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Many marketing applications, including credit card incentive programs, offer rewards to customers who exceed specific spending thresholds to encourage increased consumption. Quantifying the causal effect of these thresholds on customers is…

Methodology · Statistics 2026-01-19 Kohsuke Kubota , Shonosuke Sugasawa

When constructing a model to estimate the causal effect of a treatment, it is necessary to control for other factors which may have confounding effects. Because the ignorability assumption is not testable, however, it is usually unclear…

Methodology · Statistics 2022-09-07 Spencer Woody , Carlos M. Carvalho , Jared S. Murray

We consider point estimation and inference for the treatment effect path of a policy. Examples include dynamic treatment effects in microeconomics, impulse response functions in macroeconomics, and event study paths in finance. We present…

Econometrics · Economics 2025-05-20 Simon Freyaldenhoven , Christian Hansen

Constructing confidence intervals (CIs) for the average treatment effect (ATE) from patient records is crucial to assess the effectiveness and safety of drugs. However, patient records typically come from different hospitals, thus raising…

Machine Learning · Computer Science 2025-10-16 Yuxin Wang , Maresa Schröder , Dennis Frauen , Jonas Schweisthal , Konstantin Hess , Stefan Feuerriegel

Policy evaluation in empirical microeconomics has been focusing on estimating the average treatment effect and more recently the heterogeneous treatment effects, often relying on the unconfoundedness assumption. We propose a method based on…

Econometrics · Economics 2023-06-06 Wei Tian

One challenge of large-scale data analysis is that the assumption of an identical distribution for all samples is often not realistic. An optimal linear regression might, for example, be markedly different for distinct groups of the data.…

Methodology · Statistics 2015-03-02 Dominik Rothenhäusler , Nicolai Meinshausen , Peter Bühlmann

Estimating counterfactual outcomes over time has the potential to unlock personalized healthcare by assisting decision-makers to answer ''what-iF'' questions. Existing causal inference approaches typically consider regular, discrete-time…

Machine Learning · Computer Science 2022-06-17 Nabeel Seedat , Fergus Imrie , Alexis Bellot , Zhaozhi Qian , Mihaela van der Schaar

We propose a sensitivity analysis for Synthetic Control (SC) treatment effect estimates to interrogate the assumption that the SC method is well-specified, namely that choosing weights to minimize pre-treatment prediction error yields…

Econometrics · Economics 2021-02-23 Billy Ferguson , Brad Ross

We develop randomization-based tests for heterogeneous treatment effects in the presence of network interference. Leveraging the exposure mapping framework, we study a broad class of null hypotheses that represent various forms of constant…

Econometrics · Economics 2025-06-25 Julius Owusu

It is often of interest in observational studies to measure the causal effect of a treatment on time-to-event outcomes. In a medical setting, observational studies commonly involve patients who initiate medication therapy and others who do…

Methodology · Statistics 2019-10-07 Reagan Mozer , Mark E. Glickman

This paper proposes a novel approach for estimating treatment effects in panel data settings, addressing key limitations of the standard difference-in-differences (DID) approach. The standard approach relies on the parallel trends…

Econometrics · Economics 2026-01-14 Shoya Ishimaru

Supply chain management and inventory control provide most exciting examples of control systems with delays. Here, Smith predictors, model-free control and new time series forecasting techniques are mixed in order to derive an efficient…

Systems and Control · Computer Science 2021-01-07 Koussaila Hamiche , Michel Fliess , Cédric Join , Hassane Abouaïssa

Understanding whether and how treatment effects vary across subgroups is crucial to inform clinical practice and recommendations. Accordingly, the assessment of heterogeneous treatment effects (HTE) based on pre-specified potential effect…

Methodology · Statistics 2023-12-04 Bryan S. Blette , Scott D. Halpern , Fan Li , Michael O. Harhay

Researchers are frequently interested in understanding the causal effect of treatment interventions. However, in some cases, the treatment of interest--readily available in a randomized controlled trial (RCT)--is either not directly…

Methodology · Statistics 2025-09-29 Lan Wen , Aaron L Sarvet

Randomized control trials (RCTs) are the gold standard for estimating causal effects, but often use samples that are non-representative of the actual population of interest. We propose a reweighting method for estimating population average…

Methodology · Statistics 2022-02-09 Kellie Ottoboni , Jason Poulos

Time series in real-world applications often have missing observations, making typical analytical methods unsuitable. One method for dealing with missing data is the concept of amplitude modulation. While this principle works with any data,…

Methodology · Statistics 2024-04-19 Simon Nik

The presence of unobserved confounders is one of the main challenges in identifying treatment effects. In this paper, we propose a new approach to causal inference using panel data with large large $N$ and $T$. Our approach imputes the…

Econometrics · Economics 2025-03-28 Ben Deaner , Chen-Wei Hsiang , Andrei Zeleneev

We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…

Econometrics · Economics 2024-07-24 Undral Byambadalai , Tatsushi Oka , Shota Yasui

In many empirical settings, directly observing a treatment variable may be infeasible although an error-prone surrogate measurement of the latter will often be available. Causal inference based solely on the surrogate measurement is…

Methodology · Statistics 2024-09-26 Ying Zhou , Eric Tchetgen Tchetgen

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