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We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…

Econometrics · Economics 2024-07-24 Undral Byambadalai , Tatsushi Oka , Shota Yasui

Making causal inferences from observational studies can be challenging when confounders are missing not at random. In such cases, identifying causal effects is often not guaranteed. Motivated by a real example, we consider a…

Methodology · Statistics 2023-10-31 Jian Sun , Bo Fu

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

When estimating causal effects from observational studies, researchers often need to adjust for many covariates to deconfound the non-causal relationship between exposure and outcome, among which many covariates are discrete. The behavior…

Statistics Theory · Mathematics 2024-05-07 Zhenghao Zeng , Sivaraman Balakrishnan , Yanjun Han , Edward H. Kennedy

In many situations, researchers are interested in identifying dynamic effects of an irreversible treatment with a time-invariant binary instrumental variable (IV). For example, in evaluations of dynamic effects of training programs with a…

Econometrics · Economics 2025-01-28 Bruno Ferman , Otávio Tecchio

In an era where diverse and complex data are increasingly accessible, the precise prediction of individual treatment effects (ITE) becomes crucial across fields such as healthcare, economics, and public policy. Current state-of-the-art…

Machine Learning · Statistics 2025-01-28 Baozhen Wang , Xingye Qiao

Quantile and quantile effect functions are important tools for descriptive and causal analyses due to their natural and intuitive interpretation. Existing inference methods for these functions do not apply to discrete random variables. This…

Methodology · Statistics 2018-09-03 Victor Chernozhukov , Iván Fernández-Val , Blaise Melly , Kaspar Wüthrich

Important questions for impact evaluation require knowledge not only of average effects, but of the distribution of treatment effects. The inability to observe individual counterfactuals makes answering these empirical questions…

Econometrics · Economics 2026-05-25 Bruno Fava

Instrumental variable (IV) methods are widely used to adjust for the bias in estimating treatment effects caused by unmeasured confounders in observational studies. In this manuscript, we provide empirical and theoretical evidence that the…

Methodology · Statistics 2015-03-04 Ashkan Ertefaie , Dylan Small , James H. Flory , Sean Hennessy

Unmeasured confounding, unethical exposure, and ill-defined interventions pose significant challenges to evaluating policy-relevant mediation estimands in medicine and public health. In observational studies involving harmful exposures, the…

Methodology · Statistics 2026-05-12 Yang Bai , Yifan Cui , Baoluo Sun

Inferring causal effects of continuous-valued treatments from observational data is a crucial task promising to better inform policy- and decision-makers. A critical assumption needed to identify these effects is that all confounding…

Estimating an individual's potential response to continuously varied treatments is crucial for addressing causal questions across diverse domains, from healthcare to social sciences. However, existing methods are limited either to…

Machine Learning · Computer Science 2024-10-22 Shutong Chen , Yang Li

Causal inference is a critical research area with multi-disciplinary origins and applications, ranging from statistics, computer science, economics, psychology to public health. In many scientific research, randomized experiments provide a…

Methodology · Statistics 2022-07-26 Jingying Zeng

Latent confounders are a fundamental challenge for inferring causal effects from observational data. The instrumental variable (IV) approach is a practical way to address this challenge. Existing IV based estimators need a known IV or other…

Machine Learning · Computer Science 2024-12-09 Debo Cheng , Jiuyong Li , Lin Liu , Ziqi Xu , Weijia Zhang , Jixue Liu , Thuc Duy Le

Many interventions are both beneficial to initiate and harmful to stop. Traditionally, to determine whether to deploy that intervention in a time-limited way depends on if, on average, the increase in the benefits of starting it outweigh…

In this paper the estimation of the distribution function for potential outcomes to receiving or not receiving a treatment is studied. The approach is based on weighting observed data on the basis on estimated propensity score. A weighted…

Methodology · Statistics 2019-04-30 Pier Luigi Conti , Livia De Giovanni

Difference-in-differences (DID) approaches are widely used for estimating causal effects with observational data before and after an intervention. DID traditionally estimates the average treatment effect among the treated after making a…

Methodology · Statistics 2025-06-24 Julia C. Thome , Andrew J. Spieker , Peter F. Rebeiro , Chun Li , Tong Li , Bryan E. Shepherd

The era of big data has witnessed an increasing availability of observational data from mobile and social networking, online advertising, web mining, healthcare, education, public policy, marketing campaigns, and so on, which facilitates…

Machine Learning · Computer Science 2023-03-06 Zhixuan Chu , Ruopeng Li , Stephen Rathbun , Sheng Li

Obtaining valid treatment effect inference remains a challenging problem when dealing with numerous instruments and non-sparse control variables. In this paper, we propose a novel ridge regularization-based instrumental variables method for…

Econometrics · Economics 2025-10-17 Xiduo Chen , Xingdong Feng , Antonio F. Galvao , Yeheng Ge

Interventional effects have been proposed as a solution to the unidentifiability of natural (in)direct effects under mediator-outcome confounders affected by the exposure. Such confounders are an intrinsic characteristic of studies with…

Methodology · Statistics 2022-03-30 Iván Díaz , Nicholas Williams , Kara E. Rudolph