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Considering censored outcomes in survival analysis can lead to quite complex results in the model setting of causal inference. Causal inference has attracted a lot of attention over the past few years, but little research has been done on…

Methodology · Statistics 2025-09-11 Byeonghee Lee , Joonsung Kang

Understanding treatment effect heterogeneity is crucial for reliable decision-making in treatment evaluation and selection. The conditional average treatment effect (CATE) is widely used to capture treatment effect heterogeneity induced by…

Methodology · Statistics 2026-04-14 Peng Wu , Peng Ding , Zhi Geng , Yue Liu

We study the problem of model selection in causal inference, specifically for conditional average treatment effect (CATE) estimation. Unlike machine learning, there is no perfect analogue of cross-validation for model selection as we do not…

Machine Learning · Computer Science 2024-04-30 Divyat Mahajan , Ioannis Mitliagkas , Brady Neal , Vasilis Syrgkanis

This paper develops a performant Bayesian approach to conditional average treatment effect (CATE) estimation in regression discontinuity designs (RDD), an increasingly prevalent form of quasi-experiment that facilitates causal inference.…

Methodology · Statistics 2026-05-18 Rafael Alcantara , P. Richard Hahn , Hedibert F. Lopes

Weighted average derivative effects (WADEs) are nonparametric estimands with uses in economics and causal inference. Debiased WADE estimators typically require learning the conditional mean outcome as well as a Riesz representer (RR) that…

Methodology · Statistics 2024-04-10 Oliver Hines , Karla Diaz-Ordaz , Stijn Vansteelandt

Recently, conditional average treatment effect (CATE) estimation has been attracting much attention due to its importance in various fields such as statistics, social and biomedical sciences. This study proposes a partially linear…

Methodology · Statistics 2022-01-31 Shunsuke Horii

Augmented inverse probability weighting and G-computation with canonical generalized linear models have become increasingly popular for estimating average treatment effects (ATEs) in randomized experiments. These methods leverage outcome…

Methodology · Statistics 2026-03-13 Muluneh Alene , Stijn Vansteelandt , Kelly Van Lancker

Orthogonal meta-learners, such as DR-learner, R-learner and IF-learner, are increasingly used to estimate conditional average treatment effects. They improve convergence rates relative to na\"{\i}ve meta-learners (e.g., T-, S- and…

Methodology · Statistics 2023-11-17 Stijn Vansteelandt , Paweł Morzywołek

Estimating causal effects for survival outcomes in the high-dimensional setting is an extremely important topic for many biomedical applications as well as areas of social sciences. We propose a new orthogonal score method for treatment…

Methodology · Statistics 2024-12-04 Jue Hou , Jelena Bradic , Ronghui Xu

We consider the estimation of heterogeneous treatment effects with arbitrary machine learning methods in the presence of unobserved confounders with the aid of a valid instrument. Such settings arise in A/B tests with an intent-to-treat…

Econometrics · Economics 2019-06-07 Vasilis Syrgkanis , Victor Lei , Miruna Oprescu , Maggie Hei , Keith Battocchi , Greg Lewis

Decision-making across various fields, such as medicine, heavily relies on conditional average treatment effects (CATEs). Practitioners commonly make decisions by checking whether the estimated CATE is positive, even though the…

Machine Learning · Computer Science 2025-05-23 Dennis Frauen , Valentyn Melnychuk , Jonas Schweisthal , Mihaela van der Schaar , Stefan Feuerriegel

We introduce a new preference-based framework for conditional treatment effect estimation and policy learning, built on the Conditional Preference-based Treatment Effect (CPTE). CPTE requires only that outcomes be ranked under a preference…

Machine Learning · Statistics 2026-02-04 Dovid Parnas , Mathieu Even , Julie Josse , Uri Shalit

Treatment effect heterogeneity plays an important role in many areas of causal inference and within recent years, estimation of the conditional average treatment effect (CATE) has received much attention in the statistical community. While…

Methodology · Statistics 2024-12-17 Simon Christoffer Ziersen , Torben Martinussen

Estimating heterogeneous treatment effects (HTEs) in time-varying settings is particularly challenging, as the probability of observing certain treatment sequences decreases exponentially with longer prediction horizons. Thus, the observed…

Machine Learning · Computer Science 2026-02-12 Konstantin Hess , Dennis Frauen , Mihaela van der Schaar , Stefan Feuerriegel

In many experimental and observational studies, the outcome of interest is often difficult or expensive to observe, reducing effective sample sizes for estimating average treatment effects (ATEs) even when identifiable. We study how…

Machine Learning · Statistics 2024-10-11 Nathan Kallus , Xiaojie Mao

Randomized controlled trials (RCTs) frequently utilize covariate-adaptive randomization (CAR) (e.g., stratified block randomization) and commonly suffer from imperfect compliance. This paper studies the identification and inference for the…

Econometrics · Economics 2025-05-02 Federico A. Bugni , Mengsi Gao , Filip Obradovic , Amilcar Velez

Recently, there has been great interest in estimating the conditional average treatment effect using flexible machine learning methods. However, in practice, investigators often have working hypotheses about effect heterogeneity across…

Methodology · Statistics 2023-09-13 Chan Park , Hyunseung Kang

Linear regressions with period and group fixed effects are widely used to estimate treatment effects. We show that they estimate weighted sums of the average treatment effects (ATE) in each group and period, with weights that may be…

Econometrics · Economics 2023-04-18 Clément de Chaisemartin , Xavier D'Haultfœuille

Observational cohort studies are increasingly being used for comparative effectiveness research to assess the safety of therapeutics. Recently, various doubly robust methods have been proposed for average treatment effect estimation by…

Methodology · Statistics 2025-03-11 Xiaoqing Tan , Shu Yang , Wenyu Ye , Douglas E. Faries , Ilya Lipkovich , Zbigniew Kadziola

In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment effects including local average (LATE) and local quantile treatment effects (LQTE) in data-rich environments. We can handle very many…

Statistics Theory · Mathematics 2018-01-08 Alexandre Belloni , Victor Chernozhukov , Ivan Fernández-Val , Christian Hansen
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