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Difference-in-Differences designs with staggered treatment adoption are widely used to study heterogeneous treatment effects across cohorts and time periods. We develop a probabilistic framework for estimating potentially high-dimensional…

Econometrics · Economics 2026-05-22 Siddhartha Chib , Kenichi Shimizu

In causal inference about two treatments, Conditional Average Treatment Effects (CATEs) play an important role as a quantity representing an individualized causal effect, defined as a difference between the expected outcomes of the two…

Econometrics · Economics 2023-10-26 Masahiro Kato , Masaaki Imaizumi

Heterogeneous effect estimation plays a crucial role in causal inference, with applications across medicine and social science. Many methods for estimating conditional average treatment effects (CATEs) have been proposed in recent years,…

Statistics Theory · Mathematics 2023-08-22 Edward H. Kennedy

The conditional average treatment effect (CATE) is the best measure of individual causal effects given baseline covariates. However, the CATE only captures the (conditional) average, and can overlook risks and tail events, which are…

Machine Learning · Statistics 2025-06-05 Nathan Kallus , Miruna Oprescu

Leveraging external controls -- relevant individual patient data under control from external trials or real-world data -- has the potential to reduce the cost of randomized controlled trials (RCTs) while increasing the proportion of trial…

Methodology · Statistics 2022-07-13 Yanyao Yi , Ying Zhang , Yu Du , Ting Ye

Inferring the heterogeneous treatment effect is a fundamental problem in the sciences and commercial applications. In this paper, we focus on estimating Conditional Average Treatment Effect (CATE), that is, the difference in the conditional…

Methodology · Statistics 2021-03-23 Haomiao Meng , Xingye Qiao

Scholars from diverse fields increasingly rely on high-frequency spatio-temporal data. Yet, causal inference with these data remains challenging due to spatial spillover and temporal carryover effects. We develop methods to estimate…

Methodology · Statistics 2025-11-03 Lingxiao Zhou , Kosuke Imai , Jason Lyall , Georgia Papadogeorgou

The conditional tail average treatment effect (CTATE) is defined as a difference between the conditional tail expectations of potential outcomes, which can capture heterogeneity and deliver aggregated local information on treatment effects…

Applications · Statistics 2024-05-21 Le-Yu Chen , Yu-Min Yen

It is important to estimate the local average treatment effect (LATE) when compliance with a treatment assignment is incomplete. The previously proposed methods for LATE estimation required all relevant variables to be jointly observed in a…

Machine Learning · Statistics 2022-03-22 Kazuhiko Shinoda , Takahiro Hoshino

The estimation of Conditional Average Treatment Effects (CATE) is crucial for understanding the heterogeneity of treatment effects in clinical trials. We evaluate the performance of common methods, including causal forests and various…

Methodology · Statistics 2024-07-12 Oshri Machluf , Tzviel Frostig , Gal Shoham , Tomer Milo , Elad Berkman , Raviv Pryluk

Estimation of heterogeneous treatment effects is an active area of research. Most of the existing methods, however, focus on estimating the conditional average treatment effects of a single, binary treatment given a set of pre-treatment…

Methodology · Statistics 2025-05-30 Max Goplerud , Kosuke Imai , Nicole E. Pashley

The Average Treatment Effect (ATE) is a global measure of the effectiveness of an experimental treatment intervention. Classical methods of its estimation either ignore relevant covariates or do not fully exploit them. Moreover, past work…

Methodology · Statistics 2013-11-05 Emil Pitkin , Richard Berk , Lawrence Brown , Andreas Buja , Ed George , Kai Zhang , Linda Zhao

A high-quality experimental dataset is often much smaller than a corresponding observational dataset. When this holds with possibly biased measurements of the outcome of interest in the latter, we propose an estimation and inference…

Methodology · Statistics 2026-05-19 Harrison H Li

Estimating conditional average treatment effects (CATE) from randomized controlled trials (RCTs) and generalizing them to broader populations is essential for personalizing treatment rules but is complicated by selection bias due to trial…

Methodology · Statistics 2026-05-15 Rikuta Hamaya , Etsuji Suzuki , Konan Hara

There is a growing literature on design-based methods to estimate average treatment effects for randomized controlled trials (RCTs) using the underpinnings of experiments. In this article, we build on these methods to consider design-based…

Methodology · Statistics 2024-01-17 Peter Z Schochet

Study populations are typically sampled from limited points in space and time, and marginalized groups are underrepresented. To assess the external validity of randomized and observational studies, we propose and evaluate the worst-case…

Machine Learning · Statistics 2022-02-04 Sookyo Jeong , Hongseok Namkoong

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

Identifying heterogeneous treatment effects (HTEs) in randomized controlled trials is an important step toward understanding and acting on trial results. However, HTEs are often small and difficult to identify, and HTE modeling methods…

Methodology · Statistics 2020-11-24 Erin Craig , Donald A Redelmeier , Robert J Tibshirani

Recent methodological developments have introduced new black-box approaches to better estimate heterogeneous treatment effects; however, these methods fall short of providing interpretable characterizations of the underlying individuals who…

Methodology · Statistics 2025-08-19 Melody Huang , Tiffany M. Tang , Ana M. Kenney

The average treatment effect can obscure important heterogeneity when individuals respond differently to a treatment. While the conditional average treatment effect (CATE) function captures such heterogeneity, it is difficult to communicate…

Methodology · Statistics 2026-05-18 Anders Munch , Thomas A. Gerds