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When a researcher combines multiple instrumental variables for a single binary treatment, the monotonicity assumption of the local average treatment effects (LATE) framework can become restrictive: it requires that all units share a common…

Econometrics · Economics 2024-03-27 Leonard Goff

This paper considers identification and estimation of the causal effect of the time Z until a subject is treated on a survival outcome T. The treatment is not randomly assigned, T is randomly right censored by a random variable C and the…

Statistics Theory · Mathematics 2022-12-20 Jad Beyhum , Samuele Centorrino , Jean-Pierre Florens , Ingrid Van Keilegom

Heterogeneous treatment effects (HTEs) are commonly identified during randomized controlled trials (RCTs). Identifying subgroups of patients with similar treatment effects is of high interest in clinical research to advance precision…

Machine Learning · Computer Science 2022-12-06 Peniel N. Argaw , Elizabeth Healey , Isaac S. Kohane

Heterogeneous treatment effect (HTE) estimation is critical in medical research. It provides insights into how treatment effects vary among individuals, which can provide statistical evidence for precision medicine. While most existing…

Machine Learning · Statistics 2025-04-25 Ke Wan , Kensuke Tanioka , Toshio Shimokawa

We study the problem of estimation of Individual Treatment Effects (ITE) in the context of multiple treatments and networked observational data. Leveraging the network information, we aim to utilize hidden confounders that may not be…

Machine Learning · Computer Science 2023-12-20 Abhinav Thorat , Ravi Kolla , Niranjan Pedanekar , Naoyuki Onoe

We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in a high dimensional setting. The setting allows the number of time varying regressors to be larger than the sample size.…

Methodology · Statistics 2017-10-05 Alexandre Belloni , Victor Chernozhukov , Christian Hansen , Damian Kozbur

Instrumental variable based estimation of a causal effect has emerged as a standard approach to mitigate confounding bias in the social sciences and epidemiology, where conducting randomized experiments can be too costly or impossible.…

Methodology · Statistics 2026-01-21 Danielle Tsao , Krikamol Muandet , Frederick Eberhardt , Emilija Perković

Estimating treatment effects plays a crucial role in causal inference, having many real-world applications like policy analysis and decision making. Nevertheless, estimating treatment effects in the longitudinal setting in the presence of…

Machine Learning · Computer Science 2023-02-22 Defu Cao , James Enouen , Yan Liu

Many applications of causal inference require using treatment effects estimated on a study population to make decisions in a separate target population. We consider the challenging setting where there are covariates that are observed in the…

Machine Learning · Computer Science 2024-10-22 Khurram Yamin , Vibhhu Sharma , Ed Kennedy , Bryan Wilder

Conditional effect estimation has great scientific and policy importance because interventions may impact subjects differently depending on their characteristics. Most research has focused on estimating the conditional average treatment…

Methodology · Statistics 2023-04-25 Alec McClean , Zach Branson , Edward H. Kennedy

Treatment effect heterogeneity is of a great concern when evaluating policy impact: "is the treatment Pareto-improving?", "what is the proportion of people who are better off under the treatment?", etc. However, even in the simple case of a…

Econometrics · Economics 2025-09-18 Myungkou Shin

Accurately estimating personalized treatment effects within a study site (e.g., a hospital) has been challenging due to limited sample size. Furthermore, privacy considerations and lack of resources prevent a site from leveraging…

Machine Learning · Statistics 2022-06-17 Xiaoqing Tan , Chung-Chou H. Chang , Ling Zhou , Lu Tang

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

Recent years have seen a swell in methods that focus on estimating "individual treatment effects". These methods are often focused on the estimation of heterogeneous treatment effects under ignorability assumptions. This paper hopes to draw…

Methodology · Statistics 2021-08-12 Brian G. Vegetabile

This article reviews recent advances in fixed effect estimation of panel data models for long panels, where the number of time periods is relatively large. We focus on semiparametric models with unobserved individual and time effects, where…

Econometrics · Economics 2018-03-29 Iván Fernández-Val , Martin Weidner

A central goal of causal inference is to detect and estimate the treatment effects of a given treatment or intervention on an outcome variable of interest, where a member known as the heterogeneous treatment effect (HTE) is of growing…

Statistics Theory · Mathematics 2020-10-27 Zijun Gao , Yanjun Han

In many observational studies in social science and medicine, subjects or units are connected, and one unit's treatment and attributes may affect another's treatment and outcome, violating the stable unit treatment value assumption (SUTVA)…

Methodology · Statistics 2024-06-25 Zhaonan Qu , Ruoxuan Xiong , Jizhou Liu , Guido Imbens

This paper studies a class of linear panel models with random coefficients. We do not restrict the joint distribution of the time-invariant unobserved heterogeneity and the covariates. We investigate identification of the average partial…

Econometrics · Economics 2022-11-21 Louise Laage

Triple difference designs have become increasingly popular in empirical economics. The advantage of a triple difference design is that, within a treatment group, it allows for another subgroup of the population -- potentially less impacted…

Econometrics · Economics 2025-06-04 Laura Caron

The need to evaluate treatment effectiveness is ubiquitous in most of empirical science, and interest in flexibly investigating effect heterogeneity is growing rapidly. To do so, a multitude of model-agnostic, nonparametric meta-learners…

Machine Learning · Statistics 2021-02-26 Alicia Curth , Mihaela van der Schaar