English
Related papers

Related papers: Orthogonal machine learning for conditional odds a…

200 papers

Within the field of causal inference, we consider the problem of estimating heterogeneous treatment effects from data. We propose and validate a novel approach for learning feature representations to aid the estimation of the conditional…

Machine Learning · Statistics 2022-06-23 Michael C. Burkhart , Gabriel Ruiz

The conditional average treatment effect (CATE) is frequently estimated to refute the homogeneous treatment effect assumption. Under this assumption, all units making up the population under study experience identical benefit from a given…

This paper introduces R-OLS, an estimator for the average partial effect (APE) of a continuous treatment variable on an outcome variable in the presence of non-linear and non-additively separable confounding of unknown form. Identification…

Econometrics · Economics 2025-02-17 Julius Schäper

Beyond conditional average treatment effects, treatments may impact the entire outcome distribution in covariate-dependent ways, for example, by altering the variance or tail risks for specific subpopulations. We propose a novel estimand to…

Machine Learning · Statistics 2026-03-18 Saksham Jain , Alex Luedtke

We provide non-asymptotic excess risk guarantees for statistical learning in a setting where the population risk with respect to which we evaluate the target parameter depends on an unknown nuisance parameter that must be estimated from…

Statistics Theory · Mathematics 2023-06-07 Dylan J. Foster , Vasilis Syrgkanis

In many social, behavioral, and biomedical sciences, treatment effect estimation is a crucial step in understanding the impact of an intervention, policy, or treatment. In recent years, an increasing emphasis has been placed on…

Methodology · Statistics 2024-10-10 Xinhai Zhang , Xingye Qiao

This paper provides estimation and inference methods for a conditional average treatment effects (CATE) characterized by a high-dimensional parameter in both homogeneous cross-sectional and unit-heterogeneous dynamic panel data settings. In…

Machine Learning · Statistics 2022-12-13 Vira Semenova , Matt Goldman , Victor Chernozhukov , Matt Taddy

Causal inference from observational data requires untestable identification assumptions. If these assumptions apply, machine learning (ML) methods can be used to study complex forms of causal effect heterogeneity. Recently, several ML…

Methodology · Statistics 2023-12-20 Richard Post , Isabel van den Heuvel , Marko Petkovic , Edwin van den Heuvel

Estimates of heterogeneous treatment effects such as conditional average treatment effects (CATEs) and conditional quantile treatment effects (CQTEs) play an important role in real-world decision making. Given this importance, one should…

Machine Learning · Statistics 2025-05-02 Justin Whitehouse , Christopher Jung , Vasilis Syrgkanis , Bryan Wilder , Zhiwei Steven Wu

Instrumental variables (IVs) are widely used for estimating causal effects in the presence of unmeasured confounding. Under the standard IV model, however, the average treatment effect (ATE) is only partially identifiable. To address this,…

Methodology · Statistics 2018-01-08 Linbo Wang , Eric Tchetgen Tchetgen

This paper proposes a new class of heterogeneous causal quantities, named \textit{outcome conditioned} average structural derivatives (OASD) in a general nonseparable model. OASD is the average partial effect of a marginal change in a…

Econometrics · Economics 2022-11-16 Zequn Jin , Lihua Lin , Zhengyu Zhang

The weighted average treatment effect (WATE) is a causal measure for the comparison of interventions in a specific target population, which may be different from the population where data are sampled from. For instance, when the goal is to…

Methodology · Statistics 2018-04-17 Yebin Tao , Haoda Fu

The conditional average treatment effect (CATE) is widely used in personalized medicine to inform therapeutic decisions. However, state-of-the-art methods for CATE estimation (so-called meta-learners) often perform poorly in the presence of…

Machine Learning · Computer Science 2026-03-12 Valentyn Melnychuk , Dennis Frauen , Jonas Schweisthal , Stefan Feuerriegel

In this paper, we develop a multiply robust inference procedure of the average treatment effect (ATE) for data with high-dimensional covariates. We consider the case where it is difficult to correctly specify a single parametric model for…

Methodology · Statistics 2025-09-03 Xintao Xia , Yumou Qiu

The Average Treatment Effect (ATE) is a foundational metric in causal inference, widely used to assess intervention efficacy in randomized controlled trials (RCTs). However, in many applications -- particularly in healthcare -- this static…

Machine Learning · Computer Science 2025-07-23 Julianna Piskorz , Krzysztof Kacprzyk , Harry Amad , Mihaela van der Schaar

Matching and weighting methods for observational studies involve the choice of an estimand, the causal effect with reference to a specific target population. Commonly used estimands include the average treatment effect in the treated (ATT),…

Methodology · Statistics 2023-07-12 Noah Greifer , Elizabeth A. Stuart

Estimation of heterogeneous long-term treatment effects (HLTEs) is widely used for personalized decision-making in marketing, economics, and medicine, where short-term randomized experiments are often combined with long-term observational…

Machine Learning · Computer Science 2026-04-02 Haorui Ma , Dennis Frauen , Valentyn Melnychuk , Stefan Feuerriegel

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

Heterogeneous treatment effects, which vary according to individual covariates, are crucial in fields such as personalized medicine and tailored treatment strategies. In many applications, rather than considering the heterogeneity induced…

Methodology · Statistics 2025-08-26 Peng Wu , Pengtao Zeng , Zhaoqing Tian , Shaojie Wei

We propose an approach to better inform treatment decisions at an individual level by adapting recent advances in average treatment effect estimation to conditional average treatment effect estimation. Our work is based on doubly robust…

Methodology · Statistics 2023-06-13 Aaron Fisher , Virginia Fisher