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Related papers: Inference on LATEs with covariates

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We propose and discuss a Bayesian procedure to estimate the average treatment effect (ATE) for multilevel observations in the presence of confounding. We focus on situations where the confounders may be latent (e.g., spatial latent…

This paper studies identification of the local average and marginal treatment effects (LATE and MTE) with a misclassified binary treatment variable. We derive bounds on the (generalized) LATE and exploit its relationship with the MTE to…

Econometrics · Economics 2024-09-27 Santiago Acerenza , Kyunghoon Ban , Désiré Kédagni

Estimating the conditional average treatment effect (CATE) from observational data plays a crucial role in areas such as e-commerce, healthcare, and economics. Existing studies mainly rely on the strong ignorability assumption that there…

Machine Learning · Computer Science 2025-01-28 Chuan Zhou , Yaxuan Li , Chunyuan Zheng , Haiteng Zhang , Haoxuan Li , Mingming Gong

Augmented inverse probability weighting and G-computation with canonical generalized linear models have become increasingly popular for estimating average treatment effects (ATEs) in randomized experiments. These methods leverage outcome…

Methodology · Statistics 2026-03-13 Muluneh Alene , Stijn Vansteelandt , Kelly Van Lancker

In an era where diverse and complex data are increasingly accessible, the precise prediction of individual treatment effects (ITE) becomes crucial across fields such as healthcare, economics, and public policy. Current state-of-the-art…

Machine Learning · Statistics 2025-01-28 Baozhen Wang , Xingye Qiao

A major challenge in instrumental variables (IV) analysis is to find instruments that are valid, or have no direct effect on the outcome and are ignorable. Typically one is unsure whether all of the putative IVs are in fact valid. We…

Statistics Theory · Mathematics 2017-08-10 Zijian Guo , Hyunseung Kang , T. Tony Cai , Dylan S. Small

This study introduces a new approach to power analysis in the context of estimating a local average treatment effect (LATE), where the study subjects exhibit noncompliance with treatment assignment. As a result of distributional…

Methodology · Statistics 2020-04-10 Kirk Bansak

We consider the problem of estimating and inferring treatment effects in randomized experiments. In practice, stratified randomization, or more generally, covariate-adaptive randomization, is routinely used in the design stage to balance…

Methodology · Statistics 2022-09-27 Hanzhong Liu , Fuyi Tu , Wei Ma

In the heteroscedastic linear model, the weighted least squares (WLS) estimate of the model coefficients is more efficient than the ordinary least squares (OLS) esti- mate. However, the practical application of WLS is challenging because it…

Statistics Theory · Mathematics 2025-05-28 Jordan Bryan , Haibo Zhou , Didong Li

This paper studies inference in randomized controlled trials with covariate-adaptive randomization when there are multiple treatments. More specifically, we study inference about the average effect of one or more treatments relative to…

Econometrics · Economics 2019-01-21 Federico A. Bugni , Ivan A. Canay , Azeem M. Shaikh

In semi-logarithmic regressions, treatment coefficients are often interpreted as approximations of the average treatment effect (ATE) in percentage points. This paper highlights the overlooked bias of this approximation under treatment…

Econometrics · Economics 2026-02-04 Ying Zeng

We propose logit-based IV and augmented logit-based IV estimators that serve as alternatives to the traditionally used 2SLS estimator in the model where both the endogenous treatment variable and the corresponding instrument are binary. Our…

Econometrics · Economics 2026-02-19 Denis Chetverikov , Jinyong Hahn , Zhipeng Liao , Shuyang Sheng

In this paper, we focus on estimating the average treatment effect (ATE) of a target population when individual-level data from a source population and summary-level data (e.g., first or second moments of certain covariates) from the target…

Methodology · Statistics 2023-01-18 Rui Chen , Guanhua Chen , Menggang Yu

We propose a model-free framework for sensitivity analysis of individual treatment effects (ITEs), building upon ideas from conformal inference. For any unit, our procedure reports the $\Gamma$-value, a number which quantifies the minimum…

Methodology · Statistics 2022-04-26 Ying Jin , Zhimei Ren , Emmanuel J. Candès

In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment effects including local average (LATE) and local quantile treatment effects (LQTE) in data-rich environments. We can handle very many…

Statistics Theory · Mathematics 2018-01-08 Alexandre Belloni , Victor Chernozhukov , Ivan Fernández-Val , Christian Hansen

The least trimmed squares (LTS) estimator is popular in location, regression, machine learning, and AI literature. Despite the empirical version of least trimmed squares (LTS) being repeatedly studied in the literature, the population…

Statistics Theory · Mathematics 2024-10-29 Yijun Zuo

Applied work often studies the effect of a binary variable ("treatment") using linear models with additive effects. I study the interpretation of the OLS estimands in such models when treatment effects are heterogeneous. I show that the…

Econometrics · Economics 2020-05-21 Tymon Słoczyński

Conditional Average Treatment Effect (CATE) estimation, at the heart of counterfactual reasoning, is a crucial challenge for causal modeling both theoretically and applicatively, in domains such as healthcare, sociology, or advertising.…

Machine Learning · Computer Science 2025-01-27 Armand Lacombe , Michèle Sebag

In causal inference, a fundamental task is to estimate the effect resulting from a specific treatment, which is often handled with inverse probability weighting. Despite an abundance of attention to the advancement of this task, most…

Methodology · Statistics 2025-07-30 Kuan-Hsun Wu

The statistical tests that are commonly used for detecting mean or median treatment effects suffer from low power when the two distribution functions differ only in the upper (or lower) tail, as in the assessment of the Total Sharp Score…

Applications · Statistics 2011-01-10 Xuming He , Ya-Hui Hsu , Mingxiu Hu