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We propose a method for estimation and inference for bounds for heterogeneous causal effect parameters in general sample selection models where the treatment can affect whether an outcome is observed and no exclusion restrictions are…

Econometrics · Economics 2024-07-29 Phillip Heiler

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

For settings with a binary treatment and a binary outcome, instrumental variables can be used to construct bounds on a causal treatment effect. With continuous outcomes, meaningful bounds are more difficult to obtain because the domain of…

Methodology · Statistics 2013-03-26 Tao Liu , Joseph W. Hogan

Randomized trials typically estimate average relative treatment effects, but decisions on the benefit of a treatment are possibly better informed by more individualized predictions of the absolute treatment effect. In case of a binary…

Methodology · Statistics 2021-08-20 J Hoogland , J IntHout , M Belias , MM Rovers , RD Riley , FE Harrell , KGM Moons , TPA Debray , JB Reitsma

This paper provides a set of methods for quantifying the robustness of treatment effects estimated using the unconfoundedness assumption (also known as selection on observables or conditional independence). Specifically, we estimate and do…

Econometrics · Economics 2021-01-01 Matthew A. Masten , Alexandre Poirier , Linqi Zhang

When treating depression, clinicians are interested in determining the optimal treatment for a given patient, which is challenging given the amount of treatments available. To advance individualized treatment allocation, integrating data…

When estimating heterogeneous treatment effects, missing outcome data can complicate treatment effect estimation, causing certain subgroups of the population to be poorly represented. In this work, we discuss this commonly overlooked…

Machine Learning · Statistics 2025-04-15 Matthew Pryce , Karla Diaz-Ordaz , Ruth H. Keogh , Stijn Vansteelandt

This paper develops a nonparametric model that represents how sequences of outcomes and treatment choices influence one another in a dynamic manner. In this setting, we are interested in identifying the average outcome for individuals in…

Econometrics · Economics 2019-01-16 Sukjin Han

Estimation of heterogeneous causal effects - i.e., how effects of policies and treatments vary across subjects - is a fundamental task in causal inference. Many methods for estimating conditional average treatment effects (CATEs) have been…

Statistics Theory · Mathematics 2023-12-27 Edward H. Kennedy , Sivaraman Balakrishnan , James M. Robins , Larry Wasserman

The Average Treatment Effect (ATE) is a global measure of the effectiveness of an experimental treatment intervention. Classical methods of its estimation either ignore relevant covariates or do not fully exploit them. Moreover, past work…

Methodology · Statistics 2013-11-05 Emil Pitkin , Richard Berk , Lawrence Brown , Andreas Buja , Ed George , Kai Zhang , Linda Zhao

Most of the widely used estimators of the average treatment effect (ATE) in causal inference rely on the assumptions of unconfoundedness and overlap. Unconfoundedness requires that the observed covariates account for all correlations…

Statistics Theory · Mathematics 2025-07-01 Yang Cai , Alkis Kalavasis , Katerina Mamali , Anay Mehrotra , Manolis Zampetakis

One of the most significant challenges in Conditional Average Treatment Effect (CATE) estimation is the statistical discrepancy between distinct treatment groups. To address this issue, we propose a model-agnostic data augmentation method…

Machine Learning · Computer Science 2025-06-17 Ahmed Aloui , Juncheng Dong , Cat P. Le , Vahid Tarokh

This paper estimates individual treatment effects in a triangular model with binary--valued endogenous treatments. Following the identification strategy established in Vuong and Xu (2014), we propose a two--stage estimation approach. First,…

Methodology · Statistics 2016-10-28 Qian Feng , Quang Vuong , Haiqing Xu

Objective: Randomised controlled trials (RCTs) are widely considered as gold standard for assessing the effectiveness of new health interventions. When treatment non-compliance is present in RCTs, the treatment effect in the subgroup of…

Applications · Statistics 2025-03-25 Theodosios Papazoglou , Ed Waddingham , Alastair Young

Randomized controlled trials (RCTs) frequently utilize covariate-adaptive randomization (CAR) (e.g., stratified block randomization) and commonly suffer from imperfect compliance. This paper studies the identification and inference for the…

Econometrics · Economics 2025-05-02 Federico A. Bugni , Mengsi Gao , Filip Obradovic , Amilcar Velez

A new method for estimating the conditional average treatment effect is proposed in the paper. It is called TNW-CATE (the Trainable Nadaraya-Watson regression for CATE) and based on the assumption that the number of controls is rather large…

Machine Learning · Computer Science 2022-07-20 Andrei V. Konstantinov , Stanislav R. Kirpichenko , Lev V. Utkin

Suppose we have a binary treatment used to influence an outcome. Given data from an observational or controlled study, we wish to determine whether or not there exists some subset of observed covariates in which the treatment is more…

Methodology · Statistics 2016-03-22 Alexander R. Luedtke , Mark J. van der Laan

This paper studies the identification of the average treatment effect on the treated (ATT) under unconfoundedness when covariate overlap is partial. A formal diagnostic is proposed to characterize empirical support -- the subset of the…

Econometrics · Economics 2025-06-11 Mengqi Li

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

Experimenters often collect baseline data to study heterogeneity. I propose the first valid confidence intervals for the VCATE, the treatment effect variance explained by observables. Conventional approaches yield incorrect coverage when…

Econometrics · Economics 2023-06-07 Alejandro Sanchez-Becerra
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