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In observational studies, treatments are typically not randomized and therefore estimated treatment effects may be subject to confounding bias. The instrumental variable (IV) design plays the role of a quasi-experimental handle since the IV…

Methodology · Statistics 2016-08-30 Lan Liu , Wang Miao , Baoluo Sun , James Robins , Eric Tchetgen Tchetgen

Recently, from the personalized medicine perspective, there has been an increased demand to identify subgroups of subjects for whom treatment is effective. Consequently, the estimation of heterogeneous treatment effects (HTE) has been…

Methodology · Statistics 2024-08-02 Ryoma Hieda , Shintaro Yuki , Kensuke Tanioka , Hiroshi Yadohisa

Instrumental variables (IV) regression is widely used to estimate causal treatment effects in settings where receipt of treatment is not fully random, but there exists an instrument that generates exogenous variation in treatment exposure.…

Econometrics · Economics 2021-08-10 Stephen Coussens , Jann Spiess

In this study, we focus on estimating the heterogeneous treatment effect (HTE) for survival outcome. The outcome is subject to censoring and the number of covariates is high-dimensional. We utilize data from both the randomized controlled…

Methodology · Statistics 2025-03-21 Xin Ye , Shu Yang , Xiaofei Wang , Yanyan Liu

Replicating causal estimates across different cohorts is crucial for increasing the integrity of epidemiological studies. However, strong assumptions regarding unmeasured confounding and effect modification often hinder this goal. By…

Methodology · Statistics 2024-09-23 Roy S. Zawadzki , Daniel L. Gillen

Reliable estimation of treatment effects from observational data is important in many disciplines such as medicine. However, estimation is challenging when unconfoundedness as a standard assumption in the causal inference literature is…

Machine Learning · Computer Science 2024-10-15 Jonas Schweisthal , Dennis Frauen , Maresa Schröder , Konstantin Hess , Niki Kilbertus , Stefan Feuerriegel

In the presence of heterogeneity between the randomized controlled trial (RCT) participants and the target population, evaluating the treatment effect solely based on the RCT often leads to biased quantification of the real-world treatment…

Methodology · Statistics 2022-10-05 Dasom Lee , Shu Yang , Xiaofei Wang

We examine the challenges in ranking multiple treatments based on their estimated effects when using linear regression or its popular double-machine-learning variant, the Partially Linear Model (PLM), in the presence of treatment effect…

Econometrics · Economics 2024-11-06 Apoorva Lal

We introduce a new instrumental variable (IV) estimator for heterogeneous treatment effects in the presence of endogeneity. Our estimator is based on double/debiased machine learning (DML) and uses efficient machine learning instruments…

Methodology · Statistics 2026-02-06 Cyrill Scheidegger , Zijian Guo , Peter Bühlmann

Traditional instrumental variable (IV) estimators face a fundamental constraint: they can only accommodate as many endogenous treatment variables as available instruments. This limitation becomes particularly challenging in settings where…

Machine Learning · Computer Science 2025-06-25 Shiangyi Lin , Hui Lan , Vasilis Syrgkanis

We study estimation and inference using data collected by reinforcement learning (RL) algorithms. These algorithms adaptively experiment by interacting with individual units over multiple stages, updating their strategies based on past…

Machine Learning · Statistics 2025-10-06 Vasilis Syrgkanis , Ruohan Zhan

A crucial task for a randomized controlled trial (RCT) is to specify a statistical method that can yield an efficient estimator and powerful test for the treatment effect. A novel and effective strategy to obtain efficient and powerful…

In this paper I revisit the interpretation of the linear instrumental variables (IV) estimand as a weighted average of conditional local average treatment effects (LATEs). I focus on a situation in which additional covariates are required…

Econometrics · Economics 2026-04-30 Tymon Słoczyński

The Regression Tsetlin Machine (RTM) addresses the lack of interpretability impeding state-of-the-art nonlinear regression models. It does this by using conjunctive clauses in propositional logic to capture the underlying non-linear…

Machine Learning · Computer Science 2020-02-05 K. Darshana Abeyrathna , Ole-Christoffer Granmo , Morten Goodwin

The weighted average treatment effect (WATE) defines a versatile class of causal estimands for populations characterized by propensity score weights, including the average treatment effect (ATE), treatment effect on the treated (ATT), on…

Methodology · Statistics 2025-09-23 Yiming Wang , Yi Liu , Shu Yang

Methods for estimating heterogeneous treatment effect in observational data have largely focused on continuous or binary outcomes, and have been relatively less vetted with survival outcomes. Using flexible machine learning methods in the…

Applications · Statistics 2021-07-09 Liangyuan Hu , Jiayi Ji , Fan Li

The restricted mean survival time (RMST) difference offers an interpretable causal contrast to estimate the treatment effect for time-to-event outcomes, yet a wide range of available estimators leaves limited guidance for practice. We…

Methodology · Statistics 2026-03-02 Charlotte Voinot , Clément Berenfeld , Imke Mayer , Bernard Sebastien , Julie Josse

Policy-Relevant Treatment Effects (PRTEs) are generally not point-identified under standard Instrumental Variable (IV) assumptions when the instrument generates limited support in treatment propensity. We show that PRTE partial…

Methodology · Statistics 2026-04-28 Jiyuan Tan , Jose Blanchet , Vasilis Syrgkanis

Multimodal instruction tuning has proven to be an effective strategy for achieving zero-shot generalization by fine-tuning pre-trained Large Multimodal Models (LMMs) with instruction-following data. However, as the scale of LMMs continues…

Many studies exploit variation in the timing of policy adoption across units as an instrument for treatment. This paper formalizes the underlying identification strategy as an instrumented difference-in-differences (DID-IV). In this design,…

Econometrics · Economics 2026-02-13 Sho Miyaji
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