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It is valuable for any decision maker to know the impact of decisions (treatments) on average and for subgroups. The causal machine learning literature has recently provided tools for estimating group average treatment effects (GATE) to…

Econometrics · Economics 2025-01-10 Nora Bearth , Michael Lechner

In economic development, there are often regions that share similar economic characteristics, and economic models on such regions tend to have similar covariate effects. In this paper, we propose a Bayesian clustered regression for…

Econometrics · Economics 2020-06-30 Zhihua Ma , Yishu Xue , Guanyu Hu

Despite extensive research into data heterogeneity in federated learning (FL), system heterogeneity remains a significant yet often overlooked challenge. Traditional FL approaches typically assume homogeneous hardware resources across FL…

Machine Learning · Computer Science 2024-07-16 Boyu Fan , Chenrui Wu , Xiang Su , Pan Hui

Difference-in-Differences designs with staggered treatment adoption are widely used to study heterogeneous treatment effects across cohorts and time periods. We develop a probabilistic framework for estimating potentially high-dimensional…

Econometrics · Economics 2026-05-22 Siddhartha Chib , Kenichi Shimizu

Linear regressions with endogeneity are widely used to estimate causal effects. This paper studies a framework that involves two common practical issues: endogeneity of the regressors and heteroskedasticity that depends on endogenous…

Econometrics · Economics 2025-12-10 Javier Alejo , Antonio F. Galvao , Julian Martinez-Iriarte , Gabriel Montes-Rojas

Identifying spatial heterogeneous patterns has attracted a surge of research interest in recent years, due to its important applications in various scientific and engineering fields. In practice the spatially heterogeneous components are…

Methodology · Statistics 2024-05-07 Xin Zhang , Shan Yu , Zhengyuan Zhu , Xin Wang

Flexible estimation of heterogeneous treatment effects lies at the heart of many statistical challenges, such as personalized medicine and optimal resource allocation. In this paper, we develop a general class of two-step algorithms for…

Machine Learning · Statistics 2020-08-07 Xinkun Nie , Stefan Wager

The traditional model specification of stepped-wedge cluster-randomized trials assumes a homogeneous treatment effect across time while adjusting for fixed-time effects. However, when treatment effects vary over time, the constant effect…

Decision-making across various fields, such as medicine, heavily relies on conditional average treatment effects (CATEs). Practitioners commonly make decisions by checking whether the estimated CATE is positive, even though the…

Machine Learning · Computer Science 2025-05-23 Dennis Frauen , Valentyn Melnychuk , Jonas Schweisthal , Mihaela van der Schaar , Stefan Feuerriegel

In causal inference, estimating heterogeneous treatment effects (HTE) is critical for identifying how different subgroups respond to interventions, with broad applications in fields such as precision medicine and personalized advertising.…

Machine Learning · Computer Science 2024-07-02 Jiehui Zhou , Linxiao Yang , Xingyu Liu , Xinyue Gu , Liang Sun , Wei Chen

To test scientific theories and develop individualized treatment rules, researchers often wish to learn heterogeneous treatment effects that can be consistently found across diverse populations and contexts. We consider the problem of…

Methodology · Statistics 2026-05-01 Yi Zhang , Melody Huang , Kosuke Imai

Across a wide array of disciplines, many researchers use machine learning (ML) algorithms to identify a subgroup of individuals who are likely to benefit from a treatment the most (``exceptional responders'') or those who are harmed by it.…

Methodology · Statistics 2025-09-03 Michael Lingzhi Li , Kosuke Imai

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

Covariate-specific treatment effects (CSTEs) represent heterogeneous treatment effects across subpopulations defined by certain selected covariates. In this article, we consider marginal structural models where CSTEs are linearly…

Methodology · Statistics 2021-05-25 Peng Wu , Zhiqiang Tan , Wenjie Hu , Xiao-Hua Zhou

In studies of educational production functions or intergenerational mobility, it is common to transform the key variables into percentile ranks. Yet, it remains unclear what the regression coefficient estimates with ranks of the outcome or…

Econometrics · Economics 2024-06-11 Lihua Lei

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

In personalised decision making, evidence is required to determine whether an action (treatment) is suitable for an individual. Such evidence can be obtained by modelling treatment effect heterogeneity in subgroups. The existing…

Methodology · Statistics 2022-06-24 Jiuyong Li , Lin Liu , Shisheng Zhang , Saisai Ma , Thuc Duy Le , Jixue Liu

This paper studies identification of the local average and marginal treatment effects (LATE and MTE) with a misclassified binary treatment variable. We derive bounds on the (generalized) LATE and exploit its relationship with the MTE to…

Econometrics · Economics 2024-09-27 Santiago Acerenza , Kyunghoon Ban , Désiré Kédagni

This paper presents an inference method for the local average treatment effect (LATE) in the presence of high-dimensional covariates, regardless of the strength of identification. We propose an orthogonalized Anderson-Rubin test statistic…

Econometrics · Economics 2025-11-11 Yukun Ma

We present unexpected findings from a large-scale benchmark study evaluating Conditional Average Treatment Effect (CATE) estimation algorithms, i.e., CATE models. By running 16 modern CATE models on 12 datasets and 43,200 sampled variants…

Machine Learning · Statistics 2025-02-21 Haining Yu , Yizhou Sun
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