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Attrition is a common and potentially important threat to internal validity in treatment effect studies. We extend the changes-in-changes approach to identify the average treatment effect for respondents and the entire study population in…

Econometrics · Economics 2024-03-29 Dalia Ghanem , Sarojini Hirshleifer , Désiré Kédagni , Karen Ortiz-Becerra

Matching and weighting methods for observational studies involve the choice of an estimand, the causal effect with reference to a specific target population. Commonly used estimands include the average treatment effect in the treated (ATT),…

Methodology · Statistics 2023-07-12 Noah Greifer , Elizabeth A. Stuart

Heterogeneous effect estimation plays a crucial role in causal inference, with applications across medicine and social science. Many methods for estimating conditional average treatment effects (CATEs) have been proposed in recent years,…

Statistics Theory · Mathematics 2023-08-22 Edward H. Kennedy

Estimating conditional average treatment effects (CATE) from randomized controlled trials (RCTs) and generalizing them to broader populations is essential for personalizing treatment rules but is complicated by selection bias due to trial…

Methodology · Statistics 2026-05-15 Rikuta Hamaya , Etsuji Suzuki , Konan Hara

Confounding bias and selection bias bring two significant challenges to the validity of conclusions drawn from applied causal inference. The latter can stem from informative missingness, such as in cases of attrition. We introduce the…

Methodology · Statistics 2025-03-25 Johan de Aguas , Johan Pensar , Tomás Varnet Pérez , Guido Biele

From personalised medicine to targeted advertising, it is an inherent task to provide a sequence of decisions with historical covariates and outcome data. This requires understanding of both the dynamics and heterogeneity of treatment…

Methodology · Statistics 2022-06-22 Oscar Hernan Madrid Padilla , Yi Yu

Accurately predicting conditional average treatment effects (CATEs) is crucial in personalized medicine and digital platform analytics. Since the treatments of interest often cannot be directly randomized, observational data is leveraged to…

Methodology · Statistics 2024-11-05 Miruna Oprescu , Nathan Kallus

While many areas of machine learning have benefited from the increasing availability of large and varied datasets, the benefit to causal inference has been limited given the strong assumptions needed to ensure identifiability of causal…

Machine Learning · Computer Science 2022-01-02 Wenshuo Guo , Serena Wang , Peng Ding , Yixin Wang , Michael I. Jordan

Assume that one is interested in estimating an average treatment effect (ATE), equal to a weighted average of $S$ conditional average treatment effects (CATEs). One has unbiased estimators of the CATEs. One could just average the CATE…

Econometrics · Economics 2025-11-11 Clément de Chaisemartin

This paper presents a general and efficient framework for probabilistic inference and learning from arbitrary uncertain information. It exploits the calculation properties of finite mixture models, conjugate families and factorization. Both…

Artificial Intelligence · Computer Science 2011-05-19 M. C. Garrido , P. E. Lopez-de-Teruel , A. Ruiz

For counterfactual policy evaluation, it is important to ensure that treatment parameters are relevant to policies in question. This is especially challenging under unobserved heterogeneity, as is well featured in the definition of the…

Econometrics · Economics 2023-08-08 Sukjin Han , Shenshen Yang

A central goal of modern causal inference is estimating heterogeneous treatment effects to answer questions like "how does an intervention affect each unit," rather than only on average. We study this problem with panel-data where we…

Machine Learning · Statistics 2026-05-29 Anay Mehrotra , Phuc Tran , Van H. Vu , Manolis Zampetakis

The machine learning toolbox for estimation of heterogeneous treatment effects from observational data is expanding rapidly, yet many of its algorithms have been evaluated only on a very limited set of semi-synthetic benchmark datasets. In…

Machine Learning · Computer Science 2021-07-29 Alicia Curth , Mihaela van der Schaar

Recently, conditional average treatment effect (CATE) estimation has been attracting much attention due to its importance in various fields such as statistics, social and biomedical sciences. This study proposes a partially linear…

Methodology · Statistics 2022-01-31 Shunsuke Horii

Causal inference from observational data requires untestable identification assumptions. If these assumptions apply, machine learning (ML) methods can be used to study complex forms of causal effect heterogeneity. Recently, several ML…

Methodology · Statistics 2023-12-20 Richard Post , Isabel van den Heuvel , Marko Petkovic , Edwin van den Heuvel

In recent years, precision treatment strategy have gained significant attention in medical research, particularly for patient care. We propose a novel framework for estimating conditional average treatment effects (CATE) in time-to-event…

Methodology · Statistics 2024-07-29 Runjia Li , Victor B. Talisa , Chung-Chou H. Chang

Estimation of average treatment effects on the treated (ATT) is an important topic of causal inference in econometrics and statistics. This problem seems to be often treated as a simple modification or extension of that of estimating…

Methodology · Statistics 2018-08-07 Heng Shu , Zhiqiang Tan

Causal inference quantifies cause-effect relationships by estimating counterfactual parameters from data. This entails using \emph{identification theory} to establish a link between counterfactual parameters of interest and distributions…

Machine Learning · Statistics 2020-04-17 Jaron J. R. Lee , Ilya Shpitser

The problem of missingness in observational data is ubiquitous. When the confounders are missing at random, multiple imputation is commonly used; however, the method requires congeniality conditions for valid inferences, which may not be…

Methodology · Statistics 2020-07-10 Nathan Corder , Shu Yang

We propose a model-free framework for sensitivity analysis of individual treatment effects (ITEs), building upon ideas from conformal inference. For any unit, our procedure reports the $\Gamma$-value, a number which quantifies the minimum…

Methodology · Statistics 2022-04-26 Ying Jin , Zhimei Ren , Emmanuel J. Candès