English
Related papers

Related papers: Rate doubly robust estimation for weighted average…

200 papers

We investigate the problem of estimating the average treatment effect (ATE) under a very general setup where the covariates can be high-dimensional, highly correlated, and can have sparse nonlinear effects on the propensity and outcome…

Machine Learning · Statistics 2025-08-26 Jianqing Fan , Soham Jana , Sanjeev Kulkarni , Qishuo Yin

Replicating causal estimates across different cohorts is crucial for increasing the integrity of epidemiological studies. However, strong assumptions regarding unmeasured confounding and effect modification often hinder this goal. By…

Methodology · Statistics 2024-09-23 Roy S. Zawadzki , Daniel L. Gillen

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

We propose a double robust Bayesian inference procedure on the average treatment effect (ATE) under unconfoundedness. For our new Bayesian approach, we first adjust the prior distributions of the conditional mean functions, and then correct…

Econometrics · Economics 2025-02-26 Christoph Breunig , Ruixuan Liu , Zhengfei Yu

We consider the estimation of the average treatment effect in the treated as a function of baseline covariates, where there is a valid (conditional) instrument. We describe two doubly robust (DR) estimators: a locally efficient g-estimator,…

Methodology · Statistics 2019-06-11 Karla DiazOrdaz , Rhian Daniel , Noemi Kreif

The difference-in-differences (DiD) design is a quasi-experimental method for estimating treatment effects. In staggered DiD with multiple treatment groups and periods, estimation based on the two-way fixed effects model yields negative…

Methodology · Statistics 2026-03-05 Yuhao Deng , Le Kang

Observational cohort studies are increasingly being used for comparative effectiveness research to assess the safety of therapeutics. Recently, various doubly robust methods have been proposed for average treatment effect estimation by…

Methodology · Statistics 2025-03-11 Xiaoqing Tan , Shu Yang , Wenyu Ye , Douglas E. Faries , Ilya Lipkovich , Zbigniew Kadziola

Conditional effects are commonly used measures for understanding how treatment effects vary across different groups, and are often used to target treatments/interventions to groups who benefit most. In this work we review existing methods…

Machine Learning · Statistics 2026-04-14 Jiacheng Ge , Iván Díaz

We propose plug-in (PI) and double machine learning (DML) estimators of average treatment effect (ATE), average treatment effect on the treated (ATET) and local average treatment effect (LATE) in the multivariate sample selection model with…

Econometrics · Economics 2025-11-18 Sofiia Dolgikh , Bodan Potanin

Estimating treatment effects is of great importance for many biomedical applications with observational data. Particularly, interpretability of the treatment effects is preferable for many biomedical researchers. In this paper, we first…

Machine Learning · Statistics 2022-06-28 Kan Chen , Qishuo Yin , Qi Long

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

When treatment effects are naturally expressed as ratios -- as in medicine, pricing, and marketing -- the ratio-based CATE $\tau(x) = E[Y|W=1,X=x] / E[Y|W=0,X=x]$ is the appropriate estimand. Yet existing estimators either impose a…

Machine Learning · Statistics 2026-05-27 Michael Fuchs , Dominik Kreiss

We consider the conditional treatment effect for competing risks data in observational studies. While it is described as a constant difference between the hazard functions given the covariates, we do not assume specific functional forms for…

Applications · Statistics 2021-12-28 Denise Rava , Ronghui Xu

When estimating causal effects, it is important to assess external validity, i.e., determine how useful a given study is to inform a practical question for a specific target population. One challenge is that the covariate distribution in…

Methodology · Statistics 2025-01-03 Zhenghao Zeng , Edward H. Kennedy , Lisa M. Bodnar , Ashley I. Naimi

The conditional average treatment effect (CATE) is the best measure of individual causal effects given baseline covariates. However, the CATE only captures the (conditional) average, and can overlook risks and tail events, which are…

Machine Learning · Statistics 2025-06-05 Nathan Kallus , Miruna Oprescu

Plausible identification of conditional average treatment effects (CATEs) may rely on controlling for a large number of variables to account for confounding factors. In these high-dimensional settings, estimation of the CATE requires…

Econometrics · Economics 2023-01-18 Adam Baybutt , Manu Navjeevan

Proximal causal learning is a promising framework for identifying the causal effect under the existence of unmeasured confounders. Within this framework, the doubly robust (DR) estimator was derived and has shown its effectiveness in…

Methodology · Statistics 2024-03-12 Yong Wu , Yanwei Fu , Shouyan Wang , Xinwei Sun

Average treatment effect estimation is the most central problem in causal inference with application to numerous disciplines. While many estimation strategies have been proposed in the literature, the statistical optimality of these methods…

Machine Learning · Statistics 2025-06-10 Jikai Jin , Vasilis Syrgkanis

In the presence of treatment effect heterogeneity, the average treatment effect (ATE) in a randomized controlled trial (RCT) may differ from the average effect of the same treatment if applied to a target population of interest. If all…

Methodology · Statistics 2017-05-02 Trang Quynh Nguyen , Cyrus Ebnesajjad , Stephen R. Cole , Elizabeth A. Stuart

The Average Treatment Effect (ATE) is a global measure of the effectiveness of an experimental treatment intervention. Classical methods of its estimation either ignore relevant covariates or do not fully exploit them. Moreover, past work…

Methodology · Statistics 2013-11-05 Emil Pitkin , Richard Berk , Lawrence Brown , Andreas Buja , Ed George , Kai Zhang , Linda Zhao