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The Average Treatment Effect (ATE) is a global measure of the effectiveness of an experimental treatment intervention. Classical methods of its estimation either ignore relevant covariates or do not fully exploit them. Moreover, past work…

Methodology · Statistics 2013-11-05 Emil Pitkin , Richard Berk , Lawrence Brown , Andreas Buja , Ed George , Kai Zhang , Linda Zhao

Treatment effect estimation can assist in effective decision-making in e-commerce, medicine, and education. One popular application of this estimation lies in the prediction of the impact of a treatment (e.g., a promotion) on an outcome…

Machine Learning · Computer Science 2023-09-26 Xiaofeng Lin , Guoxi Zhang , Xiaotian Lu , Han Bao , Koh Takeuchi , Hisashi Kashima

Evaluation of intervention in a multiagent system, e.g., when humans should intervene in autonomous driving systems and when a player should pass to teammates for a good shot, is challenging in various engineering and scientific fields.…

Artificial Intelligence · Computer Science 2024-02-20 Keisuke Fujii , Koh Takeuchi , Atsushi Kuribayashi , Naoya Takeishi , Yoshinobu Kawahara , Kazuya Takeda

In nonseparable triangular models with a binary endogenous treatment and a binary instrumental variable, Vuong and Xu (2017) established identification results for individual treatment effects (ITEs) under the rank invariance assumption.…

Econometrics · Economics 2025-03-10 Jun Ma , Vadim Marmer , Zhengfei Yu

Causal inference from observational data requires untestable identification assumptions. If these assumptions apply, machine learning (ML) methods can be used to study complex forms of causal effect heterogeneity. Recently, several ML…

Methodology · Statistics 2023-12-20 Richard Post , Isabel van den Heuvel , Marko Petkovic , Edwin van den Heuvel

The increasing availability of individual-level data has led to numerous applications of individualized (or personalized) treatment rules (ITRs). Policy makers often wish to empirically evaluate ITRs and compare their relative performance…

Applications · Statistics 2021-05-06 Kosuke Imai , Michael Lingzhi Li

Estimating the individual treatment effect (ITE) from observational data is essential in medicine. A central challenge in estimating the ITE is handling confounders, which are factors that affect both an intervention and its outcome. Most…

Machine Learning · Computer Science 2018-11-28 Changhee Lee , Nicholas Mastronarde , Mihaela van der Schaar

In this paper, we develop a multiply robust inference procedure of the average treatment effect (ATE) for data with high-dimensional covariates. We consider the case where it is difficult to correctly specify a single parametric model for…

Methodology · Statistics 2025-09-03 Xintao Xia , Yumou Qiu

Estimation of individualized treatment effects (ITE) from observational studies is a fundamental problem in causal inference and holds significant importance across domains, including healthcare. However, limited observational datasets pose…

Machine Learning · Computer Science 2024-02-14 Vinod Kumar Chauhan , Jiandong Zhou , Ghadeer Ghosheh , Soheila Molaei , David A. Clifton

This article presents identification results for the marginal treatment effect (MTE) when there is sample selection. We show that the MTE is partially identified for individuals who are always observed regardless of treatment, and derive…

Econometrics · Economics 2021-12-15 Otávio Bartalotti , Désiré Kédagni , Vitor Possebom

Evaluating the treatment effects has become an important topic for many applications. However, most existing literature focuses mainly on the average treatment effects. When the individual effects are heavy-tailed or have outlier values,…

Methodology · Statistics 2023-05-11 Yongchang Su , Xinran Li

The estimation of average treatment effects (ATEs), defined as the difference in expected outcomes between treatment and control groups, is a central topic in causal inference. This study develops semiparametric efficient estimators for ATE…

Machine Learning · Computer Science 2025-05-29 Masahiro Kato , Fumiaki Kozai , Ryo Inokuchi

Observational studies have recently received significant attention from the machine learning community due to the increasingly available non-experimental observational data and the limitations of the experimental studies, such as…

Machine Learning · Computer Science 2023-01-26 Vinod Kumar Chauhan , Soheila Molaei , Marzia Hoque Tania , Anshul Thakur , Tingting Zhu , David A. Clifton

Estimating the individual treatment effect (ITE) from observational data is meaningful and practical in healthcare. Existing work mainly relies on the strong ignorability assumption that no hidden confounders exist, which may lead to bias…

Methodology · Statistics 2020-12-16 Ruoqi Liu , Changchang Yin , Ping Zhang

Developing tools for estimating heterogeneous treatment effects (HTE) and individualized treatment effects has been an area of active research in recent years. While these tools have proven to be useful in many contexts, a concern when…

Methodology · Statistics 2025-03-07 Mahsa Ashouri , Nicholas C. Henderson

Precision medicine seeks to match patients with treatments that produce the greatest benefit. The Predicted Individual Treatment Effect (PITE)-the difference between predicted outcomes under treatment and control-quantifies this benefit but…

Applications · Statistics 2026-02-09 Pamela M. Chiroque-Solano , M Lee Van Horn , Thomas Jaki

Estimating Individual Treatment Effects (ITE) from observational data is challenging due to confounding bias. Most studies tackle this bias by balancing distributions globally, but ignore individual heterogeneity and fail to capture the…

Machine Learning · Computer Science 2025-11-14 Fuyuan Cao , Jiaxuan Zhang , Xiaoli Li

Randomized controlled trials often enroll participants whose characteristics differ from those of a target population, which can limit the generalizability of the estimated treatment effects when effect modifiers differ across populations.…

Methodology · Statistics 2026-05-15 Lan Wen , Issa J. Dahabreh , Yu-Han Chiu

For counterfactual policy evaluation, it is important to ensure that treatment parameters are relevant to policies in question. This is especially challenging under unobserved heterogeneity, as is well featured in the definition of the…

Econometrics · Economics 2023-08-08 Sukjin Han , Shenshen Yang

In this paper, we develop inference methods for the distribution of heterogeneous individual treatment effects (ITEs) in the nonseparable triangular model with a binary endogenous treatment and a binary instrument of Vuong and Xu (2017) and…

Econometrics · Economics 2025-09-22 Jun Ma , Vadim Marmer , Zhengfei Yu