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In multi-site randomized trials with many sites and few randomization units per site, an Empirical-Bayes estimator can be used to estimate the variance of the treatment effect across sites. When this estimator indicates that treatment…

Econometrics · Economics 2024-12-12 Clément de Chaisemartin , Antoine Deeb

It is valuable for any decision maker to know the impact of decisions (treatments) on average and for subgroups. The causal machine learning literature has recently provided tools for estimating group average treatment effects (GATE) to…

Econometrics · Economics 2025-01-10 Nora Bearth , Michael Lechner

Randomized controlled experiment has long been accepted as the golden standard for establishing causal link and estimating causal effect in various scientific fields. Average treatment effect is often used to summarize the effect…

Applications · Statistics 2016-10-14 Alex Deng , Pengchuan Zhang , Shouyuan Chen , Dong Woo Kim , Jiannan Lu

Accurately predicting conditional average treatment effects (CATEs) is crucial in personalized medicine and digital platform analytics. Since the treatments of interest often cannot be directly randomized, observational data is leveraged to…

Methodology · Statistics 2024-11-05 Miruna Oprescu , Nathan Kallus

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

This paper studies treatment effect models in which individuals are classified into unobserved groups based on heterogeneous treatment rules. Using a finite mixture approach, we propose a marginal treatment effect (MTE) framework in which…

Econometrics · Economics 2022-05-24 Tadao Hoshino , Takahide Yanagi

Robust estimation of heterogeneous treatment effects is a fundamental challenge for optimal decision-making in domains ranging from personalized medicine to educational policy. In recent years, predictive machine learning has emerged as a…

Machine Learning · Statistics 2025-06-23 Maximilian Schuessler , Erik Sverdrup , Robert Tibshirani

We are interested in estimating the effect of a treatment applied to individuals at multiple sites, where data is stored locally for each site. Due to privacy constraints, individual-level data cannot be shared across sites; the sites may…

Machine Learning · Computer Science 2023-04-04 Ruoxuan Xiong , Allison Koenecke , Michael Powell , Zhu Shen , Joshua T. Vogelstein , Susan Athey

The inclusion of the propensity score as a covariate in Bayesian regression trees for causal inference can reduce the bias in treatment effect estimations, which occurs due to the regularization-induced confounding phenomenon. This study…

Methodology · Statistics 2018-08-30 Pedro Henrique Filipini dos Santos , Hedibert Freitas Lopes

We propose a double/debiased machine learning framework to estimate average derivative effects in nonparametric panel models with two-way fixed effects. It extends instrumental variable methods to panel settings, handles continuous…

Methodology · Statistics 2026-05-19 Peikai Wu , Kuan Sun , Zhiguo Xiao

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

Long-term causal inference has drawn increasing attention in many scientific domains. Existing methods mainly focus on estimating average long-term causal effects by combining long-term observational data and short-term experimental data.…

Machine Learning · Computer Science 2025-03-04 Weilin Chen , Ruichu Cai , Junjie Wan , Zeqin Yang , José Miguel Hernández-Lobato

Developing new drugs for target diseases is a time-consuming and expensive task, drug repurposing has become a popular topic in the drug development field. As much health claim data become available, many studies have been conducted on the…

Machine Learning · Computer Science 2023-02-22 Yaobin Ling , Pulakesh Upadhyaya , Luyao Chen , Xiaoqian Jiang , Yejin Kim

We propose a novel framework for synthesizing counterfactual treatment group data in a target site by integrating full treatment and control group data from a source site with control group data from the target. Departing from conventional…

Methodology · Statistics 2025-11-14 Borna Bateni , Yubai Yuan , Qi Xu , Annie Qu

We study the identification and estimation of long-term treatment effects when both experimental and observational data are available. Since the long-term outcome is observed only after a long delay, it is not measured in the experimental…

Methodology · Statistics 2024-09-04 Guido Imbens , Nathan Kallus , Xiaojie Mao , Yuhao Wang

Estimating causal effect using machine learning (ML) algorithms can help to relax functional form assumptions if used within appropriate frameworks. However, most of these frameworks assume settings with cross-sectional data, whereas…

Econometrics · Economics 2024-09-04 Jonathan Fuhr , Dominik Papies

Uncovering the heterogeneity of causal effects of policies and business decisions at various levels of granularity provides substantial value to decision makers. This paper develops new estimation and inference procedures for multiple…

Econometrics · Economics 2019-07-08 Michael Lechner

We consider estimation and inference of the effects of a policy in the absence of an untreated or control group. We obtain unbiased estimators of individual (heterogeneous) treatment effects and a consistent and asymptotically normal…

Econometrics · Economics 2026-01-13 Irene Botosaru , Raffaella Giacomini , Martin Weidner

Long-term treatment effect estimation is a significant but challenging problem in many applications. Existing methods rely on ideal assumptions, such as no unobserved confounders or binary treatment, to estimate long-term average treatment…

Machine Learning · Computer Science 2025-10-23 Zeqin Yang , Weilin Chen , Ruichu Cai , Yuguang Yan , Zhifeng Hao , Zhipeng Yu , Zhichao Zou , Jixing Xu , Zhen Peng , Jiecheng Guo

Practical and ethical constraints often require the use of observational data for causal inference, particularly in medicine and social sciences. Yet, observational datasets are prone to confounding, potentially compromising the validity of…

Machine Learning · Statistics 2026-05-04 Piersilvio De Bartolomeis , Julia Kostin , Javier Abad , Yixin Wang , Fanny Yang