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This paper investigates estimation and inference for average treatment effects in completely randomized experiments when researchers observe potentially many covariates. Within Neyman's (1923) design-based framework, allowing the number of…

Econometrics · Economics 2025-11-20 Harold D Chiang , Yukitoshi Matsushita , Taisuke Otsu

Model-based reinforcement learning is attractive for sequential decision-making because it explicitly estimates reward and transition models and then supports planning through simulated rollouts. In offline settings with hidden confounding,…

Machine Learning · Computer Science 2026-04-08 Nishanth Venkatesh , Andreas A. Malikopoulos

In clinical trials, there is potential to improve precision and reduce the required sample size by appropriately adjusting for baseline variables in the statistical analysis. This is called covariate adjustment. Despite recommendations by…

Methodology · Statistics 2022-06-20 Kelly Van Lancker , Joshua Betz , Michael Rosenblum

We provide in this paper a fully adaptive penalized procedure to select a covariance among a collection of models observing i.i.d replications of the process at fixed observation points. For this we generalize previous results of Bigot and…

Statistics Theory · Mathematics 2012-03-05 Rolando Biscay , Hélène Lescornel , Jean-Michel Loubes

Combining machine learning with econometric analysis is becoming increasingly prevalent in both research and practice. A common empirical strategy involves the application of predictive modeling techniques to 'mine' variables of interest…

Econometrics · Economics 2020-12-22 Mochen Yang , Edward McFowland , Gordon Burtch , Gediminas Adomavicius

Reliable uncertainty estimates are an important tool for helping autonomous agents or human decision makers understand and leverage predictive models. However, existing approaches to estimating uncertainty largely ignore the possibility of…

Machine Learning · Computer Science 2020-05-22 Sangdon Park , Osbert Bastani , James Weimer , Insup Lee

Traditional methods for covariate adjustment of treatment means in designed experiments are inherently conditional on the observed covariate values. In order to develop a coherent general methodology for analysis of covariance, we propose a…

Methodology · Statistics 2010-01-19 James G. Booth , Walter T. Federer , Martin T. Wells , Russell D. Wolfinger

Uplift modeling and Heterogeneous Treatment Effect (HTE) estimation aim at predicting the causal effect of an action, such as a medical treatment or a marketing campaign on a specific individual. In this paper, we focus on data from…

Machine Learning · Computer Science 2024-12-16 Krzysztof Rudaś , Szymon Jaroszewicz

Most of the widely used estimators of the average treatment effect (ATE) in causal inference rely on the assumptions of unconfoundedness and overlap. Unconfoundedness requires that the observed covariates account for all correlations…

Statistics Theory · Mathematics 2025-07-01 Yang Cai , Alkis Kalavasis , Katerina Mamali , Anay Mehrotra , Manolis Zampetakis

Randomized trials are viewed as the benchmark for assessing causal effects of treatments on outcomes of interest. Nonetheless, challenges such as measurement error can undermine the standard causal assumptions for randomized trials. In…

Methodology · Statistics 2025-08-27 Dane Isenberg , Nandita Mitra , Steven C. Marcus , Rinad S. Beidas , Kristin A. Linn

In a standard classification framework a set of trustworthy learning data are employed to build a decision rule, with the final aim of classifying unlabelled units belonging to the test set. Therefore, unreliable labelled observations,…

Applications · Statistics 2019-11-20 Andrea Cappozzo , Francesca Greselin , Thomas Brendan Murphy

Estimating conditional average treatment effects (CATE) from randomized controlled trials (RCTs) and generalizing them to broader populations is essential for personalizing treatment rules but is complicated by selection bias due to trial…

Methodology · Statistics 2026-05-15 Rikuta Hamaya , Etsuji Suzuki , Konan Hara

We propose an approach to better inform treatment decisions at an individual level by adapting recent advances in average treatment effect estimation to conditional average treatment effect estimation. Our work is based on doubly robust…

Methodology · Statistics 2023-06-13 Aaron Fisher , Virginia Fisher

Randomization, as a key technique in clinical trials, can eliminate sources of bias and produce comparable treatment groups. In randomized experiments, the treatment effect is a parameter of general interest. Researchers have explored the…

Methodology · Statistics 2023-12-05 Fuyi Tu , Wei Ma , Hanzhong Liu

In many randomized trials, outcomes such as essays or open-ended responses must be manually scored as a preliminary step to impact analysis, a process that is costly and limiting. Model-assisted estimation offers a way to combine surrogate…

Methodology · Statistics 2026-02-16 Reagan Mozer , Nicole E. Pashley , Luke Miratrix

Causal inference with observational studies often relies on the assumptions of unconfoundedness and overlap of covariate distributions in different treatment groups. The overlap assumption is violated when some units have propensity scores…

Methodology · Statistics 2022-07-19 Shu Yang , Peng Ding

Randomized controlled trials (RCTs) with binary primary endpoints introduce novel challenges for inferring the causal effects of treatments. The most significant challenge is non-collapsibility, in which the conditional odds ratio estimand…

Methodology · Statistics 2024-03-01 Yunfan Li , Arman Sabbaghi , Jonathan R. Walsh , Charles K. Fisher

Semiparametric regression offers a flexible framework for modeling non-linear relationships between a response and covariates. A prime example are generalized additive models where splines (say) are used to approximate non-linear functional…

Statistics Theory · Mathematics 2018-10-05 Francis K. C. Hui , Chong You , Han Lin Shang , Samuel Müller

Analyses of randomised trials are often based on regression models which adjust for baseline covariates, in addition to randomised group. Based on such models, one can obtain estimates of the marginal mean outcome for the population under…

Methodology · Statistics 2017-07-17 Jonathan W. Bartlett

We study how to efficiently estimate average treatment effects (ATEs) using adaptive experiments. In adaptive experiments, experimenters sequentially assign treatments to experimental units while updating treatment assignment probabilities…

Machine Learning · Statistics 2025-02-21 Masahiro Kato , Takuya Ishihara , Junya Honda , Yusuke Narita
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