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We propose a double robust Bayesian inference procedure on the average treatment effect (ATE) under unconfoundedness. For our new Bayesian approach, we first adjust the prior distributions of the conditional mean functions, and then correct…

Econometrics · Economics 2025-02-26 Christoph Breunig , Ruixuan Liu , Zhengfei Yu

Since the average treatment effect (ATE) measures the change in social welfare, even if positive, there is a risk of negative effect on, say, some 10% of the population. Assessing such risk is difficult, however, because any one individual…

Methodology · Statistics 2022-07-20 Nathan Kallus

Experimentation is widely utilized for causal inference and data-driven decision-making across disciplines. In an A/B experiment, for example, an online business randomizes two different treatments (e.g., website designs) to their customers…

Methodology · Statistics 2025-01-15 Wenxuan Guo , JungHo Lee , Panos Toulis

In this technical note we present a targeted maximum likelihood estimator (TMLE) for a previously studied target parameter that aims to transport an average treatment effect (ATE) on a clinical outcome in a source population to what the ATE…

Methodology · Statistics 2025-01-14 Mark van der Laan , Susan Gruber

Randomized clinical trials are the gold standard when estimating the average treatment effect. However, they are usually not a random sample from the real-world population because of the inclusion/exclusion rules. Meanwhile, observational…

Methodology · Statistics 2024-12-11 Kuan Jiang , Wenjie Hu , Shu Yang , Xinxing Lai , Xiaohua Zhou

In the presence of treatment effect heterogeneity, the average treatment effect (ATE) in a randomized controlled trial (RCT) may differ from the average effect of the same treatment if applied to a target population of interest. If all…

Methodology · Statistics 2017-05-02 Trang Quynh Nguyen , Cyrus Ebnesajjad , Stephen R. Cole , Elizabeth A. Stuart

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

Randomized trials balance all covariates on average and provide the gold standard for estimating treatment effects. Chance imbalances nevertheless exist more or less in realized treatment allocations and intrigue an important question: what…

Methodology · Statistics 2023-07-18 Anqi Zhao , Peng Ding

Understanding and characterizing treatment effect variation in randomized experiments has become essential for going beyond the "black box" of the average treatment effect. Nonetheless, traditional statistical approaches often ignore or…

Statistics Theory · Mathematics 2017-07-31 Peng Ding , Avi Feller , Luke Miratrix

Propensity score methods have been shown to be powerful in obtaining efficient estimators of average treatment effect (ATE) from observational data, especially under the existence of confounding factors. When estimating, deciding which type…

Methodology · Statistics 2021-09-14 Kangjie Zhou , Jinzhu Jia

Randomized experiments (a.k.a. A/B tests) are a powerful tool for estimating treatment effects, to inform decisions making in business, healthcare and other applications. In many problems, the treatment has a lasting effect that evolves…

Machine Learning · Computer Science 2022-10-17 Ziyang Tang , Yiheng Duan , Stephanie Zhang , Lihong Li

We study the problem of estimating the average treatment effect (ATE) in adaptive experiments where treatment can only be encouraged -- rather than directly assigned -- via a binary instrumental variable. Building on semiparametric…

Methodology · Statistics 2025-10-30 Miruna Oprescu , Brian M Cho , Nathan Kallus

There has been growing attention on how to effectively and objectively use covariate information when the primary goal is to estimate the average treatment effect (ATE) in randomized clinical trials (RCTs). In this paper, we propose an…

Methodology · Statistics 2020-09-01 Yuanyao Tan , Xialing Wen , Wei Liang , Ying Yan

We consider the problem of generating confidence sets in randomized experiments with noncompliance. We show that a refinement of a randomization-based procedure proposed by Imbens and Rosenbaum (2005) has desirable properties. Namely, we…

Statistics Theory · Mathematics 2025-02-11 P. M. Aronow , Haoge Chang , Patrick Lopatto

This paper provides a set of methods for quantifying the robustness of treatment effects estimated using the unconfoundedness assumption (also known as selection on observables or conditional independence). Specifically, we estimate and do…

Econometrics · Economics 2021-01-01 Matthew A. Masten , Alexandre Poirier , Linqi Zhang

In cluster-randomized trials, generalized linear mixed models and generalized estimating equations have conventionally been the default analytic methods for estimating the average treatment effect as routine practice. However, recent…

Methodology · Statistics 2025-09-19 Fan Li , Jiaqi Tong , Xi Fang , Chao Cheng , Brennan C. Kahan , Bingkai Wang

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

Fisher's randomization test (FRT) delivers exact $p$-values under the strong null hypothesis of no treatment effect on any units whatsoever and allows for flexible covariate adjustment to improve the power. Of interest is whether the…

Methodology · Statistics 2021-05-03 Anqi Zhao , Peng Ding

Individual treatment effect (ITE) is often regarded as the ideal target of inference in causal analyses and has been the focus of several recent studies. In this paper, we describe the intrinsic limits regarding what can be learned…

Methodology · Statistics 2025-06-10 Zhehao Zhang , Thomas S. Richardson

The randomization inference literature studying randomized controlled trials (RCTs) assumes that units' potential outcomes are deterministic. This assumption is unlikely to hold, as stochastic shocks may take place during the experiment. In…

Econometrics · Economics 2022-12-15 Antoine Deeb , Clément de Chaisemartin
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