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Randomized trials typically estimate average relative treatment effects, but decisions on the benefit of a treatment are possibly better informed by more individualized predictions of the absolute treatment effect. In case of a binary…

Methodology · Statistics 2021-08-20 J Hoogland , J IntHout , M Belias , MM Rovers , RD Riley , FE Harrell , KGM Moons , TPA Debray , JB Reitsma

This paper studies covariate adjusted estimation of the average treatment effect in stratified experiments. We work in a general framework that includes matched tuples designs, coarse stratification, and complete randomization as special…

Econometrics · Economics 2024-07-23 Max Cytrynbaum

We present machine learning estimators for causal and predictive parameters under covariate shift, where covariate distributions differ between training and target populations. One such parameter is the average effect of a policy that…

Methodology · Statistics 2025-09-23 Victor Chernozhukov , Michael Newey , Whitney K Newey , Rahul Singh , Vasilis Syrgkanis

Randomized experiments are widely used to estimate the causal effects of a proposed treatment in many areas of science, from medicine and healthcare to the physical and biological sciences, from the social sciences to engineering, to public…

Methodology · Statistics 2022-11-30 Christina Lee Yu , Edoardo M Airoldi , Christian Borgs , Jennifer T Chayes

In this paper, we propose a data-adaptive empirical likelihood-based approach for treatment effect estimation and inference, which overcomes the obstacle of the traditional empirical likelihood-based approaches in the high-dimensional…

Methodology · Statistics 2020-12-15 Wei Liang , Ying Yan

We provide a simple distribution regression estimator for treatment effects in the difference-in-differences (DiD) design. Our procedure is particularly useful when the treatment effect differs across the distribution of the outcome…

Econometrics · Economics 2026-05-20 Iván Fernández-Val , Jonas Meier , Aico van Vuuren , Francis Vella

Regression adjustment is broadly applied in randomized trials under the premise that it usually improves the precision of a treatment effect estimator. However, previous work has shown that this is not always true. To further understand…

Methodology · Statistics 2022-10-11 Katarzyna Reluga , Ting Ye , Qingyuan Zhao

Methods for extending -- generalizing or transporting -- inferences from a randomized trial to a target population involve conditioning on a large set of covariates that is sufficient for rendering the randomized and non-randomized groups…

Methodology · Statistics 2021-10-04 Sarah E Robertson , Jon A Steingrimsson , Issa J Dahabreh

Typically, a randomized experiment is designed to test a hypothesis about the average treatment effect and sometimes hypotheses about treatment effect variation. The results of such a study may then be used to inform policy and practice for…

Methodology · Statistics 2026-05-01 Elizabeth Tipton , Michalis Mamakos

Randomized clinical trials are the gold standard for analyzing treatment effects, but high costs and ethical concerns can limit recruitment, potentially leading to invalid inferences. Incorporating external trial data with similar…

Methodology · Statistics 2024-09-09 Yujia Gu , Hanzhong Liu , Wei Ma

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

Treatment effect estimation is essential for informed decision-making in many fields such as healthcare, economics, and public policy. While flexible machine learning models have been widely applied for estimating heterogeneous treatment…

Machine Learning · Computer Science 2025-09-29 Pascal Memmesheimer , Vincent Heuveline , Jürgen Hesser

Beyond conditional average treatment effects, treatments may impact the entire outcome distribution in covariate-dependent ways, for example, by altering the variance or tail risks for specific subpopulations. We propose a novel estimand to…

Machine Learning · Statistics 2026-03-18 Saksham Jain , Alex Luedtke

Estimating treatment effects from observational data is of central interest across numerous application domains. Individual treatment effect offers the most granular measure of treatment effect on an individual level, and is the most useful…

Machine Learning · Statistics 2024-08-06 Hengrui Cai , Huaqing Jin , Lexin Li

This paper studies inference in randomized controlled trials with covariate-adaptive randomization when there are multiple treatments. More specifically, we study inference about the average effect of one or more treatments relative to…

Econometrics · Economics 2019-01-21 Federico A. Bugni , Ivan A. Canay , Azeem M. Shaikh

In this review, we present econometric and statistical methods for analyzing randomized experiments. For basic experiments we stress randomization-based inference as opposed to sampling-based inference. In randomization-based inference,…

Methodology · Statistics 2017-10-26 Susan Athey , Guido Imbens

Demand response is designed to motivate electricity customers to modify their loads at critical time periods. The accurate estimation of impact of demand response signals to customers' consumption is central to any successful program. In…

Systems and Control · Computer Science 2017-05-03 Pan Li , Baosen Zhang

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

In randomized controlled trials without interference, regression adjustment is widely used to enhance the efficiency of treatment effect estimation. This paper extends this efficiency principle to settings with network interference, where a…

Methodology · Statistics 2025-02-18 Xinyuan Fan , Chenlei Leng , Weichi Wu

Estimating heterogeneous treatment effects is an important problem across many domains. In order to accurately estimate such treatment effects, one typically relies on data from observational studies or randomized experiments. Currently,…

Machine Learning · Statistics 2022-02-28 Tobias Hatt , Jeroen Berrevoets , Alicia Curth , Stefan Feuerriegel , Mihaela van der Schaar