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Related papers: A Meta-learner for Heterogeneous Effects in Differ…

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We study treatment-effect estimation using panel data. The treatment may be non-binary, non-absorbing, and the outcome may be affected by treatment lags. We make a parallel-trends assumption, and propose event-study estimators of the effect…

Econometrics · Economics 2026-05-13 Clément de Chaisemartin , Xavier D'Haultfœuille

Difference-in-Differences (DiD) and Synthetic Control (SC) are widely used methods for causal inference in panel data, each with distinct strengths and limitations. We propose a novel method for short-panel causal inference that integrates…

Econometrics · Economics 2025-09-26 Yixiao Sun , Haitian Xie , Yuhang Zhang

This article proposes doubly robust estimators for the average treatment effect on the treated (ATT) in difference-in-differences (DID) research designs. In contrast to alternative DID estimators, the proposed estimators are consistent if…

Econometrics · Economics 2020-05-07 Pedro H. C. Sant'Anna , Jun B. Zhao

Dropout is common in clinical studies, with up to half of patients leaving early due to side effects or other reasons. When dropout is informative (i.e., dependent on survival time), it introduces censoring bias, because of which treatment…

Machine Learning · Computer Science 2026-05-12 Yuxin Wang , Dennis Frauen , Jonas Schweisthal , Maresa Schröder , Stefan Feuerriegel

In the new era of personalization, learning the heterogeneous treatment effect (HTE) becomes an inevitable trend with numerous applications. Yet, most existing HTE estimation methods focus on independently and identically distributed…

Machine Learning · Statistics 2023-01-31 Ye Shen , Runzhe Wan , Hengrui Cai , Rui Song

Regression discontinuity designs (RDD) are widely used for causal inference. In many empirical applications, treatment effects vary substantially with covariates, and ignoring such heterogeneity can lead to misleading conclusions, which…

Methodology · Statistics 2026-03-05 Daisuke Kondo , Shonosuke Sugasawa

The conditional average treatment effect (CATE) is widely used in personalized medicine to inform therapeutic decisions. However, state-of-the-art methods for CATE estimation (so-called meta-learners) often perform poorly in the presence of…

Machine Learning · Computer Science 2026-03-12 Valentyn Melnychuk , Dennis Frauen , Jonas Schweisthal , Stefan Feuerriegel

For observational studies, we study the sensitivity of causal inference when treatment assignments may depend on unobserved confounders. We develop a loss minimization approach for estimating bounds on the conditional average treatment…

Methodology · Statistics 2022-03-11 Steve Yadlowsky , Hongseok Namkoong , Sanjay Basu , John Duchi , Lu Tian

Difference-in-differences (DiD) is a popular approach to evaluate treatment effects in settings where both pre- and post-treatment measurements of the outcome are available. Despite its popularity, existing methods face important…

Methodology · Statistics 2026-03-31 Chan Park , Eric Tchetgen Tchetgen

When estimating heterogeneous treatment effects, missing outcome data can complicate treatment effect estimation, causing certain subgroups of the population to be poorly represented. In this work, we discuss this commonly overlooked…

Machine Learning · Statistics 2025-04-15 Matthew Pryce , Karla Diaz-Ordaz , Ruth H. Keogh , Stijn Vansteelandt

Reliable estimation of treatment effects from observational data is important in many disciplines such as medicine. However, estimation is challenging when unconfoundedness as a standard assumption in the causal inference literature is…

Machine Learning · Computer Science 2024-10-15 Jonas Schweisthal , Dennis Frauen , Maresa Schröder , Konstantin Hess , Niki Kilbertus , Stefan Feuerriegel

We regularly consider answering counterfactual questions in practice, such as "Would people with diabetes take a turn for the better had they choose another medication?". Observational studies are growing in significance in answering such…

Machine Learning · Computer Science 2022-08-16 Guanglin Zhou , Lina Yao , Xiwei Xu , Chen Wang , Liming Zhu

Methods for estimating heterogeneous treatment effect in observational data have largely focused on continuous or binary outcomes, and have been relatively less vetted with survival outcomes. Using flexible machine learning methods in the…

Applications · Statistics 2021-07-09 Liangyuan Hu , Jiayi Ji , Fan Li

We study estimation of the local average treatment effect on the treated ($LATT$) in instrumented difference-in-differences (IDiD) designs with covariates and staggered instrument exposure. We derive the efficient influence function (EIF)…

Econometrics · Economics 2026-05-06 Jonas Skjold Raaschou-Pedersen

We address a core problem in causal inference: estimating heterogeneous treatment effects using panel data with general treatment patterns. Many existing methods either do not utilize the potential underlying structure in panel data or have…

Machine Learning · Statistics 2024-06-11 Retsef Levi , Elisabeth Paulson , Georgia Perakis , Emily Zhang

Treatment effect heterogeneity plays an important role in many areas of causal inference and within recent years, estimation of the conditional average treatment effect (CATE) has received much attention in the statistical community. While…

Methodology · Statistics 2024-12-17 Simon Christoffer Ziersen , Torben Martinussen

One of the most significant challenges in Conditional Average Treatment Effect (CATE) estimation is the statistical discrepancy between distinct treatment groups. To address this issue, we propose a model-agnostic data augmentation method…

Machine Learning · Computer Science 2025-06-17 Ahmed Aloui , Juncheng Dong , Cat P. Le , Vahid Tarokh

Estimating how a treatment affects different individuals, known as heterogeneous treatment effect estimation, is an important problem in empirical sciences. In the last few years, there has been a considerable interest in adapting machine…

Machine Learning · Computer Science 2024-10-18 Christopher Tran , Keith Burghardt , Kristina Lerman , Elena Zheleva

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

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
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