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Causal machine learning holds promise for estimating individual treatment effects from complex data. For successful real-world applications of machine learning methods, it is of paramount importance to obtain reliable insights into which…

Machine Learning · Computer Science 2026-05-22 Joseph Paillard , Angel Reyero Lobo , Vitaliy Kolodyazhniy , Bertrand Thirion , Denis A. Engemann

In this paper we study the problems of estimating heterogeneity in causal effects in experimental or observational studies and conducting inference about the magnitude of the differences in treatment effects across subsets of the…

Machine Learning · Statistics 2022-06-08 Susan Athey , Guido Imbens

Multidimensional heterogeneity and endogeneity are important features of models with multiple treatments. We consider a heterogeneous coefficients model where the outcome is a linear combination of dummy treatment variables, with each…

Econometrics · Economics 2021-11-23 Whitney K. Newey , Sami Stouli

We propose a doubly robust approach to characterizing treatment effect heterogeneity in observational studies. We develop a frequentist inferential procedure that utilizes posterior distributions for both the propensity score and outcome…

Methodology · Statistics 2022-07-21 Heejun Shin , Joseph Antonelli

Shapley values have seen widespread use in machine learning as a way to explain model predictions and estimate the importance of covariates. Accurately explaining models is critical in real-world models to both aid in decision making and to…

Machine Learning · Statistics 2024-08-19 Daniel de Marchi , Michael Kosorok , Scott de Marchi

The aim of clinical effectiveness research using repositories of electronic health records is to identify what health interventions 'work best' in real-world settings. Since there are several reasons why the net benefit of intervention may…

Methodology · Statistics 2020-06-19 Jie Zhu , Blanca Gallego

Causal inference in a program evaluation setting faces the problem of external validity when the treatment effect in the target population is different from the treatment effect identified from the population of which the sample is…

Methodology · Statistics 2021-12-23 Kyungchul Song , Zhengfei Yu

Causal inference plays an important role in explanatory analysis and decision making across various fields like statistics, marketing, health care, and education. Its main task is to estimate treatment effects and make intervention…

Methodology · Statistics 2024-07-22 Yingrong Wang , Haoxuan Li , Minqin Zhu , Anpeng Wu , Ruoxuan Xiong , Fei Wu , Kun Kuang

Estimating how a treatment affects different individuals, known as heterogeneous treatment effect estimation, is an important problem in empirical sciences. In the last few years, there has been a considerable interest in adapting machine…

Machine Learning · Computer Science 2024-10-18 Christopher Tran , Keith Burghardt , Kristina Lerman , Elena Zheleva

Treatment effect heterogeneity plays an important role in many areas of causal inference and within recent years, estimation of the conditional average treatment effect (CATE) has received much attention in the statistical community. While…

Methodology · Statistics 2024-12-17 Simon Christoffer Ziersen , Torben Martinussen

We study treatment effect modifiers for causal analysis in a social network, where neighbors' characteristics or network structure may affect the outcome of a unit, and the goal is to identify sub-populations with varying treatment effects…

Social and Information Networks · Computer Science 2021-11-09 Amir Gilad , Harsh Parikh , Sudeepa Roy , Babak Salimi

This chapter covers different approaches to policy evaluation for assessing the causal effect of a treatment or intervention on an outcome of interest. As an introduction to causal inference, the discussion starts with the experimental…

Econometrics · Economics 2019-10-03 Martin Huber

The most popular methods for measuring importance of the variables in a black box prediction algorithm make use of synthetic inputs that combine predictor variables from multiple subjects. These inputs can be unlikely, physically…

Machine Learning · Computer Science 2023-04-14 Masayoshi Mase , Art B. Owen , Benjamin B. Seiler

This study investigates the identification of marginal treatment responses within multi-valued treatment models. Extending the hyper-rectangle model introduced by Lee and Salanie (2018), this paper relaxes restrictive assumptions, including…

Econometrics · Economics 2025-09-08 Xunkang Tian

Causal random forests provide efficient estimates of heterogeneous treatment effects. However, forest algorithms are also well-known for their black-box nature, and therefore, do not characterize how input variables are involved in…

Machine Learning · Statistics 2023-08-08 Clément Bénard , Julie Josse

We propose a general approach for inference for a broad class of treatment effect parameters in a setting of a discrete valued treatment and instrument with a general outcome variable. The class of parameters considered are those that can…

We propose robust methods for inference on the effect of a treatment variable on a scalar outcome in the presence of very many controls. Our setting is a partially linear model with possibly non-Gaussian and heteroscedastic disturbances.…

Methodology · Statistics 2017-10-05 Alexandre Belloni , Victor Chernozhukov , Christian Hansen

Heterogeneous treatment effects are driven by treatment effect modifiers, pre-treatment covariates that modify the effect of a treatment on an outcome. Current approaches for uncovering these variables are limited to low-dimensional data,…

Methodology · Statistics 2024-11-12 Philippe Boileau , Ning Leng , Nima S. Hejazi , Mark van der Laan , Sandrine Dudoit

Estimating heterogeneous treatment effects across individuals has attracted growing attention as a statistical tool for performing critical decision-making. We propose a Bayesian inference framework that quantifies the uncertainty in…

Methodology · Statistics 2023-12-19 Shunsuke Horii , Yoichi Chikahara

Pathogens usually exist in heterogeneous variants, like subtypes and strains. Quantifying treatment effects on the different variants is important for guiding prevention policies and treatment development. Here we ground analyses of…

Applications · Statistics 2024-08-15 Gellert Perenyi , Mats J. Stensrud