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Flexible estimation of heterogeneous treatment effects lies at the heart of many statistical challenges, such as personalized medicine and optimal resource allocation. In this paper, we develop a general class of two-step algorithms for…

Machine Learning · Statistics 2020-08-07 Xinkun Nie , Stefan Wager

A central goal of causal inference is to detect and estimate the treatment effects of a given treatment or intervention on an outcome variable of interest, where a member known as the heterogeneous treatment effect (HTE) is of growing…

Statistics Theory · Mathematics 2020-10-27 Zijun Gao , Yanjun Han

We study the identification of heterogeneous, intertemporal treatment effects (TE) when potential outcomes depend on past treatments. First, applying a dynamic panel data model to observed outcomes, we show that an instrumental variable…

Econometrics · Economics 2025-09-09 Philip Marx , Elie Tamer , Xun Tang

Triple difference designs have become increasingly popular in empirical economics. The advantage of a triple difference design is that, within a treatment group, it allows for another subgroup of the population -- potentially less impacted…

Econometrics · Economics 2025-06-04 Laura Caron

An individualized treatment rule (ITR) tailors treatments to a patient's specific characteristics. However, randomized controlled trials (RCTs) are often underpowered to detect the treatment effect heterogeneity needed for reliable ITR…

Methodology · Statistics 2026-04-14 Yuan Bian , Donglin Zeng , Hyun-Joon Yang , Leanne M. Williams , Yuanjia Wang

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

Unobserved heterogeneous treatment effects have been emphasized in the recent policy evaluation literature (see e.g., Heckman and Vytlacil, 2005). This paper proposes a nonparametric test for unobserved heterogeneous treatment effects in a…

Econometrics · Economics 2021-08-17 Yu-Chin Hsu , Ta-Cheng Huang , Haiqing Xu

With a large number of baseline covariates, we propose a new semi-parametric modeling strategy for heterogeneous treatment effect estimation and individualized treatment selection, which are two major goals in personalized medicine. We…

Methodology · Statistics 2021-08-12 Wenchuan Guo , Xiao-hua Zhou , Shujie Ma

This paper establishes sufficient conditions for the identification of the marginal treatment effects with multivalued treatments. Our model is based on a multinomial choice model with utility maximization. Our MTE generalizes the MTE…

Econometrics · Economics 2024-12-30 Toshiki Tsuda

Estimation of individual treatment effect in observational data is complicated due to the challenges of confounding and selection bias. A useful inferential framework to address this is the counterfactual (potential outcomes) model which…

Machine Learning · Statistics 2017-01-23 Min Lu , Saad Sadiq , Daniel J. Feaster , Hemant Ishwaran

The heterogeneous treatment effect plays a crucial role in precision medicine.There is evidence that real-world data, even subject to biases, can be employed as supplementary evidence for randomized clinical trials to improve the…

Methodology · Statistics 2025-09-04 Guangcai Mao , Shu Yang , Xiaofei Wang

We consider the estimation of heterogeneous treatment effects with arbitrary machine learning methods in the presence of unobserved confounders with the aid of a valid instrument. Such settings arise in A/B tests with an intent-to-treat…

Econometrics · Economics 2019-06-07 Vasilis Syrgkanis , Victor Lei , Miruna Oprescu , Maggie Hei , Keith Battocchi , Greg Lewis

We investigate how to exploit structural similarities of an individual's potential outcomes (POs) under different treatments to obtain better estimates of conditional average treatment effects in finite samples. Especially when it is…

Machine Learning · Statistics 2021-10-26 Alicia Curth , Mihaela van der Schaar

The statistical tests that are commonly used for detecting mean or median treatment effects suffer from low power when the two distribution functions differ only in the upper (or lower) tail, as in the assessment of the Total Sharp Score…

Applications · Statistics 2011-01-10 Xuming He , Ya-Hui Hsu , Mingxiu Hu

Multi-regional clinical trials (MRCTs) enable efficient global drug development by assessing treatment effects across regions within a single protocol. While powered for overall efficacy, MRCTs are typically not designed to provide…

Estimating the effect of a treatment on a given outcome, conditioned on a vector of covariates, is central in many applications. However, learning the impact of a treatment on a continuous temporal response, when the covariates suffer…

Machine Learning · Computer Science 2019-06-11 Guangyi Zhang , Reza Ashrafi , Anne Juuti , Kirsi Pietiläinen , Pekka Marttinen

We develop a Gaussian-process mixture model for heterogeneous treatment effect estimation that leverages the use of transformed outcomes. The approach we will present attempts to improve point estimation and uncertainty quantification…

Methodology · Statistics 2018-12-19 Abbas Zaidi , Sayan Mukherjee

Recently, there has been great interest in estimating the conditional average treatment effect using flexible machine learning methods. However, in practice, investigators often have working hypotheses about effect heterogeneity across…

Methodology · Statistics 2023-09-13 Chan Park , Hyunseung Kang

The rich longitudinal individual level data available from electronic health records (EHRs) can be used to examine treatment effect heterogeneity. However, estimating treatment effects using EHR data poses several challenges, including…

The increasing scientific attention given to precision medicine based on real-world data has led many recent studies to clarify the relationships between treatment effects and patient characteristics. However, this is challenging because of…

Methodology · Statistics 2022-06-20 Ke Wan , Kensuke Tanioka , Toshio Shimokawa