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Individual treatment effect (ITE) is often regarded as the ideal target of inference in causal analyses and has been the focus of several recent studies. In this paper, we describe the intrinsic limits regarding what can be learned…

Methodology · Statistics 2025-06-10 Zhehao Zhang , Thomas S. Richardson

Constructing confidence intervals (CIs) for the average treatment effect (ATE) from patient records is crucial to assess the effectiveness and safety of drugs. However, patient records typically come from different hospitals, thus raising…

Machine Learning · Computer Science 2025-10-16 Yuxin Wang , Maresa Schröder , Dennis Frauen , Jonas Schweisthal , Konstantin Hess , Stefan Feuerriegel

The doubly robust (DR) estimator, which consists of two nuisance parameters, the conditional mean outcome and the logging policy (the probability of choosing an action), is crucial in causal inference. This paper proposes a DR estimator for…

Machine Learning · Computer Science 2021-06-22 Masahiro Kato , Shota Yasui , Kenichiro McAlinn

When estimating the treatment effect in an observational study, we use a semiparametric locally efficient dimension reduction approach to assess both the treatment assignment mechanism and the average responses in both treated and…

Methodology · Statistics 2020-10-26 Trinetri Ghosh , Yanyuan Ma , Xavier de Luna

Accurate heterogeneous treatment effect (HTE) estimation is essential for personalized recommendations, making it important to evaluate and compare HTE estimators. Traditional assessment methods are inapplicable due to missing…

Methodology · Statistics 2024-12-30 Zijun Gao

Double robustness is a major selling point of semiparametric and missing data methodology. Its virtues lie in protection against partial nuisance misspecification and asymptotic semiparametric efficiency under correct nuisance…

Methodology · Statistics 2026-05-28 Lorenzo Testa , Francesca Chiaromonte , Kathryn Roeder

Doubly robust estimators of causal effects are a popular means of estimating causal effects. Such estimators combine an estimate of the conditional mean of the outcome given treatment and confounders (the so-called outcome regression) with…

Methodology · Statistics 2019-01-17 David Benkeser , Weixin Cai , Mark J van der Laan

Randomized experiments are the gold standard for estimating treatment effects, yet network interference challenges the validity of traditional estimators by violating the stable unit treatment value assumption and introducing bias. While…

Methodology · Statistics 2024-09-02 Xin Lu , Hongzi Li , Hanzhong Liu

There has been growing attention on how to effectively and objectively use covariate information when the primary goal is to estimate the average treatment effect (ATE) in randomized clinical trials (RCTs). In this paper, we propose an…

Methodology · Statistics 2020-09-01 Yuanyao Tan , Xialing Wen , Wei Liang , Ying Yan

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

Anecdotally, using an estimated propensity score is superior to the true propensity score in estimating the average treatment effect based on observational data. However, this claim comes with several qualifications: it holds only if…

Methodology · Statistics 2023-04-03 Fangzhou Su , Wenlong Mou , Peng Ding , Martin J. Wainwright

Micro-randomized trials (MRTs) are increasingly used to evaluate mobile health interventions with binary proximal outcomes. Standard inverse probability weighting (IPW) estimators are unbiased but unstable in small samples or under extreme…

Methodology · Statistics 2025-10-10 Jinho Cha , Eunchan Cha

Causal inference problems have remained an important research topic over the past several decades due to their general applicability in assessing a treatment effect in many different real-world settings. In this paper, we propose two…

Methodology · Statistics 2024-01-17 Jingyue Huang , Changbao Wu , Leilei Zeng

We consider estimation and inference on average treatment effects under unconfoundedness conditional on the realizations of the treatment variable and covariates. Given nonparametric smoothness and/or shape restrictions on the conditional…

Applications · Statistics 2022-10-04 Timothy B. Armstrong , Michal Kolesár

The doubly-robust (DR) estimator is popular for evaluating causal effects in observational studies and is often perceived as more desirable than inverse probability weighting (IPW) or outcome modeling alone because it provides extra…

Methodology · Statistics 2026-02-03 Chengxin Yang , Laine E. Thomas , Fan Li

Much of the existing theory on first-order non-smooth optimization is built on a restrictive assumption that the gradients of the objective function are uniformly bounded. We introduce a much more realistic class of generalized Lipschitz…

Optimization and Control · Mathematics 2026-05-27 Dmitry Kovalev

We propose a new estimator for average causal effects of a binary treatment with panel data in settings with general treatment patterns. Our approach augments the popular two-way-fixed-effects specification with unit-specific weights that…

Econometrics · Economics 2024-03-06 Dmitry Arkhangelsky , Guido W. Imbens , Lihua Lei , Xiaoman Luo

This paper studies estimation of causal effects in a panel data setting. We introduce a new estimator, the Triply RObust Panel (TROP) estimator, that combines (i) a flexible model for the potential outcomes based on a low-rank factor…

Methodology · Statistics 2026-02-11 Susan Athey , Guido Imbens , Zhaonan Qu , Davide Viviano

We study semisupervised mean estimation with a small labeled sample, a large unlabeled sample, and a black-box prediction model whose output may be miscalibrated. A standard approach in this setting is augmented inverse-probability…

Machine Learning · Statistics 2026-04-24 Lars van der Laan , Mark Van Der Laan

A lot of theoretical and empirical evidence shows that the flatter local minima tend to improve generalization. Adversarial Weight Perturbation (AWP) is an emerging technique to efficiently and effectively find such minima. In AWP we…

Machine Learning · Computer Science 2023-02-21 Yihan Wu , Aleksandar Bojchevski , Heng Huang