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Causal effect estimation for dynamic treatment regimes (DTRs) contributes to sequential decision making. However, censoring and time-dependent confounding under DTRs are challenging as the amount of observational data declines over time due…

Machine Learning · Statistics 2021-09-27 Adi Lin , Jie Lu , Junyu Xuan , Fujin Zhu , Guangquan Zhang

The policy relevant treatment effect (PRTE) measures the average effect of switching from a status-quo policy to a counterfactual policy. Estimation of the PRTE involves estimation of multiple preliminary parameters, including propensity…

Econometrics · Economics 2020-07-17 Yuya Sasaki , Takuya Ura

When using the propensity score method to estimate the treatment effects, it is important to select the covariates to be included in the propensity score model. The inclusion of covariates unrelated to the outcome in the propensity score…

Methodology · Statistics 2024-02-29 Takehiro Shoji , Jun Tsuchida , Hiroshi Yadohisa

Recently, many researchers have advanced data-driven methods for modeling heterogeneous treatment effects (HTEs). Even still, estimation of HTEs is a difficult task -- these methods frequently over- or under-estimate the treatment effects,…

Methodology · Statistics 2022-03-28 Yizhe Xu , Steve Yadlowsky

In this article, we introduce the BNPqte R package which implements the Bayesian nonparametric approach of Xu, Daniels and Winterstein (2018) for estimating quantile treatment effects in observational studies. This approach provides…

Computation · Statistics 2021-06-29 Chuji Luo , Michael J. Daniels

Empirical regression discontinuity (RD) studies often include covariates in their specifications to increase the precision of their estimates. In this paper, we propose a novel class of estimators that use such covariate information more…

Econometrics · Economics 2025-04-28 Claudia Noack , Tomasz Olma , Christoph Rothe

Researchers would often like to leverage data from a collection of sources (e.g., primary studies in a meta-analysis) to estimate causal effects in a target population of interest. However, traditional meta-analytic methods do not produce…

Methodology · Statistics 2025-05-15 Guanbo Wang , Sean McGrath , Yi Lian

We introduce a novel method for estimating and conducting inference about extreme quantile treatment effects (QTEs) in the presence of endogeneity. Our approach is applicable to a broad range of empirical research designs, including…

Econometrics · Economics 2024-09-09 Yuya Sasaki , Yulong Wang

In this article the package High-dimensional Metrics (\texttt{hdm}) is introduced. It is a collection of statistical methods for estimation and quantification of uncertainty in high-dimensional approximately sparse models. It focuses on…

Methodology · Statistics 2017-09-28 Victor Chernozhukov , Chris Hansen , Martin Spindler

Reliable estimation of treatment effects from observational data is important in many disciplines such as medicine. However, estimation is challenging when unconfoundedness as a standard assumption in the causal inference literature is…

Machine Learning · Computer Science 2024-10-15 Jonas Schweisthal , Dennis Frauen , Maresa Schröder , Konstantin Hess , Niki Kilbertus , Stefan Feuerriegel

When estimating a Global Average Treatment Effect (GATE) under network interference, units can have widely different relationships to the treatment depending on a combination of the structure of their network neighborhood, the structure of…

Methodology · Statistics 2023-02-13 Kevin Han , Johan Ugander

Assessing treatment effect heterogeneity (TEH) in clinical trials is crucial, as it provides insights into the variability of treatment responses among patients, influencing important decisions related to drug development. Furthermore, it…

Applications · Statistics 2026-02-06 Konstantinos Sechidis , Cong Zhang , Sophie Sun , Yao Chen , Asher Spector , Björn Bornkamp

Quasi-experimental evaluations are central for generating real-world causal evidence and complementing insights from randomized trials. The regression discontinuity design (RDD) is a quasi-experimental design that can be used to estimate…

Machine Learning · Statistics 2026-04-07 Maximilian Schuessler , Erik Sverdrup , Robert Tibshirani , Stefan Wager

This paper establishes sufficient conditions for the identification of the marginal treatment effects with multivalued treatments. Our model is based on a multinomial choice model with utility maximization. Our MTE generalizes the MTE…

Econometrics · Economics 2024-12-30 Toshiki Tsuda

In many practical situations, randomly assigning treatments to subjects is uncommon due to feasibility constraints. For example, economic aid programs and merit-based scholarships are often restricted to those meeting specific income or…

The increasing scientific attention given to precision medicine based on real-world data has led many recent studies to clarify the relationships between treatment effects and patient characteristics. However, this is challenging because of…

Methodology · Statistics 2022-06-20 Ke Wan , Kensuke Tanioka , Toshio Shimokawa

Multi-Regional Clinical Trials (MRCTs) play a central role in the development of new therapies by enabling the simultaneous evaluation of drug efficacy and safety across diverse global populations. Assessing the consistency of treatment…

Applications · Statistics 2026-02-10 Kunhai Qing , Xinru Ren , Jin Xu , Menggang Yu

Learning heterogeneous treatment effects (HTEs) is an important problem across many fields. Most existing methods consider the setting with a single treatment arm and a single outcome metric. However, in many real world domains, experiments…

Machine Learning · Computer Science 2022-06-13 Leon Yao , Caroline Lo , Israel Nir , Sarah Tan , Ariel Evnine , Adam Lerer , Alex Peysakhovich

The heterogeneous treatment effect plays a crucial role in precision medicine.There is evidence that real-world data, even subject to biases, can be employed as supplementary evidence for randomized clinical trials to improve the…

Methodology · Statistics 2025-09-04 Guangcai Mao , Shu Yang , Xiaofei Wang

Mobile health is a rapidly developing field in which behavioral treatments are delivered to individuals via wearables or smartphones to facilitate health-related behavior change. Micro-randomized trials (MRT) are an experimental design for…

Methodology · Statistics 2019-05-13 Tianchen Qian , Predrag Klasnja , Susan A. Murphy