I use proxy variables to construct a random variable conditional on which treatment variables become…

Econometrics · Economics 2022-09-30 Kenichi Nagasawa

Treatment effect estimation can assist in effective decision-making in e-commerce, medicine, and education. One popular application of this estimation lies in the prediction of the impact of a treatment (e.g., a promotion) on an outcome…

Machine Learning · Computer Science 2023-09-26 Xiaofeng Lin , Guoxi Zhang , Xiaotian Lu , Han Bao , Koh Takeuchi , Hisashi Kashima

Selecting causal inference models for estimating individualized treatment effects (ITE) from observational data presents a unique challenge since the counterfactual outcomes are never observed. The problem is challenged further in the…

Machine Learning · Computer Science 2021-02-15 Trent Kyono , Ioana Bica , Zhaozhi Qian , Mihaela van der Schaar

Understanding whether and how treatment effects vary across subgroups is crucial to inform clinical practice and recommendations. Accordingly, the assessment of heterogeneous treatment effects (HTE) based on pre-specified potential effect…

Methodology · Statistics 2023-12-04 Bryan S. Blette , Scott D. Halpern , Fan Li , Michael O. Harhay

An important aspect of the performance of algorithms that predict individualized treatment effects (ITE) is moderate calibration, i.e., the average treatment effect among individuals with predicted treatment effect of z being equal to z.…

Methodology · Statistics 2025-12-10 Mohsen Sadatsafavi , Jeroen Hoogland , Thomas P. A. Debray , John Petkau

Individual Treatment Effect (ITE) estimation is an extensively researched problem, with applications in various domains. We model the case where there exists heterogeneous non-compliance to a randomly assigned treatment, a typical situation…

Machine Learning · Statistics 2020-10-26 Thibaud Rahier , Amélie Héliou , Matthieu Martin , Christophe Renaudin , Eustache Diemert

Individualized treatment rules (ITR) can improve health outcomes by recognizing that patients may respond differently to treatment and assigning therapy with the most desirable predicted outcome for each individual. Flexible and efficient…

Methodology · Statistics 2017-09-25 Brent R. Logan , Rodney Sparapani , Robert E. McCulloch , Purushottam W. Laud

We consider a nonparametric regression model with continuous endogenous independent variables when only discrete instruments are available that are independent of the error term. Although this framework is very relevant for applied…

Econometrics · Economics 2024-10-18 Samuele Centorrino , Frédérique Fève , Jean-Pierre Florens