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We investigate the problem of machine learning-based (ML) predictive inference on individual treatment effects (ITEs). Previous work has focused primarily on developing ML-based meta-learners that can provide point estimates of the…

Machine Learning · Computer Science 2023-08-30 Ahmed Alaa , Zaid Ahmad , Mark van der Laan

The conditional tail average treatment effect (CTATE) is defined as a difference between the conditional tail expectations of potential outcomes, which can capture heterogeneity and deliver aggregated local information on treatment effects…

Applications · Statistics 2024-05-21 Le-Yu Chen , Yu-Min Yen

Treatment effect heterogeneity is of a great concern when evaluating policy impact: "is the treatment Pareto-improving?", "what is the proportion of people who are better off under the treatment?", etc. However, even in the simple case of a…

Econometrics · Economics 2025-09-18 Myungkou Shin

The Difference-in-Differences (DiD) method is a fundamental tool for causal inference, yet its application is often complicated by missing data. Although recent work has developed robust DiD estimators for complex settings like staggered…

Methodology · Statistics 2026-01-27 Lorenzo Testa , Edward H. Kennedy , Matthew Reimherr

Standard meta-learning for representation learning aims to find a common representation to be shared across multiple tasks. The effectiveness of these methods is often limited when the nuances of the tasks' distribution cannot be captured…

Machine Learning · Computer Science 2021-03-31 Giulia Denevi , Massimiliano Pontil , Carlo Ciliberto

In recent years, precision treatment strategy have gained significant attention in medical research, particularly for patient care. We propose a novel framework for estimating conditional average treatment effects (CATE) in time-to-event…

Methodology · Statistics 2024-07-29 Runjia Li , Victor B. Talisa , Chung-Chou H. Chang

Given the unconfoundedness assumption, we propose new nonparametric estimators for the reduced dimensional conditional average treatment effect (CATE) function. In the first stage, the nuisance functions necessary for identifying CATE are…

Econometrics · Economics 2021-07-26 Qingliang Fan , Yu-Chin Hsu , Robert P. Lieli , Yichong Zhang

Efficiently and flexibly estimating treatment effect heterogeneity is an important task in a wide variety of settings ranging from medicine to marketing, and there are a considerable number of promising conditional average treatment effect…

Machine Learning · Statistics 2023-05-10 Erik Sverdrup , Yifan Cui

Estimating heterogeneous treatment effects in network settings is complicated by interference, meaning that the outcome of an instance can be influenced by the treatment status of others. Existing causal machine learning approaches usually…

Machine Learning · Computer Science 2025-10-27 Daan Caljon , Jente Van Belle , Wouter Verbeke

Estimating the conditional average treatment effects (CATE) is very important in causal inference and has a wide range of applications across many fields. In the estimation process of CATE, the unconfoundedness assumption is typically…

Machine Learning · Computer Science 2024-12-16 Pengfei Shi , Wei Zhong , Xinyu Zhang , Ningtao Wang , Xing Fu , Weiqiang Wang , Yin Jin

A popular method for estimating a causal treatment effect with observational data is the difference-in-differences (DiD) model. In this work, we consider an extension of the classical DiD setting to the hierarchical context in which data…

Methodology · Statistics 2019-10-17 James Normington , Eric F. Lock , Thomas A. Murray , Caroline S. Carlin

Estimating causal quantities from observational data is crucial for understanding the safety and effectiveness of medical treatments. However, to make reliable inferences, medical practitioners require not only estimating averaged causal…

Machine Learning · Computer Science 2026-03-13 Valentyn Melnychuk , Stefan Feuerriegel , Mihaela van der Schaar

Some patients benefit from a treatment while others may do so less or do not benefit at all. We have previously developed a two-stage network meta-regression prediction model that synthesized randomized trials and evaluates how treatment…

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

It is valuable for any decision maker to know the impact of decisions (treatments) on average and for subgroups. The causal machine learning literature has recently provided tools for estimating group average treatment effects (GATE) to…

Econometrics · Economics 2025-01-10 Nora Bearth , Michael Lechner

Orthogonal meta-learners, such as DR-learner, R-learner and IF-learner, are increasingly used to estimate conditional average treatment effects. They improve convergence rates relative to na\"{\i}ve meta-learners (e.g., T-, S- and…

Methodology · Statistics 2023-11-17 Stijn Vansteelandt , Paweł Morzywołek

This article develops a covariate balancing approach for the estimation of treatment effects on the treated (ATT) in a difference-in-differences (DID) research design when panel data are available. We show that the proposed covariate…

Econometrics · Economics 2025-08-05 Junjie Li , Yukitoshi Matsushita

The difference-in-differences (DID) design is one of the most popular methods used in empirical economics research. However, there is almost no work examining what the DID method identifies in the presence of a misclassified treatment…

Econometrics · Economics 2026-05-01 Augustine Denteh , Désiré Kédagni

Randomized controlled trials are the standard method for estimating causal effects, ensuring sufficient statistical power and confidence through adequate sample sizes. However, achieving such sample sizes is often challenging. This study…

Methodology · Statistics 2025-03-28 Keisuke Hanada , Masahiro Kojima

Conditional average treatment effects (CATEs) allow us to understand the effect heterogeneity across a large population of individuals. However, typical CATE learners assume all confounding variables are measured in order for the CATE to be…

Machine Learning · Computer Science 2022-02-01 Yao Zhang , Jeroen Berrevoets , Mihaela van der Schaar
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