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In settings with few treated units, Difference-in-Differences (DID) estimators are not consistent, and are not generally asymptotically normal. This poses relevant challenges for inference. While there are inference methods that are valid…

Econometrics · Economics 2023-02-08 Luis Alvarez , Bruno Ferman

This paper introduces unit-specific heterogeneity in panel data threshold regression. We develop the asymptotic theory for models with heterogeneous thresholds, heterogeneous slope coefficients, and interactive fixed effects. The estimation…

Econometrics · Economics 2026-01-27 Marco Barassi , Yiannis Karavias , Chongxian Zhu

This paper studies the identification, estimation, and inference of long-term (binary) treatment effect parameters when balanced panel data is not available, or consists of only a subset of the available data. We develop a new estimator:…

Econometrics · Economics 2025-02-04 Christophe Bellégo , David Benatia , Vincent Dortet-Bernardet

State-of-the-art methods for conditional average treatment effect (CATE) estimation make widespread use of representation learning. Here, the idea is to reduce the variance of the low-sample CATE estimation by a (potentially constrained)…

Machine Learning · Statistics 2026-03-13 Valentyn Melnychuk , Dennis Frauen , Stefan Feuerriegel

Estimating individual and average treatment effects from observational data is an important problem in many domains such as healthcare and e-commerce. In this paper, we advocate balance regularization of multi-head neural network…

Machine Learning · Computer Science 2020-11-24 Mehrdad Farajtabar , Andrew Lee , Yuanjian Feng , Vishal Gupta , Peter Dolan , Harish Chandran , Martin Szummer

Predicting the impact of treatments from observational data only still represents a majorchallenge despite recent significant advances in time series modeling. Treatment assignments are usually correlated with the predictors of the…

Machine Learning · Computer Science 2022-02-25 Edward De Brouwer , Javier González Hernández , Stephanie Hyland

We extend the continuity-based framework to Regression Discontinuity Designs (RDDs) to identify and estimate causal effects under interference when units are connected through a network. Assignment to an "effective treatment," combining the…

Methodology · Statistics 2025-11-20 Elena Dal Torrione , Tiziano Arduini , Laura Forastiere

Practitioners in diverse fields such as healthcare, economics and education are eager to apply machine learning to improve decision making. The cost and impracticality of performing experiments and a recent monumental increase in electronic…

Machine Learning · Computer Science 2023-08-01 Fredrik D. Johansson , Uri Shalit , Nathan Kallus , David Sontag

Estimation and inference of treatment effects under unconfounded treatment assignments often suffer from bias and the `curse of dimensionality' due to the nonparametric estimation of nuisance parameters for high-dimensional confounders.…

Methodology · Statistics 2025-07-08 Zeqi Wu , Meilin Wang , Wei Huang , Zheng Zhang

The aim of clinical effectiveness research using repositories of electronic health records is to identify what health interventions 'work best' in real-world settings. Since there are several reasons why the net benefit of intervention may…

Methodology · Statistics 2020-06-19 Jie Zhu , Blanca Gallego

When treating depression, clinicians are interested in determining the optimal treatment for a given patient, which is challenging given the amount of treatments available. To advance individualized treatment allocation, integrating data…

Estimation of conditional average treatment effects (CATEs) plays an essential role in modern medicine by informing treatment decision-making at a patient level. Several metalearners have been proposed recently to estimate CATEs in an…

Applications · Statistics 2022-09-07 Yizhe Xu , Nikolaos Ignatiadis , Erik Sverdrup , Scott Fleming , Stefan Wager , Nigam Shah

Treatment effect estimation in continuous time is crucial for personalized medicine. However, existing methods for this task are limited to point estimates of the potential outcomes, whereas uncertainty estimates have been ignored. Needless…

Machine Learning · Computer Science 2024-04-04 Konstantin Hess , Valentyn Melnychuk , Dennis Frauen , Stefan Feuerriegel

This study investigates treatment effect estimation in the semi-supervised setting, also can be interpreted as prediction-powered inference. In our setting, we can use not only the standard triple of covariates, treatment indicator, and…

Machine Learning · Statistics 2026-05-05 Masahiro Kato

Gun violence is a major source of injury and death in the United States. However, relatively little is known about the effects of firearm injuries on survivors and their family members and how these effects vary across subpopulations. To…

Applications · Statistics 2024-06-04 Eric R. Cohn , Zirui Song , Jose R. Zubizarreta

This paper develops doubly robust estimators for direct (DATT) and spillover (SATT) average treatment effects on the treated in network-based difference-in-differences (DiD) designs. Unlike standard DiD methods, the proposed approach…

Methodology · Statistics 2025-09-30 Kuan Sun , Zhiguo Xiao

In open data sets of functional magnetic resonance imaging (fMRI), the heterogeneity of the data is typically attributed to a combination of factors, including differences in scanning procedures, the presence of confounding effects, and…

Machine Learning · Computer Science 2026-04-17 Xin Wen , Shijie Guo , Wenbo Ning , Rui Cao , Yan Niu , Bin Wan , Peng Wei , Xiaobo Liu , Jie Xiang

When the Stable Unit Treatment Value Assumption is violated and there is interference among units, there is not a uniquely defined Average Treatment Effect, and alternative estimands may be of interest. Among these are average unit-level…

Methodology · Statistics 2025-06-30 Molly Offer-Westort , Drew Dimmery

Flexible estimation of heterogeneous treatment effects lies at the heart of many statistical challenges, such as personalized medicine and optimal resource allocation. In this paper, we develop a general class of two-step algorithms for…

Machine Learning · Statistics 2020-08-07 Xinkun Nie , Stefan Wager

Covariate adjustment is one method of causal effect identification in non-experimental settings. Prior research provides routes for finding appropriate adjustments sets, but much of this research assumes knowledge of the underlying causal…

Methodology · Statistics 2025-08-04 Sara LaPlante , Sofia Triantafillou , Emilija Perković