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We are interested in the distribution of treatment effects for an experiment where units are randomized to a treatment but outcomes are measured for pairs of units. For example, we might measure risk sharing links between households…

Econometrics · Economics 2022-10-11 Eric Auerbach , Yong Cai

Individuals often respond differently to identical treatments, and characterizing such variability in treatment response is an important aim in the practice of personalized medicine. In this article, we describe a non-parametric accelerated…

Methodology · Statistics 2017-06-22 Nicholas C. Henderson , Thomas A. Louis , Gary L. Rosner , Ravi Varadhan

Data from both a randomized trial and an observational study are sometimes simultaneously available for evaluating the effect of an intervention. The randomized data typically allows for reliable estimation of average treatment effects but…

Methodology · Statistics 2021-12-01 David Cheng , Tianxi Cai

Suppose one is interested in estimating causal effects in the presence of potentially unmeasured confounding with the aid of a valid instrumental variable. This paper investigates the problem of making inferences about the average treatment…

Methodology · Statistics 2020-12-15 BaoLuo Sun , Wang Miao

Dynamic prediction of causal effects under different treatment regimes conditional on an individual's characteristics and longitudinal history is an essential problem in precision medicine. This is challenging in practice because outcomes…

Methodology · Statistics 2023-03-07 Yizhen Xu , Jisoo Kim , Laura K. Hummers , Ami A. Shah , Scott Zeger

This paper studies the task of estimating heterogeneous treatment effects in causal panel data models, in the presence of covariate effects. We propose a novel Covariate-Adjusted Deep Causal Learning (CoDEAL) for panel data models, that…

Machine Learning · Statistics 2025-05-28 Guanhao Zhou , Yuefeng Han , Xiufan Yu

This paper considers fixed effects estimation and inference in linear and nonlinear panel data models with random coefficients and endogenous regressors. The quantities of interest -- means, variances, and other moments of the random…

Methodology · Statistics 2018-01-16 Ivan Fernandez-Val , Joonhwah Lee

This paper constructs individual-specific density forecasts for a panel of firms or households using a dynamic linear model with common and heterogeneous coefficients as well as cross-sectional heteroskedasticity. The panel considered in…

Econometrics · Economics 2021-10-06 Laura Liu

Policy evaluation in empirical microeconomics has been focusing on estimating the average treatment effect and more recently the heterogeneous treatment effects, often relying on the unconfoundedness assumption. We propose a method based on…

Econometrics · Economics 2023-06-06 Wei Tian

Background: Pairwise and network meta-analyses using fixed effect and random effects models are commonly applied to synthesise evidence from randomised controlled trials. The models differ in their assumptions and the interpretation of the…

Methodology · Statistics 2017-08-04 Shijie Ren , Jeremy E. Oakley , John W. Stevens

When evaluating the efficacy of social programs and medical treatments using randomized experiments, the estimated overall average causal effect alone is often of limited value and the researchers must investigate when the treatments do and…

Applications · Statistics 2013-05-27 Kosuke Imai , Marc Ratkovic

Developing tools for estimating heterogeneous treatment effects (HTE) and individualized treatment effects has been an area of active research in recent years. While these tools have proven to be useful in many contexts, a concern when…

Methodology · Statistics 2025-03-07 Mahsa Ashouri , Nicholas C. Henderson

Randomized clinical trials typically aim to estimate a marginal treatment effect. While covariate adjustment can improve precision, it may change the estimand in nonlinear models due to noncollapsibility, leading to conditional rather than…

Methodology · Statistics 2026-05-25 Leticia Wuethrich , Torsten Hothorn

In recent years, with the rapid development of science and technology, heterogeneous treatment effects have emerged as a focal research topic in statistics, econometrics, and sociology. This paper investigates HTE through semiparametric…

Methodology · Statistics 2025-07-21 Jichang Yu , Wenjing Chang , Peichao Yu , Lijun Chen , Yuanshan Wu

The average treatment effect (ATE) is popularly used to assess the treatment effect. However, the ATE implicitly assumes a homogenous treatment effect even amongst individuals with different characteristics. In this paper, we mainly focus…

Methodology · Statistics 2016-03-10 Yunjian Yin , Lan Liu , Zhi Geng

Standard causal inference characterizes treatment effect through averages, but the counterfactual distributions could be different in not only the central tendency but also spread and shape. To provide a comprehensive evaluation of…

Methodology · Statistics 2022-11-04 Steven G. Xu , Shu Yang , Brian J. Reich

Forest-based methods have recently gained in popularity for non-parametric treatment effect estimation. Building on this line of work, we introduce causal survival forests, which can be used to estimate heterogeneous treatment effects in a…

Methodology · Statistics 2023-03-01 Yifan Cui , Michael R. Kosorok , Erik Sverdrup , Stefan Wager , Ruoqing Zhu

When devising a course of treatment for a patient, doctors often have little quantitative evidence on which to base their decisions, beyond their medical education and published clinical trials. Stanford Health Care alone has millions of…

This paper studies a panel data setting where the goal is to estimate causal effects of an intervention by predicting the counterfactual values of outcomes for treated units, had they not received the treatment. Several approaches have been…

Econometrics · Economics 2019-03-26 Susan Athey , Mohsen Bayati , Guido Imbens , Zhaonan Qu

Researchers are increasingly turning to machine learning (ML) algorithms to investigate causal heterogeneity in randomized experiments. Despite their promise, ML algorithms may fail to accurately ascertain heterogeneous treatment effects…

Methodology · Statistics 2024-04-23 Kosuke Imai , Michael Lingzhi Li
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