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I propose kernel ridge regression estimators for nonparametric dose response curves and semiparametric treatment effects in the setting where an analyst has access to a selected sample rather than a random sample; only for select…

Econometrics · Economics 2022-08-24 Rahul Singh

We propose estimators based on kernel ridge regression for nonparametric causal functions such as dose, heterogeneous, and incremental response curves. Treatment and covariates may be discrete or continuous in general spaces. Due to a…

Econometrics · Economics 2022-10-25 Rahul Singh , Liyuan Xu , Arthur Gretton

Flexible estimation of heterogeneous treatment effects lies at the heart of many statistical challenges, such as personalized medicine and optimal resource allocation. In this paper, we develop a general class of two-step algorithms for…

Machine Learning · Statistics 2020-08-07 Xinkun Nie , Stefan Wager

A core challenge in causal inference is how to extrapolate long term effects, of possibly continuous actions, from short term experimental data. It arises in artificial intelligence: the long term consequences of continuous actions may be…

Econometrics · Economics 2025-01-03 Rahul Singh , Hannah Zhou

The proliferation of data has sparked significant interest in leveraging findings from one study to estimate treatment effects in a different target population without direct outcome observations. However, the transfer learning process is…

Methodology · Statistics 2025-05-15 Seok-Jin Kim , Hongjie Liu , Molei Liu , Kaizheng Wang

We propose statistical inferential procedures for panel data models with interactive fixed effects in a kernel ridge regression framework.Compared with traditional sieve methods, our method is automatic in the sense that it does not require…

Statistics Theory · Mathematics 2017-03-10 Shunan Zhao , Ruiqi Liu , Zuofeng Shang

Obtaining valid treatment effect inference remains a challenging problem when dealing with numerous instruments and non-sparse control variables. In this paper, we propose a novel ridge regularization-based instrumental variables method for…

Econometrics · Economics 2025-10-17 Xiduo Chen , Xingdong Feng , Antonio F. Galvao , Yeheng Ge

The average treatment effect, which is the difference in expectation of the counterfactuals, is probably the most popular target effect in causal inference with binary treatments. However, treatments may have effects beyond the mean, for…

Methodology · Statistics 2023-11-02 Diego Martinez-Taboada , Aaditya Ramdas , Edward H. Kennedy

Continuous treatments (e.g., doses) arise often in practice, but many available causal effect estimators are limited by either requiring parametric models for the effect curve, or by not allowing doubly robust covariate adjustment. We…

Methodology · Statistics 2017-04-21 Edward H. Kennedy , Zongming Ma , Matthew D. McHugh , Dylan S. Small

A new matching method is proposed for the estimation of the average treatment effect of social policy interventions (e.g., training programs or health care measures). Given an outcome variable, a treatment and a set of pre-treatment…

Statistics Theory · Mathematics 2007-06-13 Stefano Iacus , Giuseppe Porro

Adaptive experiments improve efficiency by adjusting treatment assignments based on past outcomes, but this adaptivity breaks the i.i.d.\ assumptions that underpin classical asymptotics. At the same time, many questions of interest are…

Machine Learning · Statistics 2026-05-05 Houssam Zenati , Bariscan Bozkurt , Arthur Gretton

We address the Individualized continuous treatment effect (ICTE) estimation problem where we predict the effect of any continuous-valued treatment on an individual using observational data. The main challenge in this estimation task is the…

Machine Learning · Computer Science 2024-01-30 Lokesh Nagalapatti , Akshay Iyer , Abir De , Sunita Sarawagi

We study the problem of treatment effect estimation in randomized experiments with high-dimensional covariate information, and show that essentially any risk-consistent regression adjustment can be used to obtain efficient estimates of the…

Methodology · Statistics 2022-06-08 Stefan Wager , Wenfei Du , Jonathan Taylor , Robert Tibshirani

When considering the effect a treatment will cause in a population of interest, we often look to evidence from randomized controlled trials. In settings where multiple trials on a treatment are available, we may wish to synthesize the…

Methodology · Statistics 2023-09-08 Nicole Schnitzler , Eloise Kaizar

Estimating causal effects of continuous treatments is a common problem in practice, for example, in studying average dose-response functions. Classical analyses typically assume that all confounders are fully observed, whereas in real-world…

Statistics Theory · Mathematics 2026-04-14 Shuyuan Chen , Peng Zhang , Yifan Cui

Two-phase sampling is commonly adopted for reducing cost and improving estimation efficiency. In many two-phase studies, the outcome and some cheap covariates are observed for a large sample in Phase I, and expensive covariates are obtained…

Methodology · Statistics 2025-10-14 Qingning Zhou , Kin Yau Wong

The research is about a systematic investigation on the following issues. First, we construct different outcome regression-based estimators for conditional average treatment effect under, respectively, true (oracle), parametric,…

Statistics Theory · Mathematics 2020-09-23 Lu Li , Niwen Zhou , Lixing Zhu

We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…

Econometrics · Economics 2024-07-24 Undral Byambadalai , Tatsushi Oka , Shota Yasui

We develop a Causal-Deep Neural Network (CDNN) model trained in two stages to infer causal impact estimates at an individual unit level. Using only the pre-treatment features in stage 1 in the absence of any treatment information, we learn…

Machine Learning · Computer Science 2022-01-24 Naveen Nair , Karthik S. Gurumoorthy , Dinesh Mandalapu

We propose an optimal algorithm for estimating conditional average treatment effects (CATEs) when response functions lie in a reproducing kernel Hilbert space (RKHS). We study settings in which the contrast function is structurally simpler…

Methodology · Statistics 2026-02-25 Seok-Jin Kim
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