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Related papers: Treatment Effects Inference with High-Dimensional …

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Understanding treatment effect heterogeneity is vital to many scientific fields because the same treatment may affect different individuals differently. Quantile regression provides a natural framework for modeling such heterogeneity. We…

Methodology · Statistics 2023-07-12 Alexander Giessing , Jingshen Wang

In this paper, we address the issue of estimating and inferring distributional treatment effects in randomized experiments. The distributional treatment effect provides a more comprehensive understanding of treatment heterogeneity compared…

Econometrics · Economics 2025-01-15 Tatsushi Oka , Shota Yasui , Yuta Hayakawa , Undral Byambadalai

Estimating individual-level treatment effect from observational data is a fundamental problem in causal inference and has attracted increasing attention in the fields of education, healthcare, and public policy.In this work, we concentrate…

Machine Learning · Computer Science 2025-07-10 Hui Meng , Keping Yang , Xuyu Peng , Bo Zheng

Randomized Controlled Trials (RCT) are the current gold standards to empirically measure the effect of a new drug. However, they may be of limited size and resorting to complementary non-randomized data, referred to as observational, is…

Methodology · Statistics 2025-06-11 Ahmed Boughdiri , Julie Josse , Erwan Scornet

Heterogeneous treatment effect estimation in high-stakes applications demands models that simultaneously optimize precision, interpretability, and calibration. Many existing tree-based causal inference techniques, however, exhibit high…

Machine Learning · Computer Science 2025-04-21 Yichen Liu

This paper investigates the use of regularization priors in the context of treatment effect estimation using observational data where the number of control variables is large relative to the number of observations. First, the phenomenon of…

Methodology · Statistics 2016-12-30 P. Richard Hahn , Carlos M. Carvalho , Jingyu He , David Puelz

Instrumental variable analysis is a widely used method to estimate causal effects in the presence of unmeasured confounding. When the instruments, exposure and outcome are not measured in the same sample, Angrist and Krueger (1992)…

Statistics Theory · Mathematics 2018-09-07 Qingyuan Zhao , Jingshu Wang , Jack Bowden , Dylan S. Small

TSCI implements treatment effect estimation from observational data under invalid instruments in the R statistical computing environment. Existing instrumental variable approaches rely on arguably strong and untestable identification…

Methodology · Statistics 2023-04-04 David Carl , Corinne Emmenegger , Peter Bühlmann , Zijian Guo

We propose a novel procedure for estimating and conducting inference on average marginal effects in partially linear instrumental regressions using Reproducing Kernel Hilbert Space methods. Our procedure relies on a single regularization…

Econometrics · Economics 2026-04-14 Lucas Girard , Elia Lapenta

When devising a course of treatment for a patient, doctors often have little quantitative evidence on which to base their decisions, beyond their medical education and published clinical trials. Stanford Health Care alone has millions of…

Instrumental variables have been widely used to estimate the causal effect of a treatment on an outcome. Existing confidence intervals for causal effects based on instrumental variables assume that all of the putative instrumental variables…

Methodology · Statistics 2016-07-14 Hyunseung Kang , T. Tony Cai , Dylan S. Small

G-computation has become a widely used robust method for estimating unconditional (marginal) treatment effects with covariate adjustment in the analysis of randomized clinical trials. Statistical inference in this context typically relies…

Methodology · Statistics 2025-03-18 Xin Zhang , Haitao Chu , Lin Liu , Satrajit Roychoudhury

This study introduces a data-driven, machine learning-based method to detect suitable control variables and instruments for assessing the causal effect of a treatment on an outcome in observational data. Our approach tests the joint…

Econometrics · Economics 2026-05-20 Nicolas Apfel , Julia Hatamyar , Martin Huber , Jannis Kueck

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

In a randomized controlled trial, treatment switching (also called contamination or crossover) occurs when a patient initially assigned to one treatment arm changes to another arm during the course of follow-up. Overlooking treatment…

Methodology · Statistics 2022-09-27 Andrew Ying

Consider estimation of average treatment effects with multi-valued treatments using augmented inverse probability weighted (IPW) estimators, depending on outcome regression and propensity score models in high-dimensional settings. These…

Methodology · Statistics 2022-01-25 Wenfu Xu , Zhiqiang Tan

Instrumental variables (IV) estimation is a fundamental method in econometrics and statistics for estimating causal effects in the presence of unobserved confounding. However, challenges such as untestable model assumptions and poor finite…

Econometrics · Economics 2024-12-24 Zhaonan Qu , Yongchan Kwon

We consider estimation of average treatment effects given observational data with high-dimensional pretreatment variables. Existing methods for this problem typically assume some form of sparsity for the regression functions. In this work,…

Methodology · Statistics 2024-04-12 Yuhao Wang , Rajen D. Shah

High-dimensional vector autoregression with measurement error is frequently encountered in a large variety of scientific and business applications. In this article, we study statistical inference of the transition matrix under this model.…

Methodology · Statistics 2020-09-18 Xiang Lyu , Jian Kang , Lexin Li

Multilevel regression and poststratification (MRP) is a flexible modeling technique that has been used in a broad range of small-area estimation problems. Traditionally, MRP studies have been focused on non-causal settings, where estimating…

Methodology · Statistics 2022-01-24 Yuxiang Gao , Lauren Kennedy , Daniel Simpson
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