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In personalised decision making, evidence is required to determine whether an action (treatment) is suitable for an individual. Such evidence can be obtained by modelling treatment effect heterogeneity in subgroups. The existing…

Methodology · Statistics 2022-06-24 Jiuyong Li , Lin Liu , Shisheng Zhang , Saisai Ma , Thuc Duy Le , Jixue Liu

Instrumental variable (IV) methods mitigate bias from unobserved confounding in observational causal inference but rely on the availability of a valid instrument, which can often be difficult or infeasible to identify in practice. In this…

Machine Learning · Statistics 2026-04-08 Frances Dean , Jenna Fields , Radhika Bhalerao , Marie Charpignon , Ahmed Alaa

Instrumental variables (IVs) are widely used to estimate causal effects in the presence of unobserved confounding between exposure and outcome. An IV must affect the outcome exclusively through the exposure and be unconfounded with the…

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

We study the problem of inferring heterogeneous treatment effects from time-to-event data. While both the related problems of (i) estimating treatment effects for binary or continuous outcomes and (ii) predicting survival outcomes have been…

Machine Learning · Computer Science 2022-01-25 Alicia Curth , Changhee Lee , Mihaela van der Schaar

Given a dataset of individuals each described by a covariate vector, a treatment, and an observed outcome on the treatment, the goal of the individual treatment effect (ITE) estimation task is to predict outcome changes resulting from a…

Machine Learning · Computer Science 2024-06-07 Lokesh Nagalapatti , Pranava Singhal , Avishek Ghosh , Sunita Sarawagi

This paper studies the identifying power of an instrumental variable in the nonparametric heterogeneous treatment effect framework when a binary treatment is mismeasured and endogenous. Using a binary instrumental variable, I characterize…

Statistics Theory · Mathematics 2017-05-22 Takuya Ura

The estimation of Conditional Average Treatment Effects (CATE) is crucial for understanding the heterogeneity of treatment effects in clinical trials. We evaluate the performance of common methods, including causal forests and various…

Methodology · Statistics 2024-07-12 Oshri Machluf , Tzviel Frostig , Gal Shoham , Tomer Milo , Elad Berkman , Raviv Pryluk

Treatment effect heterogeneity with respect to covariates is common in instrumental variable (IV) analyses. An intuitive approach, which we call the interacted two-stage least squares (2sls), is to postulate a working linear model of the…

Methodology · Statistics 2026-03-03 Anqi Zhao , Peng Ding , Fan Li

Given only data generated by a standard confounding graph with unobserved confounder, the Average Treatment Effect (ATE) is not identifiable. To estimate the ATE, a practitioner must then either (a) collect deconfounded data;(b) run a…

Machine Learning · Statistics 2021-03-09 Kyra Gan , Andrew A. Li , Zachary C. Lipton , Sridhar Tayur

Heterogeneous treatment effect (HTE) estimation is critical in medical research. It provides insights into how treatment effects vary among individuals, which can provide statistical evidence for precision medicine. While most existing…

Machine Learning · Statistics 2025-04-25 Ke Wan , Kensuke Tanioka , Toshio Shimokawa

In response to the growing need for generating real-world evidence from multi-site collaborative studies, we introduce an efficient collaborative learning approach to evaluate average treatment effect (ECO-ATE) in a multi-site setting under…

Methodology · Statistics 2026-04-09 Sijia Li , Rui Duan

This paper introduces an innovative Bayesian machine learning algorithm to draw interpretable inference on heterogeneous causal effects in the presence of imperfect compliance (e.g., under an irregular assignment mechanism). We show,…

Methodology · Statistics 2021-12-02 Falco J. Bargagli-Stoffi , Kristof De-Witte , Giorgio Gnecco

This paper investigates how certain relationship between observed and counterfactual distributions serves as an identifying condition for treatment effects when the treatment is endogenous, and shows that this condition holds in a range of…

Econometrics · Economics 2023-11-28 Sukjin Han , Haiqing Xu

Commonly, clinical trials report effects not only for the full study population but also for patient subgroups. Meta-analyses of subgroup-specific effects and treatment-by-subgroup interactions may be inconsistent, especially when trials…

Methodology · Statistics 2025-12-23 Renato Panaro , Christian Röver , Tim Friede

We study identifying and estimating the causal effect of a treatment variable on a long-term outcome using data from an observational and an experimental domain. The observational data are subject to unobserved confounding. Furthermore,…

Given the unconfoundedness assumption, we propose new nonparametric estimators for the reduced dimensional conditional average treatment effect (CATE) function. In the first stage, the nuisance functions necessary for identifying CATE are…

Econometrics · Economics 2021-07-26 Qingliang Fan , Yu-Chin Hsu , Robert P. Lieli , Yichong Zhang

Understanding treatment effect heterogeneity is vital to many scientific fields because the same treatment may affect different individuals differently. Quantile regression provides a natural framework for modeling such heterogeneity. We…

Methodology · Statistics 2023-07-12 Alexander Giessing , Jingshen Wang

Evidence syntheses and meta-analyses are used to inform clinical practice guidelines and health economic evaluations. However, heterogeneity of treatment effects poses a significant challenge. Conventional meta-analysis addresses…

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
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