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This paper provides a general framework for testing instrument validity in heterogeneous causal effect models. The generalization includes the cases where the treatment can be multivalued ordered or unordered. Based on a series of testable…

Econometrics · Economics 2023-10-11 Zhenting Sun

Learning heterogeneous treatment effects (HTEs) is an important problem across many fields. Most existing methods consider the setting with a single treatment arm and a single outcome metric. However, in many real world domains, experiments…

Machine Learning · Computer Science 2022-06-13 Leon Yao , Caroline Lo , Israel Nir , Sarah Tan , Ariel Evnine , Adam Lerer , Alex Peysakhovich

In this paper we review recent advances in statistical methods for the evaluation of the heterogeneity of treatment effects (HTE), including subgroup identification and estimation of individualized treatment regimens, from randomized…

Methodology · Statistics 2024-10-22 Ilya Lipkovich , David Svensson , Bohdana Ratitch , Alex Dmitrienko

Detecting heterogeneity in treatment response enriches the interpretation of gerontologic trials. In aging research, estimating the effect of the intervention on clinically meaningful outcomes faces analytical challenges when it is…

Applications · Statistics 2026-01-08 Changjun Li , Heather Allore , Michael O. Harhay , Fan Li , Guangyu Tong

The primary benefit of identifying a valid surrogate marker is the ability to use it in a future trial to test for a treatment effect with shorter follow-up time or less cost. However, previous work has demonstrated potential heterogeneity…

Methodology · Statistics 2022-09-20 Layla Parast , Tianxi Cai , Lu Tian

In causal inference about two treatments, Conditional Average Treatment Effects (CATEs) play an important role as a quantity representing an individualized causal effect, defined as a difference between the expected outcomes of the two…

Econometrics · Economics 2023-10-26 Masahiro Kato , Masaaki Imaizumi

In biomedical science, analyzing treatment effect heterogeneity plays an essential role in assisting personalized medicine. The main goals of analyzing treatment effect heterogeneity include estimating treatment effects in clinically…

Methodology · Statistics 2022-12-06 Waverly Wei , Maya Petersen , Mark J van der Laan , Zeyu Zheng , Chong Wu , Jingshen Wang

In semi-logarithmic regressions, treatment coefficients are often interpreted as approximations of the average treatment effect (ATE) in percentage points. This paper highlights the overlooked bias of this approximation under treatment…

Econometrics · Economics 2026-02-04 Ying Zeng

We propose a test-based elastic integrative analysis of the randomized trial and real-world data to estimate treatment effect heterogeneity with a vector of known effect modifiers. When the real-world data are not subject to bias, our…

Methodology · Statistics 2022-11-30 Shu Yang , Chenyin Gao , Donglin Zeng , Xiaofei Wang

This paper reviews and compares methods to assess treatment effect heterogeneity in the context of parametric regression models. These methods include the standard likelihood ratio tests, bootstrap likelihood ratio tests, and Goeman's…

Applications · Statistics 2026-02-06 Yao Chen , Sophie Sun , Konstantinos Sechidis , Cong Zhang , Torsten Hothorn , Björn Bornkamp

Understanding treatment effect heterogeneity is vital to many scientific fields because the same treatment may affect different individuals differently. Quantile regression provides a natural framework for modeling such heterogeneity. We…

Methodology · Statistics 2023-07-12 Alexander Giessing , Jingshen Wang

Robust estimation of heterogeneous treatment effects is a fundamental challenge for optimal decision-making in domains ranging from personalized medicine to educational policy. In recent years, predictive machine learning has emerged as a…

Machine Learning · Statistics 2025-06-23 Maximilian Schuessler , Erik Sverdrup , Robert Tibshirani

There is an increasing interest in estimating heterogeneity in causal effects in randomized and observational studies. However, little research has been conducted to understand heterogeneity in an instrumental variables study. In this work,…

Methodology · Statistics 2021-01-20 Michael Johnson , Jiongyi Cao , Hyunseung Kang

Unobserved heterogeneous treatment effects have been emphasized in recent policy evaluation literature. In this paper, we extend Lu and White (2014)'s testing method for unobserved heterogeneous treatment effects by developing nonparametric…

Methodology · Statistics 2016-11-22 YuChin Hsu , TaCheng Huang , Haiqing Xu

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

We propose a new framework for online testing of heterogeneous treatment effects. The proposed test, named sequential score test (SST), is able to control type I error under continuous monitoring and detect multi-dimensional heterogeneous…

Methodology · Statistics 2020-02-11 Miao Yu , Wenbin Lu , Rui Song

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

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

Random-effects meta-analyses are used to combine evidence of treatment effects from multiple studies. Since treatment effects may vary across trials due to differences in study characteristics, heterogeneity in treatment effects between…

Methodology · Statistics 2017-07-10 Tim Friede , Christian Röver , Simon Wandel , Beat Neuenschwander

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