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There is growing interest in estimating and analyzing heterogeneous treatment effects in experimental and observational studies. We describe a number of meta-algorithms that can take advantage of any supervised learning or regression method…

Statistics Theory · Mathematics 2019-06-18 Sören R. Künzel , Jasjeet S. Sekhon , Peter J. Bickel , Bin Yu

Selection bias is pervasive in observational studies. For example, large scale biobanks data can exhibit ``healthy volunteer bias'' when respondents are healthier and of higher socio-economic status than the population they are meant to…

Methodology · Statistics 2026-05-14 Yiwen Qiu , Filip Kovacevic , Shimeng Huang , Peter Spirtes , Francesco Locatello

Conditional Average Treatment Effect (CATE) estimation, at the heart of counterfactual reasoning, is a crucial challenge for causal modeling both theoretically and applicatively, in domains such as healthcare, sociology, or advertising.…

Machine Learning · Computer Science 2025-01-27 Armand Lacombe , Michèle Sebag

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

The estimation of conditional average treatment effects (CATEs) is an important topic in many scientific fields. CATEs can be estimated with high accuracy if data distributed across multiple parties are centralized. However, it is difficult…

Methodology · Statistics 2025-07-28 Yuji Kawamata , Ryoki Motai , Yukihiko Okada , Akira Imakura , Tetsuya Sakurai

Off-policy policy evaluation methods for sequential decision making can be used to help identify if a proposed decision policy is better than a current baseline policy. However, a new decision policy may be better than a baseline policy for…

Machine Learning · Computer Science 2021-11-30 Ramtin Keramati , Omer Gottesman , Leo Anthony Celi , Finale Doshi-Velez , Emma Brunskill

Given the unconfoundedness assumption, we propose new nonparametric estimators for the reduced dimensional conditional average treatment effect (CATE) function. In the first stage, the nuisance functions necessary for identifying CATE are…

Econometrics · Economics 2021-07-26 Qingliang Fan , Yu-Chin Hsu , Robert P. Lieli , Yichong Zhang

Conditional average treatment effects (CATEs) are increasingly estimated from observational data and used to guide policy and individualized treatment decisions. Before such estimates can be trusted in practice, their predictive fitness…

Methodology · Statistics 2026-05-21 Bosen Cui , Yuhong Yang

Estimating heterogeneous treatment effects is important to tailor treatments to those individuals who would most likely benefit. However, conditional average treatment effect predictors may often be trained on one population but possibly…

Machine Learning · Computer Science 2024-10-18 Christoph Kern , Michael Kim , Angela Zhou

For treatment effects - one of the core issues in modern econometric analysis - prediction and estimation are two sides of the same coin. As it turns out, machine learning methods are the tool for generalized prediction models. Combined…

Econometrics · Economics 2021-04-27 Daniel Jacob

Average Treatment Effect (ATE) estimation is a well-studied problem in causal inference. However, it does not necessarily capture the heterogeneity in the data, and several approaches have been proposed to tackle the issue, including…

Machine Learning · Computer Science 2024-03-19 Raghavendra Addanki , Siddharth Bhandari

While randomised controlled trials (RCTs) are the gold standard for estimating causal treatment effects, their limited sample sizes and restrictive criteria make it difficult to extrapolate to a broader population. Observational data, while…

Methodology · Statistics 2025-09-09 Stephanie Riley , Ricardo Silva , Matthew Sperrin

Estimating heterogeneous treatment effects is critical in domains such as personalized medicine, resource allocation, and policy evaluation. A central challenge lies in identifying subpopulations that respond differently to interventions,…

Machine Learning · Statistics 2025-09-18 Zilong Wang , Turgay Ayer , Shihao Yang

Modern treatment targeting methods often rely on estimating the conditional average treatment effect (CATE) using machine learning tools. While effective in identifying who benefits from treatment on the individual level, these approaches…

Methodology · Statistics 2025-11-05 Yuchen Hu , Shuangning Li , Stefan Wager

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

The conditional average treatment effect (CATE) is frequently estimated to refute the homogeneous treatment effect assumption. Under this assumption, all units making up the population under study experience identical benefit from a given…

Interpretability plays a crucial role in the application of statistical learning to estimate heterogeneous treatment effects (HTE) in complex diseases. In this study, we leverage a rule-based workflow, namely causal rule learning (CRL), to…

Machine Learning · Computer Science 2025-11-24 Ying Wu , Hanzhong Liu , Kai Ren , Shujie Ma , Xiangyu Chang

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

Heterogeneous treatment effect (HTE) estimation is critical in medical research. It provides insights into how treatment effects vary among individuals, which can provide statistical evidence for precision medicine. While most existing…

Machine Learning · Statistics 2025-04-25 Ke Wan , Kensuke Tanioka , Toshio Shimokawa

Estimating heterogeneous treatment effects from observational data is a crucial task across many fields, helping policy and decision-makers take better actions. There has been recent progress on robust and efficient methods for estimating…

Machine Learning · Computer Science 2023-11-09 Miruna Oprescu , Jacob Dorn , Marah Ghoummaid , Andrew Jesson , Nathan Kallus , Uri Shalit