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In causal inference about two treatments, Conditional Average Treatment Effects (CATEs) play an important role as a quantity representing an individualized causal effect, defined as a difference between the expected outcomes of the two…

Econometrics · Economics 2023-10-26 Masahiro Kato , Masaaki Imaizumi

When considering the effect a treatment will cause in a population of interest, we often look to evidence from randomized controlled trials. In settings where multiple trials on a treatment are available, we may wish to synthesize the…

Methodology · Statistics 2023-09-08 Nicole Schnitzler , Eloise Kaizar

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

Randomized controlled trials are considered the gold standard to evaluate the treatment effect (estimand) for efficacy and safety. According to the recent International Council on Harmonisation (ICH)-E9 addendum (R1), intercurrent events…

Methodology · Statistics 2021-11-24 Junxiang Luo , Stephen J. Ruberg , Yongming Qu

In medical practice, treatments are selected based on the expected causal effects on patient outcomes. Here, the gold standard for estimating causal effects are randomized controlled trials; however, such trials are costly and sometimes…

Machine Learning · Statistics 2023-01-24 Dennis Frauen , Tobias Hatt , Valentyn Melnychuk , Stefan Feuerriegel

Individual treatment effect (ITE) is often regarded as the ideal target of inference in causal analyses and has been the focus of several recent studies. In this paper, we describe the intrinsic limits regarding what can be learned…

Methodology · Statistics 2025-06-10 Zhehao Zhang , Thomas S. Richardson

Causal inference problems have remained an important research topic over the past several decades due to their general applicability in assessing a treatment effect in many different real-world settings. In this paper, we propose two…

Methodology · Statistics 2024-01-17 Jingyue Huang , Changbao Wu , Leilei Zeng

Since the average treatment effect (ATE) measures the change in social welfare, even if positive, there is a risk of negative effect on, say, some 10% of the population. Assessing such risk is difficult, however, because any one individual…

Methodology · Statistics 2022-07-20 Nathan Kallus

This paper provides a set of methods for quantifying the robustness of treatment effects estimated using the unconfoundedness assumption (also known as selection on observables or conditional independence). Specifically, we estimate and do…

Econometrics · Economics 2021-01-01 Matthew A. Masten , Alexandre Poirier , Linqi Zhang

Randomized controlled trials (RCTs) frequently utilize covariate-adaptive randomization (CAR) (e.g., stratified block randomization) and commonly suffer from imperfect compliance. This paper studies the identification and inference for the…

Econometrics · Economics 2025-05-02 Federico A. Bugni , Mengsi Gao , Filip Obradovic , Amilcar Velez

This paper concerns robust inference on average treatment effects following model selection. In the selection on observables framework, we show how to construct confidence intervals based on a doubly-robust estimator that are robust to…

Statistics Theory · Mathematics 2018-04-13 Max H. Farrell

The estimation of average treatment effects (ATEs), defined as the difference in expected outcomes between treatment and control groups, is a central topic in causal inference. This study develops semiparametric efficient estimators for ATE…

Machine Learning · Computer Science 2025-05-29 Masahiro Kato , Fumiaki Kozai , Ryo Inokuchi

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

Conditional average treatment effect (CATE) estimation is the de facto gold standard for targeting a treatment to a heterogeneous population. The method estimates treatment effects up to an error $\epsilon > 0$ in each of $M$ different…

Machine Learning · Computer Science 2026-01-12 Sílvia Casacuberta , Moritz Hardt

Outcome-dependent sampling designs are extensively utilized in various scientific disciplines, including epidemiology, ecology, and economics, with retrospective case-control studies being specific examples of such designs. Additionally, if…

Methodology · Statistics 2023-09-22 Min Zeng , Zeyang Jia , Zijian Sui , Jinfeng Xu , Hong Zhang

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

We consider the construction of confidence intervals for treatment effects estimated using panel models with interactive fixed effects. We first use the factor-based matrix completion technique proposed by Bai and Ng (2021) to estimate the…

Econometrics · Economics 2022-02-25 Xingyu Li , Yan Shen , Qiankun Zhou

We derive new variance formulas for inference on a general class of estimands of causal average treatment effects in a Randomized Control Trial (RCT). We generalize Robins (1988) and show that when the estimand of interest is the Sample…

Statistics Theory · Mathematics 2017-10-19 Jasjeet S. Sekhon , Yotam Shem-Tov

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…

Performance uncertainty quantification is essential for reliable validation and eventual clinical translation of medical imaging artificial intelligence (AI). Confidence intervals (CIs) play a central role in this process by indicating how…