Related papers: Minimax Rate-Optimal Inference for Individualized …
Specifications that impose constant treatment effects are common but biased, while fully flexible alternatives can be imprecise or infeasible. Under a bound on treatment effect heterogeneity, we propose a generalized ridge estimator,…
We study the assessment of the accuracy of heterogeneous treatment effect (HTE) estimation, where the HTE is not directly observable so standard computation of prediction errors is not applicable. To tackle the difficulty, we propose an…
This paper presents a method for constructing uniform confidence bands for the marginal treatment effect (MTE) function. The shape of the MTE function offers insight into how the unobserved propensity to receive treatment is related to the…
Statisticians show growing interest in estimating and analyzing heterogeneity in causal effects in observational studies. However, there usually exists a trade-off between accuracy and interpretability for developing a desirable estimator…
There is intense interest in applying machine learning to problems of causal inference in fields such as healthcare, economics and education. In particular, individual-level causal inference has important applications such as precision…
We present unexpected findings from a large-scale benchmark study evaluating Conditional Average Treatment Effect (CATE) estimation algorithms, i.e., CATE models. By running 16 modern CATE models on 12 datasets and 43,200 sampled variants…
The conditional average treatment effect (CATE) is the best measure of individual causal effects given baseline covariates. However, the CATE only captures the (conditional) average, and can overlook risks and tail events, which are…
In this paper, we study the estimation and inference of the quantile treatment effect under covariate-adaptive randomization. We propose two estimation methods: (1) the simple quantile regression and (2) the inverse propensity score…
In multi-site randomized trials with many sites and few randomization units per site, an Empirical-Bayes estimator can be used to estimate the variance of the treatment effect across sites. When this estimator indicates that treatment…
In the recent literature on estimating heterogeneous treatment effects, each proposed method makes its own set of restrictive assumptions about the intervention's effects and which subpopulations to explicitly estimate. Moreover, the…
This paper investigates how certain relationship between observed and counterfactual distributions serves as an identifying condition for treatment effects when the treatment is endogenous, and shows that this condition holds in a range of…
While average treatment effects (ATE) and conditional average treatment effects (CATE) provide valuable population- and subgroup-level summaries, they fail to capture uncertainty at the individual level. For high-stakes decision-making,…
Previous work on causal inference has primarily focused on averages and conditional averages of treatment effects, with significantly less attention on variability and uncertainty in individual treatment responses. In this paper, we…
Motivated by applications in precision medicine and treatment effect heterogeneity, recent research has focused on estimating conditional average treatment effects (CATEs) using machine learning (ML). CATE estimates may represent…
We develop a methodology for conducting inference on extreme quantiles of unobserved individual heterogeneity (e.g., heterogeneous coefficients, treatment effects) in panel data and meta-analysis settings. Inference is challenging in such…
We propose a method for conducting asymptotically valid inference for treatment effects in a multi-valued treatment framework where the number of units in the treatment arms can be small and do not grow with the sample size. We accomplish…
A central goal of modern causal inference is estimating heterogeneous treatment effects to answer questions like "how does an intervention affect each unit," rather than only on average. We study this problem with panel-data where we…
Within the field of causal inference, we consider the problem of estimating heterogeneous treatment effects from data. We propose and validate a novel approach for learning feature representations to aid the estimation of the conditional…
In personalised decision making, evidence is required to determine whether an action (treatment) is suitable for an individual. Such evidence can be obtained by modelling treatment effect heterogeneity in subgroups. The existing…
The average treatment effect (ATE) is popularly used to assess the treatment effect. However, the ATE implicitly assumes a homogenous treatment effect even amongst individuals with different characteristics. In this paper, we mainly focus…