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Estimation of heterogeneous causal effects - i.e., how effects of policies and treatments vary across subjects - is a fundamental task in causal inference. Many methods for estimating conditional average treatment effects (CATEs) have been…

Statistics Theory · Mathematics 2023-12-27 Edward H. Kennedy , Sivaraman Balakrishnan , James M. Robins , Larry Wasserman

Estimation of conditional average treatment effects (CATEs) plays an essential role in modern medicine by informing treatment decision-making at a patient level. Several metalearners have been proposed recently to estimate CATEs in an…

Applications · Statistics 2022-09-07 Yizhe Xu , Nikolaos Ignatiadis , Erik Sverdrup , Scott Fleming , Stefan Wager , Nigam Shah

The Average Treatment Effect (ATE) is a foundational metric in causal inference, widely used to assess intervention efficacy in randomized controlled trials (RCTs). However, in many applications -- particularly in healthcare -- this static…

Machine Learning · Computer Science 2025-07-23 Julianna Piskorz , Krzysztof Kacprzyk , Harry Amad , Mihaela van der Schaar

The estimation of Conditional Average Treatment Effects (CATE) is crucial for understanding the heterogeneity of treatment effects in clinical trials. We evaluate the performance of common methods, including causal forests and various…

Methodology · Statistics 2024-07-12 Oshri Machluf , Tzviel Frostig , Gal Shoham , Tomer Milo , Elad Berkman , Raviv Pryluk

Quantifying treatment effect heterogeneity is a crucial task in many areas of causal inference, e.g. optimal treatment allocation and estimation of subgroup effects. We study the problem of estimating the level sets of the conditional…

Methodology · Statistics 2023-07-03 Matteo Bonvini , Edward H. Kennedy , Luke J. Keele

Experiments that use covariate adaptive randomization (CAR) are commonplace in applied economics and other fields. In such experiments, the experimenter first stratifies the sample according to observed baseline covariates and then assigns…

Econometrics · Economics 2023-05-16 Ahnaf Rafi

Considering censored outcomes in survival analysis can lead to quite complex results in the model setting of causal inference. Causal inference has attracted a lot of attention over the past few years, but little research has been done on…

Methodology · Statistics 2025-09-11 Byeonghee Lee , Joonsung Kang

Previous work on causal inference has primarily focused on averages and conditional averages of treatment effects, with significantly less attention on variability and uncertainty in individual treatment responses. In this paper, we…

Machine Learning · Computer Science 2026-02-10 Liyuan Xu , Bijan Mazaheri

Estimation of individualized treatment effects (ITE), also known as conditional average treatment effects (CATE), is an active area of methodology development. However, much less attention has been paid to the quantification of uncertainty…

Methodology · Statistics 2025-04-08 Daijiro Kabata , Nicholas C. Henderson , Ravi Varadhan

Kernel matching is a widely used technique for estimating treatment effects, particularly valuable in observational studies where randomized controlled trials are not feasible. While kernel-matching approaches have demonstrated practical…

Methodology · Statistics 2025-12-11 Chong Ding , Zheng Li , Hon Keung Tony Ng , Wei Gao

We examine the challenges in ranking multiple treatments based on their estimated effects when using linear regression or its popular double-machine-learning variant, the Partially Linear Model (PLM), in the presence of treatment effect…

Econometrics · Economics 2024-11-06 Apoorva Lal

In multi-site randomized trials with many sites and few randomization units per site, an Empirical-Bayes estimator can be used to estimate the variance of the treatment effect across sites. When this estimator indicates that treatment…

Econometrics · Economics 2024-12-12 Clément de Chaisemartin , Antoine Deeb

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

We address the problem of estimating heterogeneous treatment effects in panel data, adopting the popular Difference-in-Differences (DiD) framework under the conditional parallel trends assumption. We propose a novel doubly robust…

Machine Learning · Statistics 2025-04-29 Hui Lan , Haoge Chang , Eleanor Dillon , Vasilis Syrgkanis

We study the assessment of the accuracy of heterogeneous treatment effect (HTE) estimation, where the HTE is not directly observable so standard computation of prediction errors is not applicable. To tackle the difficulty, we propose an…

Methodology · Statistics 2020-03-10 Zijun Gao , Trevor Hastie , Robert Tibshirani

We develop a novel approach to partially identify causal estimands, such as the average treatment effect (ATE), from observational data. To better satisfy the stable unit treatment value assumption (SUTVA) we utilize stochastic…

Methodology · Statistics 2024-07-30 Brian Knaeble , Braxton Osting , Placede Tshiaba

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

Uplift modeling and Heterogeneous Treatment Effect (HTE) estimation aim at predicting the causal effect of an action, such as a medical treatment or a marketing campaign on a specific individual. In this paper, we focus on data from…

Machine Learning · Computer Science 2024-12-16 Krzysztof Rudaś , Szymon Jaroszewicz

Randomized trials are viewed as the benchmark for assessing causal effects of treatments on outcomes of interest. Nonetheless, challenges such as measurement error can undermine the standard causal assumptions for randomized trials. In…

Methodology · Statistics 2025-08-27 Dane Isenberg , Nandita Mitra , Steven C. Marcus , Rinad S. Beidas , Kristin A. Linn

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