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We propose a practical and robust method for making inferences on average treatment effects estimated by synthetic controls. We develop a $K$-fold cross-fitting procedure for bias correction. To avoid the difficult estimation of the…

Econometrics · Economics 2025-05-26 Victor Chernozhukov , Kaspar Wuthrich , Yinchu Zhu

Recently, many researchers have advanced data-driven methods for modeling heterogeneous treatment effects (HTEs). Even still, estimation of HTEs is a difficult task -- these methods frequently over- or under-estimate the treatment effects,…

Methodology · Statistics 2022-03-28 Yizhe Xu , Steve Yadlowsky

Uncertainty quantification is a central challenge in reliable and trustworthy machine learning. Naive measures such as last-layer scores are well-known to yield overconfident estimates in the context of overparametrized neural networks.…

Machine Learning · Computer Science 2023-05-24 Lucas Clarté , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

This paper revisits the identification and estimation of a class of semiparametric (distribution-free) panel data binary choice models with lagged dependent variables, exogenous covariates, and entity fixed effects. We provide a novel…

Econometrics · Economics 2024-08-26 Christopher R. Dobronyi , Fu Ouyang , Thomas Tao Yang

Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. With control variables to correct for endogeneity, nonparametric identification of treatment effects requires strong support…

Econometrics · Economics 2025-01-28 Whitney K. Newey , Sami Stouli

The estimation of heterogeneous treatment effects in the potential outcome setting is biased when there exists model misspecification or unobserved confounding. As these biases are unobservable, what model to use when remains a critical…

Methodology · Statistics 2024-05-09 Shonosuke Sugasawa , Kosaku Takanashi , Kenichiro McAlinn , Edoardo M. Airoldi

This paper develops a class of potential outcomes models characterized by three main features: (i) Unobserved heterogeneity can be represented by a vector of potential outcomes and a type describing the manner in which an instrument…

Econometrics · Economics 2023-10-10 Manu Navjeevan , Rodrigo Pinto , Andres Santos

Estimating the individual treatment effect (ITE) from observational data is a crucial research topic that holds significant value across multiple domains. How to identify hidden confounders poses a key challenge in ITE estimation. Recent…

Machine Learning · Computer Science 2024-01-15 Ziqiang Cui , Xing Tang , Yang Qiao , Bowei He , Liang Chen , Xiuqiang He , Chen Ma

In genetic association studies, rare variants with extremely small allele frequency play a crucial role in complex traits, and the set-based testing methods that jointly assess the effects of groups of single nucleotide polymorphisms (SNPs)…

Methodology · Statistics 2020-03-13 Shonosuke Sugasawa , Hisashi Noma

This paper provides a general framework for testing instrument validity in heterogeneous causal effect models. The generalization includes the cases where the treatment can be multivalued ordered or unordered. Based on a series of testable…

Econometrics · Economics 2023-10-11 Zhenting Sun

We study causal inference in sample selection models where a continuous or multivalued treatment affects both outcome and their observability (eg., employment or survey response). We generalized the widely used Lee (2009)'s bounds for…

Econometrics · Economics 2025-10-29 Ying-Ying Lee , Chu-An Liu

A heterogeneous Cauchy elastic material may display micromechanical effects that can be modeled in a homogeneous equivalent material through the introduction of higher-order elastic continua. Asymptotic homogenization techniques provide an…

Computational Physics · Physics 2018-04-20 A. Bacigalupo , M. Paggi , F. Dal Corso , D. Bigoni

Multivalued treatment models have typically been studied under restrictive assumptions: ordered choice, and more recently unordered monotonicity. We show how treatment effects can be identified in a more general class of models that allows…

Econometrics · Economics 2018-05-02 Sokbae Lee , Bernard Salanié

Estimating treatment effects in networks is challenging, as each potential outcome depends on the treatments of all other nodes in the network. To overcome this difficulty, existing methods typically impose an exposure mapping that…

Machine Learning · Computer Science 2026-02-04 Maresa Schröder , Miruna Oprescu , Stefan Feuerriegel , Nathan Kallus

In the first stage of a two-stage study, the researcher uses a statistical model to impute the unobserved exposures. In the second stage, imputed exposures serve as covariates in epidemiological models. Imputation error in the first stage…

Applications · Statistics 2021-07-19 Ron Sarafian , Itai Kloog , Jonathan D. Rosenblatt

Local variable selection aims to test for the effect of covariates on an outcome within specific regions. We outline a challenge that arises in the presence of non-linear effects and model misspecification. Specifically, for common…

Methodology · Statistics 2024-08-02 David Rossell , Arnold Kisuk Kseung , Ignacio Saez , Michele Guindani

Breakthroughs in cancer biology have defined new research programs emphasizing the development of therapies that target specific pathways in tumor cells. Innovations in clinical trial design have followed with master protocols defined by…

Methodology · Statistics 2020-07-09 Alexander M. Kaizer , Joseph S. Koopmeiners , Nan Chen , Brian P. Hobbs

The heterogeneous treatment effect plays a crucial role in precision medicine.There is evidence that real-world data, even subject to biases, can be employed as supplementary evidence for randomized clinical trials to improve the…

Methodology · Statistics 2025-09-04 Guangcai Mao , Shu Yang , Xiaofei Wang

Causal inference in a program evaluation setting faces the problem of external validity when the treatment effect in the target population is different from the treatment effect identified from the population of which the sample is…

Methodology · Statistics 2021-12-23 Kyungchul Song , Zhengfei Yu

We apply modern methods in computational topology to the task of discovering and characterizing phase transitions. As illustrations, we apply our method to four two-dimensional lattice spin models: the Ising, square ice, XY, and…

Statistical Mechanics · Physics 2021-10-04 Alex Cole , Gregory J. Loges , Gary Shiu