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Understanding treatment effect heterogeneity is important for decision making in medical and clinical practices, or handling various engineering and marketing challenges. When dealing with high-dimensional covariates or when the effect…

There is strong interest in estimating how the magnitude of treatment effects of an intervention vary across sub-groups of the population of interest. In our paper, we propose a two-study approach to first propose and then test…

Methodology · Statistics 2020-06-23 Rahul Ladhania , Amelia Haviland , Neeraj Sood , Edward Kennedy , Ateev Mehrotra

In this paper, we establish sufficient conditions for identifying treatment effects on continuous outcomes in endogenous and multi-valued discrete treatment settings with unobserved heterogeneity. We employ the monotonicity assumption for…

Econometrics · Economics 2023-04-27 Koki Fusejima

Estimating heterogeneous treatment effect is an important task in causal inference with wide application fields. It has also attracted increasing attention from machine learning community in recent years. In this work, we reinterpret the…

Methodology · Statistics 2018-10-26 Ran Chen , Hanzhong Liu

This paper considers inference in a linear instrumental variable regression model with many potentially weak instruments, in the presence of heterogeneous treatment effects. I first show that existing test procedures, including those that…

Econometrics · Economics 2025-04-24 Luther Yap

This paper studies treatment effect models in which individuals are classified into unobserved groups based on heterogeneous treatment rules. Using a finite mixture approach, we propose a marginal treatment effect (MTE) framework in which…

Econometrics · Economics 2022-05-24 Tadao Hoshino , Takahide Yanagi

We study the problem of inferring heterogeneous treatment effects from time-to-event data. While both the related problems of (i) estimating treatment effects for binary or continuous outcomes and (ii) predicting survival outcomes have been…

Machine Learning · Computer Science 2022-01-25 Alicia Curth , Changhee Lee , Mihaela van der Schaar

We address the challenge of conducting inference for a categorical treatment effect related to a binary outcome variable while taking into account high-dimensional baseline covariates. The conventional technique used to establish…

Methodology · Statistics 2024-11-27 Abhishek Ojha , Naveen N. Narisetty

Dynamic treatment regimes or policies are a sequence of decision functions over multiple stages that are tailored to individual features. One important class of treatment policies in practice, namely multi-stage stationary treatment…

Machine Learning · Statistics 2025-01-09 Daiqi Gao , Yufeng Liu , Donglin Zeng

Statistical inference of heterogeneous treatment effects (HTEs) across predefined subgroups is challenging when units interact because treatment effects may vary by pre-treatment variables, post-treatment exposure variables (that measure…

Econometrics · Economics 2024-10-02 Julius Owusu

Identifying heterogeneity in a population's response to a health or policy intervention is crucial for evaluating and informing policy decisions. We propose a novel heterogeneous treatment effect estimator in the difference-in-differences…

Methodology · Statistics 2021-08-24 Xinkun Nie , Chen Lu , Stefan Wager

We consider the estimation of heterogeneous treatment effects with arbitrary machine learning methods in the presence of unobserved confounders with the aid of a valid instrument. Such settings arise in A/B tests with an intent-to-treat…

Econometrics · Economics 2019-06-07 Vasilis Syrgkanis , Victor Lei , Miruna Oprescu , Maggie Hei , Keith Battocchi , Greg Lewis

When doing impact evaluation and making causal inferences, it is important to acknowledge the heterogeneity of the treatment effects for different domains (geographic, socio-demographic, or socio-economic). If the domain of interest is…

Methodology · Statistics 2021-03-12 Setareh Ranjbar , Nicola Salvati , Barbara Pacini

Many applications of causal inference require using treatment effects estimated on a study population to make decisions in a separate target population. We consider the challenging setting where there are covariates that are observed in the…

Machine Learning · Computer Science 2024-10-22 Khurram Yamin , Vibhhu Sharma , Ed Kennedy , Bryan Wilder

We present a novel framework for estimation and inference with the broad class of universal approximators. Estimation is based on the decomposition of model predictions into Shapley values. Inference relies on analyzing the bias and…

Machine Learning · Statistics 2024-12-06 Andreas Joseph

Conventional treatment policies map patient covariates to a single recommended intervention in order to maximize expected clinical outcomes. Although a rich body of causal inference methods has been developed to estimate such policies,…

Machine Learning · Computer Science 2026-05-20 Laura Fuentes-Vicente , Mathieu Even , Gaëlle Dormion , Antoine Chambaz , Uri Shalit , Julie Josse

Risk scores are widely used for clinical decision making and commonly generated from logistic regression models. Machine-learning-based methods may work well for identifying important predictors, but such 'black box' variable selection…

Machine Learning · Computer Science 2024-12-31 Yilin Ning , Siqi Li , Marcus Eng Hock Ong , Feng Xie , Bibhas Chakraborty , Daniel Shu Wei Ting , Nan Liu

Understanding treatment effect heterogeneity has become increasingly important in many fields. In this paper we study distributions and quantiles of individual treatment effects to provide a more comprehensive and robust understanding of…

Methodology · Statistics 2026-03-31 Zhe Chen , Xinran Li

Recent advances in machine learning have greatly expanded the repertoire of predictive methods for medical imaging. However, the interpretability of complex models remains a challenge, which limits their utility in medical applications.…

Machine Learning · Statistics 2025-08-13 Joseph Paillard , Antoine Collas , Denis A. Engemann , Bertrand Thirion

Estimating heterogeneous treatment effects has become increasingly important in many fields and life and death decisions are now based on these estimates: for example, selecting a personalized course of medical treatment. Recently, a…

Methodology · Statistics 2019-04-01 Sören R. Künzel , Simon J. S. Walter , Jasjeet S. Sekhon