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A new meta-algorithm for estimating the conditional average treatment effects is proposed in the paper. The main idea underlying the algorithm is to consider a new dataset consisting of feature vectors produced by means of concatenation of…

Machine Learning · Statistics 2019-09-10 Lev V. Utkin , Mikhail V. Kots , Viacheslav S. Chukanov

We propose simple inferential approaches for the fixed effects in complex functional mixed effects models. We estimate the fixed effects under the independence of functional residuals assumption and then bootstrap independent units (e.g.…

Methodology · Statistics 2016-07-06 So Young Park , Ana-Maria Staicu , Luo Xiao , Ciprian Crainiceanu

Experimenters often collect baseline data to study heterogeneity. I propose the first valid confidence intervals for the VCATE, the treatment effect variance explained by observables. Conventional approaches yield incorrect coverage when…

Econometrics · Economics 2023-06-07 Alejandro Sanchez-Becerra

We study the problem of estimating the distribution of effect sizes (the mean of the test statistic under the alternate hypothesis) in a multiple testing setting. Knowing this distribution allows us to calculate the power (type II error) of…

Machine Learning · Statistics 2020-07-28 Jennifer Brennan , Ramya Korlakai Vinayak , Kevin Jamieson

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

Causal mediation analysis examines causal pathways linking exposures to disease. The estimation of interventional effects, which are mediation estimands that overcome certain identifiability problems of natural effects, has been advanced…

In this commentary, we highlight the importance of: (1) carefully considering and clarifying whether a marginal or conditional treatment effect is of interest in a population-adjusted indirect treatment comparison; and (2) developing…

Methodology · Statistics 2021-11-05 Antonio Remiro-Azócar , Anna Heath , Gianluca Baio

Propensity score trimming, which discards subjects with propensity scores below a threshold, is a common way to address positivity violations that complicate causal effect estimation. However, most works on trimming assume treatment is…

Methodology · Statistics 2024-07-31 Zach Branson , Edward H. Kennedy , Sivaraman Balakrishnan , Larry Wasserman

This paper provides robust estimators and efficient inference of causal effects involving multiple interacting mediators. Most existing works either impose a linear model assumption among the mediators or are restricted to handle…

Methodology · Statistics 2024-01-12 Haoyu Wei , Hengrui Cai , Chengchun Shi , Rui Song

In this article, we aim to provide a general and complete understanding of semi-supervised (SS) causal inference for treatment effects. Specifically, we consider two such estimands: (a) the average treatment effect and (b) the quantile…

Methodology · Statistics 2024-08-15 Abhishek Chakrabortty , Guorong Dai

In randomised trials, continuous endpoints are often measured with some degree of error. This study explores the impact of ignoring measurement error, and proposes methods to improve statistical inference in the presence of measurement…

Methodology · Statistics 2019-08-30 Linda Nab , Rolf H. H. Groenwold , Paco M. J. Welsing , Maarten van Smeden

In this paper, we propose a robust method to estimate the average treatment effects in observational studies when the number of potential confounders is possibly much greater than the sample size. We first use a class of penalized…

Methodology · Statistics 2018-12-21 Yang Ning , Sida Peng , Kosuke Imai

Estimating causal effects from large experimental and observational data has become increasingly prevalent in both industry and research. The bootstrap is an intuitive and powerful technique used to construct standard errors and confidence…

Methodology · Statistics 2023-02-07 Matthew Kosko , Lin Wang , Michele Santacatterina

We revisit the classical causal inference problem of estimating the average treatment effect in the presence of fully observed confounding variables using two-stage semiparametric methods. In existing theoretical studies of methods such as…

Methodology · Statistics 2022-05-23 Steve Yadlowsky

This study considers treatment effect models in which others' treatment decisions can affect both one's own treatment and outcome. Focusing on the case of two-player interactions, we formulate treatment decision behavior as a complete…

Econometrics · Economics 2023-02-23 Tadao Hoshino , Takahide Yanagi

We consider a longitudinal data structure consisting of baseline covariates, time-varying treatment variables, intermediate time-dependent covariates, and a possibly time dependent outcome. Previous studies have shown that estimating the…

Statistics Theory · Mathematics 2018-10-09 Linh Tran , Maya Petersen , Joshua Schwab , Mark J van der Laan

Accurate heterogeneous treatment effect (HTE) estimation is essential for personalized recommendations, making it important to evaluate and compare HTE estimators. Traditional assessment methods are inapplicable due to missing…

Methodology · Statistics 2024-12-30 Zijun Gao

Over time, clinical trials have increasingly incorporated complex design and analysis elements such as interim analyses, adaptations, multiple endpoints, and sophisticated multiplicity schemes for multiple endpoints and/or treatment arms…

In many clinical contexts, estimating effects of treatment in time-to-event data is complicated not only by confounding, censoring, and heterogeneity, but also by the presence of a cured subpopulation in which the event of interest never…

Methodology · Statistics 2026-02-06 Yuqi Li , Quinn Lanners , Matthew M. Engelhard

This paper introduces a simple framework of counterfactual estimation for causal inference with time-series cross-sectional data, in which we estimate the average treatment effect on the treated by directly imputing counterfactual outcomes…

Methodology · Statistics 2022-08-16 Licheng Liu , Ye Wang , Yiqing Xu