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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

Heterogeneous treatment effect models allow us to compare treatments at subgroup and individual levels, and are of increasing popularity in applications like personalized medicine, advertising, and education. In this talk, we first survey…

Methodology · Statistics 2022-01-28 Zijun Gao , Trevor Hastie

Data from both a randomized trial and an observational study are sometimes simultaneously available for evaluating the effect of an intervention. The randomized data typically allows for reliable estimation of average treatment effects but…

Methodology · Statistics 2021-12-01 David Cheng , Tianxi Cai

Heterogeneous treatment effects can be very important in the analysis of randomized clinical trials. Heightened risks or enhanced benefits may exist for particular subsets of study subjects. When the heterogeneous treatment effects are…

Methodology · Statistics 2025-07-25 Richard A. Berk , Matthew Olson , Andreas Buja , Aurelie Ouss

Estimating the joint effect of a multivariate, continuous exposure is crucial, particularly in environmental health where interest lies in simultaneously evaluating the impact of multiple environmental pollutants on health. We develop novel…

Causal effect estimation from observational data is a crucial but challenging task. Currently, only a limited number of data-driven causal effect estimation methods are available. These methods either provide only a bound estimation of the…

Methodology · Statistics 2020-11-10 Debo Cheng , Jiuyong Li , Lin Liu , Kui Yu , Thuc Duy Lee , Jixue Liu

Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. With control variables to correct for endogeneity, nonparametric identification of treatment effects requires strong support…

Econometrics · Economics 2025-01-28 Whitney K. Newey , Sami Stouli

This paper addresses the sample selection model within the context of the gender gap problem, where even random treatment assignment is affected by selection bias. By offering a robust alternative free from distributional or specification…

Econometrics · Economics 2024-10-04 Xiaolin Sun , Xueyan Zhao , D. S. Poskitt

Causal estimands can vary significantly depending on the relationship between outcomes in treatment and control groups, potentially leading to wide partial identification (PI) intervals that impede decision making. Incorporating covariates…

Methodology · Statistics 2025-06-02 Sirui Lin , Zijun Gao , Jose Blanchet , Peter Glynn

Estimating treatment effects for subgroups defined by post-treatment behavior (i.e., estimating causal effects in a principal stratification framework) can be technically challenging and heavily reliant on strong assumptions. We investigate…

Methodology · Statistics 2017-08-17 Luke Miratrix , Jane Furey , Avi Feller , Todd Grindal , Lindsay C. Page

We consider identification and inference for the average treatment effect and heterogeneous treatment effect conditional on observable covariates in the presence of unmeasured confounding. Since point identification of these treatment…

Methodology · Statistics 2025-03-04 Kan Chen , Jeffrey Zhang , Bingkai Wang , Dylan S. Small

Understanding and inferencing Heterogeneous Treatment Effects (HTE) and Conditional Average Treatment Effects (CATE) are vital for developing personalized treatment recommendations. Many state-of-the-art approaches achieve inspiring…

Machine Learning · Computer Science 2024-08-28 Chan Hsu , Jun-Ting Wu , Yihuang Kang

In most nonrandomized observational studies, differences between treatment groups may arise not only due to the treatment but also because of the effect of confounders. Therefore, causal inference regarding the treatment effect is not as…

Methodology · Statistics 2018-07-04 Debashis Ghosh

Understanding causal mechanisms is crucial for explaining and generalizing empirical phenomena. Causal mediation analysis offers statistical techniques to quantify the mediation effects. Although numerous methods have been developed for…

Methodology · Statistics 2026-05-12 Jiawei Fu

Treatment effect heterogeneity is of a great concern when evaluating policy impact: "is the treatment Pareto-improving?", "what is the proportion of people who are better off under the treatment?", etc. However, even in the simple case of a…

Econometrics · Economics 2025-09-18 Myungkou Shin

The credibility revolution advances the use of research designs that permit identification and estimation of causal effects. However, understanding which mechanisms produce measured causal effects remains a challenge. The dominant current…

Econometrics · Economics 2026-04-08 Jiawei Fu , Tara Slough

In semi-logarithmic regressions, treatment coefficients are often interpreted as approximations of the average treatment effect (ATE) in percentage points. This paper highlights the overlooked bias of this approximation under treatment…

Econometrics · Economics 2026-02-04 Ying Zeng

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

Causal inference is capable of estimating the treatment effect (i.e., the causal effect of treatment on the outcome) to benefit the decision making in various domains. One fundamental challenge in this research is that the treatment…

Machine Learning · Computer Science 2021-12-28 Qian Li , Zhichao Wang , Shaowu Liu , Gang Li , Guandong Xu

Consider a situation with two treatments, the first of which is randomized but the second is not, and the multifactor version of this. Interest is in treatment effects, defined using standard factorial notation. We define estimators for the…

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