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Experimenters often collect baseline data to study heterogeneity. I propose the first valid confidence intervals for the VCATE, the treatment effect variance explained by observables. Conventional approaches yield incorrect coverage when…

计量经济学 · 经济学 2023-06-07 Alejandro Sanchez-Becerra

Developing tools for estimating heterogeneous treatment effects (HTE) and individualized treatment effects has been an area of active research in recent years. While these tools have proven to be useful in many contexts, a concern when…

统计方法学 · 统计学 2025-03-07 Mahsa Ashouri , Nicholas C. Henderson

Many estimators of the average effect of a treatment on an outcome require estimation of the propensity score, the outcome regression, or both. It is often beneficial to utilize flexible techniques such as semiparametric regression or…

统计方法学 · 统计学 2019-05-14 Cheng Ju , David Benkeser , Mark J. van der Laan

Causal inference methods have been applied in various fields where researchers want to estimate treatment effects. In traditional causal inference settings, one assumes that the outcome of a unit does not depend on treatments of other…

统计方法学 · 统计学 2022-09-05 Kelly Kung , Daniel L. Sussman

Learning heterogeneous treatment effects (HTEs) is an important problem across many fields. Most existing methods consider the setting with a single treatment arm and a single outcome metric. However, in many real world domains, experiments…

机器学习 · 计算机科学 2022-06-13 Leon Yao , Caroline Lo , Israel Nir , Sarah Tan , Ariel Evnine , Adam Lerer , Alex Peysakhovich

Causal inference in a program evaluation setting faces the problem of external validity when the treatment effect in the target population is different from the treatment effect identified from the population of which the sample is…

统计方法学 · 统计学 2021-12-23 Kyungchul Song , Zhengfei Yu

Recently, many causal estimators for Conditional Average Treatment Effect (CATE) and instrumental variable (IV) problems have been published and open sourced, allowing to estimate granular impact of both randomized treatments (such as A/B…

机器学习 · 计算机科学 2022-12-21 Egor Kraev , Timo Flesch , Hudson Taylor Lekunze , Mark Harley , Pere Planell Morell

In settings where units' outcomes are affected by others' treatments, there has been a proliferation of ways to quantify effects of treatments on outcomes, including via indirect exposure to other units' treatments. Here we consider two…

统计方法学 · 统计学 2026-03-10 Sahil Loomba , Dean Eckles

Estimating individual-level treatment effect from observational data is a fundamental problem in causal inference and has attracted increasing attention in the fields of education, healthcare, and public policy.In this work, we concentrate…

机器学习 · 计算机科学 2025-07-10 Hui Meng , Keping Yang , Xuyu Peng , Bo Zheng

Analyzing data from multiple sources offers valuable opportunities to improve the estimation efficiency of causal estimands. However, this analysis also poses many challenges due to population heterogeneity and data privacy constraints.…

统计方法学 · 统计学 2025-10-23 Rong Zhao , Jason Falvey , Xu Shi , Vernon M. Chinchilli , Chixiang Chen

Causal effect estimation seeks to determine the impact of an intervention from observational data. However, the existing causal inference literature primarily addresses treatment effects on frequently occurring events. But what if we are…

机器学习 · 统计学 2025-06-18 Jiyuan Tan , Jose Blanchet , Vasilis Syrgkanis

We study the causal effect with a functional treatment variable, where practical applications often arise in neuroscience, biomedical sciences, etc. Previous research concerning the effect of a functional variable on an outcome is typically…

统计方法学 · 统计学 2025-05-20 Ruoxu Tan , Wei Huang , Zheng Zhang , Guosheng Yin

Instrumental variables (IV) regression is widely used to estimate causal treatment effects in settings where receipt of treatment is not fully random, but there exists an instrument that generates exogenous variation in treatment exposure.…

计量经济学 · 经济学 2021-08-10 Stephen Coussens , Jann Spiess

Estimating heterogeneous treatment effect (HTE) for survival outcomes has gained increasing attention, as it captures the variation in treatment efficacy across patients or subgroups in delaying disease progression. However, most existing…

统计方法学 · 统计学 2025-11-27 Na Bo , Ying Ding

Matching in causal inference from observational data aims to construct treatment and control groups with similar distributions of covariates, thereby reducing confounding and ensuring an unbiased estimation of treatment effects. This…

人工智能 · 计算机科学 2025-04-15 Sahil Shikalgar , Md. Noor-E-Alam

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…

计量经济学 · 经济学 2025-09-18 Myungkou Shin

Estimating treatment effects from observational data is of central interest across numerous application domains. Individual treatment effect offers the most granular measure of treatment effect on an individual level, and is the most useful…

机器学习 · 统计学 2024-08-06 Hengrui Cai , Huaqing Jin , Lexin Li

To evaluate the effectiveness of a counterfactual policy, it is often necessary to extrapolate treatment effects on compliers to broader populations. This extrapolation relies on exogenous variation in instruments, which is often weak in…

计量经济学 · 经济学 2026-01-01 Muyang Ren

Unobserved confounding is one of the main challenges when estimating causal effects. We propose a causal reduction method that, given a causal model, replaces an arbitrary number of possibly high-dimensional latent confounders with a single…

机器学习 · 统计学 2023-02-24 Maximilian Ilse , Patrick Forré , Max Welling , Joris M. Mooij

Consider the case that one observes a single time-series, where at each time t one observes a data record O(t) involving treatment nodes A(t), possible covariates L(t) and an outcome node Y(t). The data record at time t carries information…

统计理论 · 数学 2021-02-04 Mark J. van der Laan , Ivana Malenica
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