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We address the problem of estimating heterogeneous treatment effects in panel data, adopting the popular Difference-in-Differences (DiD) framework under the conditional parallel trends assumption. We propose a novel doubly robust…

Machine Learning · Statistics 2025-04-29 Hui Lan , Haoge Chang , Eleanor Dillon , Vasilis Syrgkanis

Identifying heterogeneous treatment effects (HTEs) in randomized controlled trials is an important step toward understanding and acting on trial results. However, HTEs are often small and difficult to identify, and HTE modeling methods…

Methodology · Statistics 2020-11-24 Erin Craig , Donald A Redelmeier , Robert J Tibshirani

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

This paper extends difference-in-differences to settings with continuous treatments. Specifically, the average treatment effect on the treated (ATT) at any level of treatment intensity is identified under a conditional parallel trends…

Econometrics · Economics 2026-01-05 Lucas Z. Zhang

Developing tools for estimating heterogeneous treatment effects (HTE) and individualized treatment effects has been an area of active research in recent years. While these tools have proven to be useful in many contexts, a concern when…

Methodology · Statistics 2025-03-07 Mahsa Ashouri , Nicholas C. Henderson

The heterogeneity of treatment effect (HTE) lies at the heart of precision medicine. Randomized controlled trials are gold-standard for treatment effect estimation but are typically underpowered for heterogeneous effects. In contrast, large…

Methodology · Statistics 2024-11-14 Shu Yang , Siyi Liu , Donglin Zeng , Xiaofei Wang

In this paper, we introduce a unified estimator to analyze various treatment effects in causal inference, including but not limited to the average treatment effect (ATE) and the quantile treatment effect (QTE). The proposed estimator is…

Methodology · Statistics 2025-03-31 Kuan-Hsun Wu , Li-Pang Chen

We study the problem of inferring heterogeneous treatment effects (HTEs) from time-to-event data in the presence of competing events. Albeit its great practical relevance, this problem has received little attention compared to its…

Methodology · Statistics 2023-02-27 Alicia Curth , Mihaela van der Schaar

Kernel matching is a widely used technique for estimating treatment effects, particularly valuable in observational studies where randomized controlled trials are not feasible. While kernel-matching approaches have demonstrated practical…

Methodology · Statistics 2025-12-11 Chong Ding , Zheng Li , Hon Keung Tony Ng , Wei Gao

Learning causal effects from observational data greatly benefits a variety of domains such as health care, education and sociology. For instance, one could estimate the impact of a new drug on specific individuals to assist the clinic plan…

Machine Learning · Computer Science 2021-05-19 Xin Du , Lei Sun , Wouter Duivesteijn , Alexander Nikolaev , Mykola Pechenizkiy

Researchers are increasingly turning to machine learning (ML) algorithms to investigate causal heterogeneity in randomized experiments. Despite their promise, ML algorithms may fail to accurately ascertain heterogeneous treatment effects…

Methodology · Statistics 2024-04-23 Kosuke Imai , Michael Lingzhi Li

A central goal of causal inference is to detect and estimate the treatment effects of a given treatment or intervention on an outcome variable of interest, where a member known as the heterogeneous treatment effect (HTE) is of growing…

Statistics Theory · Mathematics 2020-10-27 Zijun Gao , Yanjun Han

Given the unconfoundedness assumption, we propose new nonparametric estimators for the reduced dimensional conditional average treatment effect (CATE) function. In the first stage, the nuisance functions necessary for identifying CATE are…

Econometrics · Economics 2021-07-26 Qingliang Fan , Yu-Chin Hsu , Robert P. Lieli , Yichong Zhang

Average treatment effects (ATE) and conditional average treatment effects (CATE) are foundational causal estimands, but they target changes in expected outcomes and can miss treatment-induced changes in the shape of outcome distributions. A…

Methodology · Statistics 2026-03-17 Amir Saki , Usef Faghihi

Estimating how a treatment affects units individually, known as heterogeneous treatment effect (HTE) estimation, is an essential part of decision-making and policy implementation. The accumulation of large amounts of data in many domains,…

Machine Learning · Computer Science 2022-06-28 Christopher Tran , Elena Zheleva

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

The hypothesis of homogeneous treatment effects is central to the instrumental variables literature. This assumption signifies that treatment effects are constant across all subjects. It allows to interpret instrumental variable estimates…

Econometrics · Economics 2023-04-17 Jad Beyhum , Jean-Pierre Florens , Elia Lapenta , Ingrid Van Keilegom

Randomized controlled trials are the standard method for estimating causal effects, ensuring sufficient statistical power and confidence through adequate sample sizes. However, achieving such sample sizes is often challenging. This study…

Methodology · Statistics 2025-03-28 Keisuke Hanada , Masahiro Kojima

Randomized trials are typically designed to detect average treatment effects but often lack the statistical power to uncover individual-level treatment effect heterogeneity, limiting their value for personalized decision-making. To address…

Machine Learning · Statistics 2026-03-19 Rickard Karlsson , Piersilvio De Bartolomeis , Issa J. Dahabreh , Jesse H. Krijthe

This article proposes a meta-learning method for estimating the conditional average treatment effect (CATE) from a few observational data. The proposed method learns how to estimate CATEs from multiple tasks and uses the knowledge for…

Machine Learning · Statistics 2023-05-22 Tomoharu Iwata , Yoichi Chikahara