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The instrumental variable (IV) design is a common approach to address hidden confounding bias. For validity, an IV must impact the outcome only through its association with the treatment. In addition, IV identification has required a…

Recursive decision trees are widely used to estimate heterogeneous causal treatment effects in experimental and observational studies. These methods are typically implemented using CART-type recursive partitioning and are often viewed as…

Statistics Theory · Mathematics 2026-03-19 Matias D. Cattaneo , Jason M. Klusowski , Ruiqi Rae Yu

A central obstacle in the objective assessment of treatment effect (TE) estimators in randomized control trials (RCTs) is the lack of ground truth (or validation set) to test their performance. In this paper, we propose a novel…

Conditional Average Treatment Effect (CATE) estimation, at the heart of counterfactual reasoning, is a crucial challenge for causal modeling both theoretically and applicatively, in domains such as healthcare, sociology, or advertising.…

Machine Learning · Computer Science 2025-01-27 Armand Lacombe , Michèle Sebag

Treatment-induced confounders complicate analyses of time-varying treatment effects and causal mediation. Conditioning on these variables naively to estimate marginal effects may inappropriately block causal pathways and may induce spurious…

Applications · Statistics 2018-08-24 Geoffrey T. Wodtke , Zahide Alaca , Xiang Zhou

When treatment effects are naturally expressed as ratios -- as in medicine, pricing, and marketing -- the ratio-based CATE $\tau(x) = E[Y|W=1,X=x] / E[Y|W=0,X=x]$ is the appropriate estimand. Yet existing estimators either impose a…

Machine Learning · Statistics 2026-05-27 Michael Fuchs , Dominik Kreiss

Consider the problem of estimating the local average treatment effect with an instrument variable, where the instrument unconfoundedness holds after adjusting for a set of measured covariates. Several unknown functions of the covariates…

Methodology · Statistics 2020-09-22 Baoluo Sun , Zhiqiang Tan

Randomized Controlled Trials (RCT) are the current gold standards to empirically measure the effect of a new drug. However, they may be of limited size and resorting to complementary non-randomized data, referred to as observational, is…

Methodology · Statistics 2025-06-11 Ahmed Boughdiri , Julie Josse , Erwan Scornet

Bayesian Additive Regression Trees (BART) is a flexible machine learning algorithm capable of capturing nonlinearities between an outcome and covariates and interaction among covariates. We extend BART to a semiparametric regression…

Applications · Statistics 2018-06-13 Bret Zeldow , Vincent Lo Re , Jason Roy

In many learning problems, the training and testing data follow different distributions and a particularly common situation is the \textit{covariate shift}. To correct for sampling biases, most approaches, including the popular kernel mean…

Machine Learning · Computer Science 2020-03-13 Henry Lam , Fengpei Li , Siddharth Prusty

In observational studies, accurately characterizing variance is critical for sample size determination, yet unaccounted-for variability from propensity score estimation and the resulting weights limit the accuracy of standard variance…

Methodology · Statistics 2026-04-24 Taekwon Hong , Daeyoung Lim , Woojung Bae , Yong Ma

We revisit the classical causal inference problem of estimating the average treatment effect in the presence of fully observed confounding variables using two-stage semiparametric methods. In existing theoretical studies of methods such as…

Methodology · Statistics 2022-05-23 Steve Yadlowsky

We study the problem of selecting the best heterogeneous treatment effect (HTE) estimator from a collection of candidates in settings where the treatment effect is fundamentally unobserved. We cast estimator selection as a multiple testing…

Machine Learning · Statistics 2025-11-25 Jiayi Guo , Zijun Gao

This paper develops efficient GMM estimation when the moment conditions are misspecified. We observe that the influence function of the standard GMM estimator under misspecification depends on both the original moment conditions and their…

Econometrics · Economics 2026-05-08 Byunghoon Kang

Estimating heterogeneous treatment effect (HTE) for survival outcomes has gained increasing attention, as it captures the variation in treatment efficacy across patients or subgroups in delaying disease progression. However, most existing…

Methodology · Statistics 2025-11-27 Na Bo , Ying Ding

Estimating Individual Treatment Effects (ITE) in multi-treatment scenarios faces two critical challenges: the Hyperparameter Selection Dilemma for balancing weights and the Curse of Dimensionality in computational scalability. This paper…

Machine Learning · Computer Science 2026-05-05 Wanting Liang , Haoang Chi , Zhiheng Zhang

Reward models are widely used as proxies for human preferences when aligning or evaluating LLMs. However, reward models are black boxes, and it is often unclear what, exactly, they are actually rewarding. In this paper we develop…

Computation and Language · Computer Science 2025-05-21 David Reber , Sean Richardson , Todd Nief , Cristina Garbacea , Victor Veitch

When estimating heterogeneous treatment effects, missing outcome data can complicate treatment effect estimation, causing certain subgroups of the population to be poorly represented. In this work, we discuss this commonly overlooked…

Machine Learning · Statistics 2025-04-15 Matthew Pryce , Karla Diaz-Ordaz , Ruth H. Keogh , Stijn Vansteelandt

Understanding treatment effect heterogeneity is important for decision making in medical and clinical practices, or handling various engineering and marketing challenges. When dealing with high-dimensional covariates or when the effect…

In this paper, we consider estimation of average treatment effect on the treated (ATT), an interpretable and relevant causal estimand to policy makers when treatment assignment is endogenous. By considering shadow variables that are…

Methodology · Statistics 2026-04-21 Trinetri Ghosh , Jiawei Shan , Menggang Yu , Jiwei Zhao