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We provide an inferential framework to assess variable importance for heterogeneous treatment effects. This assessment is especially useful in high-risk domains such as medicine, where decision makers hesitate to rely on black-box treatment…

Methodology · Statistics 2026-05-11 Pawel Morzywolek , Peter B. Gilbert , Alex Luedtke

This paper introduces a novel approach for estimating heterogeneous treatment effects of binary treatment in panel data, particularly focusing on short panel data with large cross-sectional data and observed confoundings. In contrast to…

Methodology · Statistics 2024-06-05 Meijia Wang , Ignacio Martinez , P. Richard Hahn

Recent methodological developments have introduced new black-box approaches to better estimate heterogeneous treatment effects; however, these methods fall short of providing interpretable characterizations of the underlying individuals who…

Methodology · Statistics 2025-08-19 Melody Huang , Tiffany M. Tang , Ana M. Kenney

We propose a test for the identification of causal effects in mediation and dynamic treatment models that is based on two sets of observed variables, namely covariates to be controlled for and suspected instruments, building on the test by…

Econometrics · Economics 2024-06-21 Martin Huber , Kevin Kloiber , Lukas Laffers

Traditional mediation analysis typically examines the relations among an intervention, a time-invariant mediator, and a time-invariant outcome variable. Although there may be a direct effect of the intervention on the outcome, there is a…

Applications · Statistics 2020-08-28 Xizhen Cai , Donna L. Coffman , Megan E. Piper , Runze Li

Mediation analysis has been widely used to investigate how a treatment influences an outcome through intermediate variables, known as mediators. Analyzing a mediation mechanism typically requires assessing multiple model parameters that…

Methodology · Statistics 2025-10-01 Hanying Jiang , Kris Sankaran , Yinqiu He

Heterogeneous treatment effects (HTEs) are commonly identified during randomized controlled trials (RCTs). Identifying subgroups of patients with similar treatment effects is of high interest in clinical research to advance precision…

Machine Learning · Computer Science 2022-12-06 Peniel N. Argaw , Elizabeth Healey , Isaac S. Kohane

Conditional Average Treatment Effects (CATE) estimation is one of the main challenges in causal inference with observational data. In addition to Machine Learning based-models, nonparametric estimators called meta-learners have been…

Machine Learning · Statistics 2023-06-06 Naoufal Acharki , Ramiro Lugo , Antoine Bertoncello , Josselin Garnier

Randomized clinical trials are often designed to assess whether a test treatment prolongs survival relative to a control treatment. Increased patient heterogeneity, while desirable for generalizability of results, can weaken the ability of…

Methodology · Statistics 2020-04-30 Devan V. Mehrotra , Rachel Marceau West

Practitioners in medicine, business, political science, and other fields are increasingly aware that decisions should be personalized to each patient, customer, or voter. A given treatment (e.g. a drug or advertisement) should be…

Machine Learning · Statistics 2018-06-15 Alejandro Schuler , Michael Baiocchi , Robert Tibshirani , Nigam Shah

Survival analysis is a fundamental tool for modeling time-to-event data in healthcare, engineering, and finance, where censored observations pose significant challenges. While traditional methods like the Beran estimator offer nonparametric…

Machine Learning · Computer Science 2025-06-13 Andrei V. Konstantinov , Vlada A. Efremenko , Lev V. Utkin

Gun violence is a major source of injury and death in the United States. However, relatively little is known about the effects of firearm injuries on survivors and their family members and how these effects vary across subpopulations. To…

Applications · Statistics 2024-06-04 Eric R. Cohn , Zirui Song , Jose R. Zubizarreta

An important task in drug development is to identify patients, which respond better or worse to an experimental treatment. Identifying predictive covariates, which influence the treatment effect and can be used to define subgroups of…

Methodology · Statistics 2018-11-27 Marius Thomas , Björn Bornkamp , Katja Ickstadt

Survival analysis plays a crucial role in understanding time-to-event (survival) outcomes such as disease progression. Despite recent advancements in causal mediation frameworks for survival analysis, existing methods are typically based on…

Methodology · Statistics 2026-05-07 Seungjun Ahn , Weijia Fu , Maaike van Gerwen , Lei Liu , Zhigang Li

Unobserved heterogeneous treatment effects have been emphasized in the recent policy evaluation literature (see e.g., Heckman and Vytlacil, 2005). This paper proposes a nonparametric test for unobserved heterogeneous treatment effects in a…

Econometrics · Economics 2021-08-17 Yu-Chin Hsu , Ta-Cheng Huang , Haiqing Xu

Survival regression is widely used to model time-to-events data, to explore how covariates may influence the occurrence of events. Modern datasets often encompass a vast number of covariates across many subjects, with only a subset of the…

Methodology · Statistics 2024-09-18 Abhishek Mandal , Abhisek Chakraborty

Analyses of causal mediation often involve exposure-induced confounders or, relatedly, multiple mediators. In such applications, researchers aim to estimate a variety of different quantities, including interventional direct and indirect…

Methodology · Statistics 2025-06-18 Jesse Zhou , Geoffrey T. Wodtke

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

Recent advances in causal mediation analysis have formalized conditions for estimating direct and indirect effects in various contexts. These approaches have been extended to a number of models for survival outcomes including accelerated…

Methodology · Statistics 2017-01-11 Isabel R. Fulcher , Eric Tchetgen Tchetgen , Paige L. Williams

Policy makers typically face the problem of wanting to estimate the long-term effects of novel treatments, while only having historical data of older treatment options. We assume access to a long-term dataset where only past treatments were…

Econometrics · Economics 2022-02-11 Keith Battocchi , Eleanor Dillon , Maggie Hei , Greg Lewis , Miruna Oprescu , Vasilis Syrgkanis