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We address the problem of estimating heterogeneous treatment effects in panel data, adopting the popular Difference-in-Differences (DiD) framework under the conditional parallel trends assumption. We propose a novel doubly robust…

Machine Learning · Statistics 2025-04-29 Hui Lan , Haoge Chang , Eleanor Dillon , Vasilis Syrgkanis

Linear regression estimators are known to be sensitive to outliers, and one alternative to obtain a robust and efficient estimator of the regression parameter is to model the error with Student's $t$ distribution. In this article, we…

Methodology · Statistics 2026-03-19 Amanda Ng , Shangkai Zhu , Archer Gong Zhang , Nancy Reid

Unobserved confounding prevents standard covariate adjustment from identifying causal response functions in observational studies. Proxy causal learning addresses this problem through bridge equations involving treatment- and…

Machine Learning · Computer Science 2026-05-12 Bariscan Bozkurt , Alexandre Galashov , Dimitri Meunier , Zikai Shen , Arthur Gretton , Houssam Zenati

Methods for estimating heterogeneous treatment effects (HTE) from observational data have largely focused on continuous or binary outcomes, with less attention paid to survival outcomes and almost none to settings with competing risks. In…

Methodology · Statistics 2024-09-30 Shenbo Xu , Raluca Cobzaru , Stan N. Finkelstein , Roy E. Welsch , Kenney Ng , Zach Shahn

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

We study the problem of off-policy evaluation (OPE) in reinforcement learning (RL), where the goal is to estimate the performance of a policy from the data generated by another policy(ies). In particular, we focus on the doubly robust (DR)…

Artificial Intelligence · Computer Science 2018-05-25 Mehrdad Farajtabar , Yinlam Chow , Mohammad Ghavamzadeh

Covariate imbalance between treatment groups makes it difficult to compare cumulative incidence curves in competing risk analyses. In this paper we discuss different methods to estimate adjusted cumulative incidence curves including inverse…

We consider the problem of estimating the average treatment effect (ATE) in a semi-supervised learning setting, where a very small proportion of the entire set of observations are labeled with the true outcome but features predictive of the…

Methodology · Statistics 2020-10-27 David Cheng , Ashwin Ananthakrishnan , Tianxi Cai

This paper extends difference-in-differences to settings with continuous treatments. Specifically, the average treatment effect on the treated (ATT) at any level of treatment intensity is identified under a conditional parallel trends…

Econometrics · Economics 2026-01-05 Lucas Z. Zhang

One of the most significant challenges in Conditional Average Treatment Effect (CATE) estimation is the statistical discrepancy between distinct treatment groups. To address this issue, we propose a model-agnostic data augmentation method…

Machine Learning · Computer Science 2025-06-17 Ahmed Aloui , Juncheng Dong , Cat P. Le , Vahid Tarokh

This paper concerns robust inference on average treatment effects following model selection. In the selection on observables framework, we show how to construct confidence intervals based on a doubly-robust estimator that are robust to…

Statistics Theory · Mathematics 2018-04-13 Max H. Farrell

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

Dynamic treatment regimes (DTRs) formalize medical decision-making as a sequence of rules for different stages, mapping patient-level information to recommended treatments. In practice, estimating an optimal DTR using observational data…

Methodology · Statistics 2024-12-11 Jian Sun , Bo Fu , Li Su

Medical treatments often involve a sequence of decisions, each informed by previous outcomes. This process closely aligns with reinforcement learning (RL), a framework for optimizing sequential decisions to maximize cumulative rewards under…

Machine Learning · Computer Science 2024-10-15 Ali Shirali , Alexander Schubert , Ahmed Alaa

This paper constructs a doubly robust estimator for continuous dose-response estimation. An outcome regression model is augmented with a set of inverse generalized propensity score covariates to correct for potential misspecification bias.…

Statistics Theory · Mathematics 2015-06-17 Daniel J. Graham , Emma J. McCoy , David A. Stephens

Recently, from the personalized medicine perspective, there has been an increased demand to identify subgroups of subjects for whom treatment is effective. Consequently, the estimation of heterogeneous treatment effects (HTE) has been…

Methodology · Statistics 2024-08-02 Ryoma Hieda , Shintaro Yuki , Kensuke Tanioka , Hiroshi Yadohisa

Treatment effect estimation, which refers to the estimation of causal effects and aims to measure the strength of the causal relationship, is of great importance in many fields but is a challenging problem in practice. As present,…

Machine Learning · Computer Science 2021-07-20 Zhenyu Guo , Shuai Zheng , Zhizhe Liu , Kun Yan , Zhenfeng Zhu

Offline reinforcement learning is important in many settings with available observational data but the inability to deploy new policies online due to safety, cost, and other concerns. Many recent advances in causal inference and machine…

Machine Learning · Statistics 2025-07-08 Defu Cao , Angela Zhou

The estimation of average treatment effects (ATEs), defined as the difference in expected outcomes between treatment and control groups, is a central topic in causal inference. This study develops semiparametric efficient estimators for ATE…

Machine Learning · Computer Science 2025-05-29 Masahiro Kato , Fumiaki Kozai , Ryo Inokuchi

Generating probabilistic forecasts of potential outcomes and individual treatment effects (ITE) is essential for risk-aware decision-making in domains such as healthcare, policy, marketing, and finance. We propose two novel methods: the…

Machine Learning · Computer Science 2025-09-24 Jef Jonkers , Jarne Verhaeghe , Glenn Van Wallendael , Luc Duchateau , Sofie Van Hoecke
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