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For settings with a binary treatment and a binary outcome, instrumental variables can be used to construct bounds on a causal treatment effect. With continuous outcomes, meaningful bounds are more difficult to obtain because the domain of…

Methodology · Statistics 2013-03-26 Tao Liu , Joseph W. Hogan

Instrumental variables (IV) are often used to identify causal effects in observational settings and experiments subject to non-compliance. Under canonical assumptions, IVs allow us to identify a so-called local average treatment effect…

Econometrics · Economics 2025-09-03 Luca Locher , Mats J. Stensrud , Aaron L. Sarvet

To estimate causal effects, analysts performing observational studies in health settings utilize several strategies to mitigate bias due to confounding by indication. There are two broad classes of approaches for these purposes: use of…

Methodology · Statistics 2023-05-01 Roy S. Zawadzki , Joshua D. Grill , Daniel L. Gillen

Matching in causal inference from observational data aims to construct treatment and control groups with similar distributions of covariates, thereby reducing confounding and ensuring an unbiased estimation of treatment effects. This…

Artificial Intelligence · Computer Science 2025-04-15 Sahil Shikalgar , Md. Noor-E-Alam

Conditional Average Treatment Effect (CATE) estimation, at the heart of counterfactual reasoning, is a crucial challenge for causal modeling both theoretically and applicatively, in domains such as healthcare, sociology, or advertising.…

Machine Learning · Computer Science 2025-01-27 Armand Lacombe , Michèle Sebag

There is an increasing interest in estimating heterogeneity in causal effects in randomized and observational studies. However, little research has been conducted to understand heterogeneity in an instrumental variables study. In this work,…

Methodology · Statistics 2021-01-20 Michael Johnson , Jiongyi Cao , Hyunseung Kang

Under an endogenous binary treatment with heterogeneous effects and multiple instruments, we propose a two-step procedure for identifying complier groups with identical local average treatment effects (LATE) despite relying on distinct…

Econometrics · Economics 2023-11-01 Nicolas Apfel , Helmut Farbmacher , Rebecca Groh , Martin Huber , Henrika Langen

Many social and environmental phenomena are associated with macroscopic changes in the built environment, captured by satellite imagery on a global scale and with daily temporal resolution. While widely used for prediction, these images and…

Methodology · Statistics 2024-07-25 Connor T. Jerzak , Ritwik Vashistha , Adel Daoud

Estimating treatment effects, especially individualized treatment effects (ITE), using observational data is challenging due to the complex situations of confounding bias. Existing approaches for estimating treatment effects from…

Machine Learning · Statistics 2022-07-26 Zheng Feng , Mattia Prosperi , Jiang Bian

Evaluating treatment effect heterogeneity widely informs treatment decision making. At the moment, much emphasis is placed on the estimation of the conditional average treatment effect via flexible machine learning algorithms. While these…

Methodology · Statistics 2021-05-07 Lihua Lei , Emmanuel J. Candès

The quantification of treatment effects plays an important role in a wide range of applications, including policy making and bio-pharmaceutical research. In this article, we study the quantile treatment effect (QTE) while addressing two…

Statistics Theory · Mathematics 2025-03-25 Jiachen Sun , Yin Xia

This study investigates the estimation and the statistical inference about Conditional Average Treatment Effects (CATEs), which have garnered attention as a metric representing individualized causal effects. In our data-generating process,…

Methodology · Statistics 2024-03-07 Masahiro Kato

Dropout is common in clinical studies, with up to half of patients leaving early due to side effects or other reasons. When dropout is informative (i.e., dependent on survival time), it introduces censoring bias, because of which treatment…

Machine Learning · Computer Science 2026-05-12 Yuxin Wang , Dennis Frauen , Jonas Schweisthal , Maresa Schröder , Stefan Feuerriegel

Estimation of heterogeneous treatment effects is an active area of research. Most of the existing methods, however, focus on estimating the conditional average treatment effects of a single, binary treatment given a set of pre-treatment…

Methodology · Statistics 2025-05-30 Max Goplerud , Kosuke Imai , Nicole E. Pashley

Instrument variable (IV) methods are widely used in empirical research to identify causal effects of a policy. In the local average treatment effect (LATE) framework, the IV estimand identifies the LATE under three main assumptions: random…

Econometrics · Economics 2025-03-21 Désiré Kédagni , Huan Wu , Yi Cui

Individualized randomized experiments are central to online platforms for optimizing personalized decisions in complex environments. In two-sided markets, however, standard treatment effect estimation is often invalid due to strong temporal…

Methodology · Statistics 2026-05-27 Shuguang Yu , Ting Li , Yuchen Lu , Chengchun Shi , Fan Zhou , Zhichao Zou , Peng Zhen , Hongtu Zhu

Heterogeneous Treatment Effect (HTE) and Conditional Average Treatment Effect (CATE) models relax the assumption that treatment effects are the same for every user. We present a large scale industrial framework for estimating HTE using…

Machine Learning · Computer Science 2025-12-04 Jing Pan , Li Shi , Paul Lo

Estimating how a treatment affects different individuals, known as heterogeneous treatment effect estimation, is an important problem in empirical sciences. In the last few years, there has been a considerable interest in adapting machine…

Machine Learning · Computer Science 2024-10-18 Christopher Tran , Keith Burghardt , Kristina Lerman , Elena Zheleva

Instrumental variables (IVs) are a popular and powerful tool for estimating causal effects in the presence of unobserved confounding. However, classical approaches rely on strong assumptions such as the $\textit{exclusion criterion}$, which…

We study the problem of model selection in causal inference, specifically for conditional average treatment effect (CATE) estimation. Unlike machine learning, there is no perfect analogue of cross-validation for model selection as we do not…

Machine Learning · Computer Science 2024-04-30 Divyat Mahajan , Ioannis Mitliagkas , Brady Neal , Vasilis Syrgkanis