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Individualized treatment effect lies at the heart of precision medicine. Interpretable individualized treatment rules (ITRs) are desirable for clinicians or policymakers due to their intuitive appeal and transparency. The gold-standard…

Methodology · Statistics 2021-08-20 Lili Wu , Shu Yang

From scientific experiments to online A/B testing, the previously observed data often affects how future experiments are performed, which in turn affects which data will be collected. Such adaptivity introduces complex correlations between…

Machine Learning · Statistics 2018-01-03 Xinkun Nie , Xiaoying Tian , Jonathan Taylor , James Zou

This chapter covers different approaches to policy evaluation for assessing the causal effect of a treatment or intervention on an outcome of interest. As an introduction to causal inference, the discussion starts with the experimental…

Econometrics · Economics 2019-10-03 Martin Huber

Obtaining valid treatment effect inference remains a challenging problem when dealing with numerous instruments and non-sparse control variables. In this paper, we propose a novel ridge regularization-based instrumental variables method for…

Econometrics · Economics 2025-10-17 Xiduo Chen , Xingdong Feng , Antonio F. Galvao , Yeheng Ge

We study the problem of estimating the average treatment effect (ATE) in adaptive experiments where treatment can only be encouraged -- rather than directly assigned -- via a binary instrumental variable. Building on semiparametric…

Methodology · Statistics 2025-10-30 Miruna Oprescu , Brian M Cho , Nathan Kallus

This paper deals with the concept of equivalence between direct and indirect effects of a treatment on a response using two sets of intermediate variables and covariates. First, we provide criteria for testing whether two sets of variables…

Statistics Theory · Mathematics 2016-01-07 Manabu Kuroki

Multi-arm bandit experimental designs are increasingly being adopted over standard randomized trials due to their potential to improve outcomes for study participants, enable faster identification of the best-performing options, and/or…

Methodology · Statistics 2025-06-04 Brian M Cho , Aurélien Bibaut , Nathan Kallus

Adaptive experiments, including efficient average treatment effect estimation and multi-armed bandit algorithms, have garnered attention in various applications, such as social experiments, clinical trials, and online advertisement…

Methodology · Statistics 2021-03-24 Masahiro Kato

Confounding is a significant obstacle to unbiased estimation of causal effects from observational data. For settings with high-dimensional covariates -- such as text data, genomics, or the behavioral social sciences -- researchers have…

Artificial Intelligence · Computer Science 2024-02-01 Katherine A. Keith , Sergey Feldman , David Jurgens , Jonathan Bragg , Rohit Bhattacharya

We present a general framework for using existing data to estimate the efficiency gain from using a covariate-adjusted estimator of a marginal treatment effect in a future randomized trial. We describe conditions under which it is possible…

Methodology · Statistics 2021-05-03 Xiudi Li , Sijia Li , Alex Luedtke

Randomized controlled trials (RCTs) are the accepted standard for treatment effect estimation but they can be infeasible due to ethical reasons and prohibitive costs. Single-arm trials, where all patients belong to the treatment group, can…

Online reinforcement learning and other adaptive sampling algorithms are increasingly used in digital intervention experiments to optimize treatment delivery for users over time. In this work, we focus on longitudinal user data collected by…

Machine Learning · Computer Science 2023-04-20 Kelly W. Zhang , Lucas Janson , Susan A. Murphy

Composition methodologies in the current literature are mainly to promote estimation efficiency via direct composition, either, of initial estimators or of objective functions. In this paper, composite estimation is investigated for both…

Methodology · Statistics 2013-12-31 Lu Lin , Feng Li , Kangning Wang , Lixing Zhu

Many proposals for the identification of causal effects require an instrumental variable that satisfies strong, untestable unconfoundedness and exclusion restriction assumptions. In this paper, we show how one can potentially identify…

In this paper, we discuss causal inference on the efficacy of a treatment or medication on a time-to-event outcome with competing risks. Although the treatment group can be randomized, there can be confoundings between the compliance and…

Methodology · Statistics 2016-12-06 Cheng Zheng , Ran Dai , Parameswaran Hari , Mei-Jie Zhang

An adaptive design adjusts dynamically as information is accrued and a consequence of applying an adaptive design is the potential for inducing small-sample bias in estimates. In psychometrics and psychophysics, a common class of studies…

Methodology · Statistics 2025-02-17 Simon Bang Kristensen , Katrine Bødkergaard , Bo Martin Bibby

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

In pharmacoepidemiology research, instrumental variables (IVs) are variables that strongly predict treatment but have no causal effect on the outcome of interest except through the treatment. There remain concerns about the inclusion of IVs…

In recent years, real-world external controls have grown in popularity as a tool to empower randomized placebo-controlled trials, particularly in rare diseases or cases where balanced randomization is unethical or impractical. However, as…

Methodology · Statistics 2024-11-14 Chenyin Gao , Shu Yang , Mingyang Shan , Wenyu Ye , Ilya Lipkovich , Douglas Faries

We address the issue of the testability of instrumental variables derived from observational data. Most existing testable implications are centered on scenarios where the treatment is a discrete variable, e.g., instrumental inequality…

Methodology · Statistics 2026-03-13 Xichen Guo , Zheng Li , Biwei Huang , Yan Zeng , Zhi Geng , Feng Xie