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When evaluating a two-phase intervention, the cumulative average treatment effect (ATE) is often the primary causal estimand of interest. However, some individuals who do not respond well to the Phase I treatment may subsequently display…

Methodology · Statistics 2026-02-02 Guanglei Hong , Xu Qin , Zhengyan Xu , Fan Yang

Randomized controlled trials (RCTs) are widely regarded as the gold standard for causal inference in biomedical research. For instance, when estimating the average treatment effect on the treated (ATT), a doubly robust estimation procedure…

Methodology · Statistics 2025-09-26 Chi-Shian Dai , Chao Ying , Yang Ning , Jiwei Zhao

Outcome-dependent sampling designs are extensively utilized in various scientific disciplines, including epidemiology, ecology, and economics, with retrospective case-control studies being specific examples of such designs. Additionally, if…

Methodology · Statistics 2023-09-22 Min Zeng , Zeyang Jia , Zijian Sui , Jinfeng Xu , Hong Zhang

This study proposes an end-to-end algorithm for policy learning in causal inference. We observe data consisting of covariates, treatment assignments, and outcomes, where only the outcome corresponding to the assigned treatment is observed.…

Econometrics · Economics 2025-12-30 Masahiro Kato

We consider estimation of the target population average treatment effect (TATE) when outcome information is unavailable. Instead, we observe the outcome in multiple source populations and wish to combine the treatment effects therein to…

Methodology · Statistics 2025-05-16 Zehao Su , Helene Charlotte Rytgaard , Henrik Ravn , Frank Eriksson

In modern statistics, interests shift from pursuing the uniformly minimum variance unbiased estimator to reducing mean squared error (MSE) or residual squared error. Shrinkage based estimation and regression methods offer better prediction…

Methodology · Statistics 2025-02-25 Tianyu Zhan , Haoda Fu , Jian Kang

Numerous empirical studies employ regression discontinuity designs with multiple cutoffs and heterogeneous treatments. A common practice is to normalize all the cutoffs to zero and estimate one effect. This procedure identifies the average…

Econometrics · Economics 2021-01-06 Marinho Bertanha

The Difference-in-Differences (DiD) method is a fundamental tool for causal inference, yet its application is often complicated by missing data. Although recent work has developed robust DiD estimators for complex settings like staggered…

Methodology · Statistics 2026-01-27 Lorenzo Testa , Edward H. Kennedy , Matthew Reimherr

We propose a difference-in-differences (DiD) framework designed for time-varying continuous treatments across multiple periods. Specifically, we estimate the average treatment effect on the treated (ATET) by comparing distinct non-zero…

Econometrics · Economics 2026-01-16 Michel F. C. Haddad , Martin Huber , José Eduardo Medina-Reyes , Lucas Z. Zhang

In observational studies, confounding variables affect both treatment and outcome. Moreover, instrumental variables also influence the treatment assignment mechanism. This situation sets the study apart from a standard randomized controlled…

Machine Learning · Statistics 2025-07-18 Atomsa Gemechu Abdisa , Yingchun Zhou , Yuqi Qiu

Augmenting randomized controlled trials (RCTs) with external real-world data (RWD) has the potential to improve the finite sample efficiency of treatment effect estimators. We describe using adaptive targeted maximum likelihood estimation…

Methodology · Statistics 2025-01-30 Sky Qiu , Jens Tarp , Andrew Mertens , Mark van der Laan

A new meta-algorithm for estimating the conditional average treatment effects is proposed in the paper. The main idea underlying the algorithm is to consider a new dataset consisting of feature vectors produced by means of concatenation of…

Machine Learning · Statistics 2019-09-10 Lev V. Utkin , Mikhail V. Kots , Viacheslav S. Chukanov

This paper provides estimation and inference methods for a conditional average treatment effects (CATE) characterized by a high-dimensional parameter in both homogeneous cross-sectional and unit-heterogeneous dynamic panel data settings. In…

Machine Learning · Statistics 2022-12-13 Vira Semenova , Matt Goldman , Victor Chernozhukov , Matt Taddy

This paper studies the prediction task of tensor-on-tensor regression in which both covariates and responses are multi-dimensional arrays (a.k.a., tensors) across time with arbitrary tensor order and data dimension. Existing methods either…

Machine Learning · Statistics 2024-12-23 Guanhao Zhou , Yuefeng Han , Xiufan Yu

Semiparametric accelerated failure time (AFT) models directly relate the predicted failure times to covariates and are a useful alternative to models that work on the hazard function or the survival function. For case-cohort data, much less…

Computation · Statistics 2022-12-15 Steven Chiou , Sangwook Kang , Jun Yan

Statisticians show growing interest in estimating and analyzing heterogeneity in causal effects in observational studies. However, there usually exists a trade-off between accuracy and interpretability for developing a desirable estimator…

Methodology · Statistics 2023-06-26 Steven Siwei Ye , Yanzhen Chen , Oscar Hernan Madrid Padilla

To address the bias of the canonical two-way fixed effects estimator for difference-in-differences under staggered adoptions, Wooldridge (2021) proposed the extended two-way fixed effects estimator, which adds many parameters. However, this…

Econometrics · Economics 2025-04-08 Gregory Faletto

Methods for estimating heterogeneous treatment effect in observational data have largely focused on continuous or binary outcomes, and have been relatively less vetted with survival outcomes. Using flexible machine learning methods in the…

Applications · Statistics 2021-07-09 Liangyuan Hu , Jiayi Ji , Fan Li

This paper introduces a generalized ps-BART model for the estimation of Average Treatment Effect (ATE) and Conditional Average Treatment Effect (CATE) in continuous treatments, addressing limitations of the Bayesian Causal Forest (BCF)…

Machine Learning · Statistics 2024-09-11 Hugo Gobato Souto , Francisco Louzada Neto

We study the problem of estimating the average treatment effect (ATE) under sequentially adaptive treatment assignment mechanisms. In contrast to classical completely randomized designs, we consider a setting in which the probability of…

Statistics Theory · Mathematics 2026-05-12 Saikat Sengupta , Koulik Khamaru , Suvrojit Ghosh , Tirthankar Dasgupta