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This paper considers treatment effects under endogeneity with complex heterogeneity in the selection equation. We model the outcome of an endogenous treatment as a triangular system, where both the outcome and first-stage equations consist…

Statistics Theory · Mathematics 2015-08-26 Eric Gautier , Stefan Hoderlein

We study causal inference in sample selection models where a continuous or multivalued treatment affects both outcome and their observability (eg., employment or survey response). We generalized the widely used Lee (2009)'s bounds for…

Econometrics · Economics 2025-10-29 Ying-Ying Lee , Chu-An Liu

In this chapter, we review the class of causal effects based on incremental propensity scores interventions proposed by Kennedy [2019]. The aim of incremental propensity score interventions is to estimate the effect of increasing or…

Methodology · Statistics 2021-10-22 Matteo Bonvini , Alec McClean , Zach Branson , Edward H. Kennedy

Uncovering the heterogeneity of causal effects of policies and business decisions at various levels of granularity provides substantial value to decision makers. This paper develops new estimation and inference procedures for multiple…

Econometrics · Economics 2019-07-08 Michael Lechner

Relief based algorithms have often been claimed to uncover feature interactions. However, it is still unclear whether and how interaction terms will be differentiated from marginal effects. In this paper, we propose IMMIGRATE algorithm by…

Machine Learning · Statistics 2020-03-05 Ruzhang Zhao , Pengyu Hong , Jun S Liu

This paper develops a nonparametric model that represents how sequences of outcomes and treatment choices influence one another in a dynamic manner. In this setting, we are interested in identifying the average outcome for individuals in…

Econometrics · Economics 2019-01-16 Sukjin Han

Policy evaluation studies, which intend to assess the effect of an intervention, face some statistical challenges: in real-world settings treatments are not randomly assigned and the analysis might be further complicated by the presence of…

Applications · Statistics 2020-06-25 C. Tortù , I. Crimaldi , F. Mealli , L. Forastiere

The causal effect of a treatment can vary from person to person based on their individual characteristics and predispositions. Mining for patterns of individual-level effect differences, a problem known as heterogeneous treatment effect…

Machine Learning · Computer Science 2019-09-04 Christopher Tran , Elena Zheleva

When the Stable Unit Treatment Value Assumption is violated and there is interference among units, there is not a uniquely defined Average Treatment Effect, and alternative estimands may be of interest. Among these are average unit-level…

Methodology · Statistics 2025-06-30 Molly Offer-Westort , Drew Dimmery

We introduce a new nonparametric causal decomposition approach that identifies the mechanisms by which a treatment variable contributes to a group-based outcome disparity. Our approach distinguishes three mechanisms: group differences in 1)…

Methodology · Statistics 2024-12-17 Ang Yu , Felix Elwert

Estimation of individual treatment effects is commonly used as the basis for contextual decision making in fields such as healthcare, education, and economics. However, it is often sufficient for the decision maker to have estimates of…

Machine Learning · Computer Science 2020-08-13 Maggie Makar , Fredrik D. Johansson , John Guttag , David Sontag

Online user-generated content platforms allocate billions of dollars of promotional traffic through algorithms in two-sided marketplaces. To evaluate updates to these algorithms, platforms frequently rely on creator-side randomized…

Econometrics · Economics 2026-03-10 Ruohan Zhan , Shichao Han , Yuchen Hu , Zhenling Jiang

No man is an island, as individuals interact and influence one another daily in our society. When social influence takes place in experiments on a population of interconnected individuals, the treatment on a unit may affect the outcomes of…

Methodology · Statistics 2017-08-30 Edward K. Kao

The simultaneous application of multiple treatments is increasingly common in many fields, such as healthcare and marketing. In such scenarios, it is important to estimate the single treatment effects and the interaction treatment effects…

Methodology · Statistics 2025-11-14 Yuki Murakami , Takumi Hattori , Kohsuke Kubota

We identify the distributional and quantile marginal treatment effect functions when the outcome is right-censored. Our method requires a conditionally exogenous instrument and random censoring. We propose asymptotically consistent…

Econometrics · Economics 2026-04-17 Santiago Acerenza , Vitor Possebom , Pedro H. C. Sant'Anna

Analysis of effect heterogeneity at the group level is standard practice in empirical treatment evaluation. However, treatments analyzed are often aggregates of multiple underlying treatments which are themselves heterogeneous, e.g.…

Econometrics · Economics 2026-02-27 Phillip Heiler , Michael C. Knaus

In lending, where prices are specific to both customers and products, having a well-functioning personalized pricing policy in place is essential to effective business making. Typically, such a policy must be derived from observational…

Machine Learning · Computer Science 2023-09-08 Christopher Bockel-Rickermann , Sam Verboven , Tim Verdonck , Wouter Verbeke

We investigate how to exploit structural similarities of an individual's potential outcomes (POs) under different treatments to obtain better estimates of conditional average treatment effects in finite samples. Especially when it is…

Machine Learning · Statistics 2021-10-26 Alicia Curth , Mihaela van der Schaar

For many kinds of interventions, such as a new advertisement, marketing intervention, or feature recommendation, it is important to target a specific subset of people for maximizing its benefits at minimum cost or potential harm. However, a…

Methodology · Statistics 2020-11-12 Yanbo Xu , Divyat Mahajan , Liz Manrao , Amit Sharma , Emre Kiciman

We consider the problem of defining the effect of an intervention on a time-varying risk factor or treatment for a disease or a physiological marker; we develop here the latter case. So, the system considered is $(Y,A,C)$, where $Y=(Y_t)$,…

Methodology · Statistics 2019-07-31 Daniel Commenges , Mélanie Prague
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