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Understanding and characterizing treatment effect variation in randomized experiments has become essential for going beyond the "black box" of the average treatment effect. Nonetheless, traditional statistical approaches often ignore or…

Statistics Theory · Mathematics 2017-07-31 Peng Ding , Avi Feller , Luke Miratrix

We study the benign overfitting theory in the prediction of the conditional average treatment effect (CATE), with linear regression models. As the development of machine learning for causal inference, a wide range of large-scale models for…

Econometrics · Economics 2022-02-17 Masahiro Kato , Masaaki Imaizumi

Uncertainty quantification is central to many applications of causal machine learning, yet principled Bayesian inference for causal effects remains challenging. Standard Bayesian approaches typically require specifying a probabilistic model…

Machine Learning · Statistics 2026-03-04 Emil Javurek , Dennis Frauen , Yuxin Wang , Stefan Feuerriegel

Numerous empirical studies employ regression discontinuity designs with multiple cutoffs and heterogeneous treatments. A common practice is to normalize all the cutoffs to zero and estimate one effect. This procedure identifies the average…

Econometrics · Economics 2021-01-06 Marinho Bertanha

The Predictive Approaches to Treatment Effect Heterogeneity statement focused on baseline risk as a robust predictor of treatment effect and provided guidance on risk-based assessment of treatment effect heterogeneity in the RCT setting.…

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

While observational data are routinely used to estimate causal effects of biomedical treatments, doing so requires special methods to adjust for observed confounding. These methods invariably rely on untestable statistical and causal…

Methodology · Statistics 2026-03-02 Arman Oganisian

Practitioners in diverse fields such as healthcare, economics and education are eager to apply machine learning to improve decision making. The cost and impracticality of performing experiments and a recent monumental increase in electronic…

Machine Learning · Computer Science 2023-08-01 Fredrik D. Johansson , Uri Shalit , Nathan Kallus , David Sontag

Estimating causal effects from observational data is essential in fields such as medicine, economics and social sciences, where privacy concerns are paramount. We propose a general, model-agnostic framework for differentially private…

Machine Learning · Computer Science 2026-02-02 Christian Janos Lebeda , Mathieu Even , Aurélien Bellet , Julie Josse

Augmented inverse probability weighting and G-computation with canonical generalized linear models have become increasingly popular for estimating average treatment effects (ATEs) in randomized experiments. These methods leverage outcome…

Methodology · Statistics 2026-03-13 Muluneh Alene , Stijn Vansteelandt , Kelly Van Lancker

This paper provides estimation and inference methods for a conditional average treatment effects (CATE) characterized by a high-dimensional parameter in both homogeneous cross-sectional and unit-heterogeneous dynamic panel data settings. In…

Machine Learning · Statistics 2022-12-13 Vira Semenova , Matt Goldman , Victor Chernozhukov , Matt Taddy

Randomized controlled trials (RCT's) allow researchers to estimate causal effects in an experimental sample with minimal identifying assumptions. However, to generalize or transport a causal effect from an RCT to a target population,…

Methodology · Statistics 2022-02-08 Melody Huang

In order to evaluate the impact of a policy intervention on a group of units over time, it is important to correctly estimate the average treatment effect (ATE) measure. Due to lack of robustness of the existing procedures of estimating ATE…

Methodology · Statistics 2022-12-20 Sayoni Roychowdhury , Indrila Ganguly , Abhik Ghosh

Applied Difference-in-Differences studies often involve outcomes that are discrete, mixed, censored, or otherwise non-continuously distributed, while policy questions frequently concern distributional effects rather than mean effects alone.…

Econometrics · Economics 2026-05-22 Nelly K. Djuazon , Emmanuel Selorm Tsyawo

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

Missing data is unavoidable in longitudinal clinical trials, and outcomes are not always normally distributed. In the presence of outliers or heavy-tailed distributions, the conventional multiple imputation with the mixed model with…

Methodology · Statistics 2022-03-22 Siyi Liu , Yilong Zhang , Gregory T Golm , Guanghan , Liu , Shu Yang

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 use of propensity score (PS) methods has become ubiquitous in causal inference. At the heart of these methods is the positivity assumption. Violation of the positivity assumption leads to the presence of extreme PS weights when…

Methodology · Statistics 2024-05-21 Yi Liu , Huiyue Li , Yunji Zhou , Roland Matsouaka

Estimation and inference for the Average Treatment Effect (ATE) is a cornerstone of causal inference and often serves as the foundation for developing procedures for more complicated settings. Although traditionally analyzed in a batch…

Machine Learning · Statistics 2025-02-10 Ojash Neopane , Aaditya Ramdas , Aarti Singh

Inferring the heterogeneous treatment effect is a fundamental problem in the sciences and commercial applications. In this paper, we focus on estimating Conditional Average Treatment Effect (CATE), that is, the difference in the conditional…

Methodology · Statistics 2021-03-23 Haomiao Meng , Xingye Qiao