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Accurately predicting conditional average treatment effects (CATEs) is crucial in personalized medicine and digital platform analytics. Since the treatments of interest often cannot be directly randomized, observational data is leveraged to…

统计方法学 · 统计学 2024-11-05 Miruna Oprescu , Nathan Kallus

This paper presents methods to study the causal effect of a binary treatment on a functional outcome with observational data. We define a Functional Average Treatment Effect and develop an outcome regression estimator. We show how to obtain…

统计方法学 · 统计学 2025-09-08 Kreske Ecker , Xavier de Luna , Lina Schelin

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…

统计理论 · 数学 2018-04-13 Max H. Farrell

Instrumental variables (IVs) are widely used for estimating causal effects in the presence of unmeasured confounding. Under the standard IV model, however, the average treatment effect (ATE) is only partially identifiable. To address this,…

统计方法学 · 统计学 2018-01-08 Linbo Wang , Eric Tchetgen Tchetgen

This paper provides a set of methods for quantifying the robustness of treatment effects estimated using the unconfoundedness assumption (also known as selection on observables or conditional independence). Specifically, we estimate and do…

计量经济学 · 经济学 2021-01-01 Matthew A. Masten , Alexandre Poirier , Linqi Zhang

This paper discusses identification, estimation, and inference on dynamic local average treatment effects (LATEs) in instrumental variables (IVs) settings. First, we show that compliers--observations whose treatment status is affected by…

计量经济学 · 经济学 2025-09-17 Alessandro Casini , Adam McCloskey , Luca Rolla , Raimondo Pala

This paper introduces a simple framework of counterfactual estimation for causal inference with time-series cross-sectional data, in which we estimate the average treatment effect on the treated by directly imputing counterfactual outcomes…

统计方法学 · 统计学 2022-08-16 Licheng Liu , Ye Wang , Yiqing Xu

Consider the problem of estimating average treatment effects when a large number of covariates are used to adjust for possible confounding through outcome regression and propensity score models. The conventional approach of model building…

统计理论 · 数学 2018-01-31 Zhiqiang Tan

Causal inference methods such as instrumental variables, regression discontinuity, and difference-in-differences are widely used to identify and estimate treatment effects. However, when outcomes are qualitative, their application poses…

计量经济学 · 经济学 2025-06-30 Riccardo Di Francesco , Giovanni Mellace

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,…

统计理论 · 数学 2020-09-23 Lu Li , Niwen Zhou , Lixing Zhu

Instrumental variable methods provide a powerful approach to estimating causal effects in the presence of unobserved confounding. But a key challenge when applying them is the reliance on untestable "exclusion" assumptions that rule out any…

统计方法学 · 统计学 2020-06-23 Jason Hartford , Victor Veitch , Dhanya Sridhar , Kevin Leyton-Brown

In this paper, we propose a data-adaptive empirical likelihood-based approach for treatment effect estimation and inference, which overcomes the obstacle of the traditional empirical likelihood-based approaches in the high-dimensional…

统计方法学 · 统计学 2020-12-15 Wei Liang , Ying Yan

In many social, behavioral, and biomedical sciences, treatment effect estimation is a crucial step in understanding the impact of an intervention, policy, or treatment. In recent years, an increasing emphasis has been placed on…

统计方法学 · 统计学 2024-10-10 Xinhai Zhang , Xingye Qiao

Quantile and quantile effect functions are important tools for descriptive and causal analyses due to their natural and intuitive interpretation. Existing inference methods for these functions do not apply to discrete random variables. This…

统计方法学 · 统计学 2018-09-03 Victor Chernozhukov , Iván Fernández-Val , Blaise Melly , Kaspar Wüthrich

Estimation of heterogeneous treatment effects is an essential component of precision medicine. Model and algorithm-based methods have been developed within the causal inference framework to achieve valid estimation and inference. Existing…

统计方法学 · 统计学 2021-05-10 Ruohong Li , Honglang Wang , Wanzhu Tu

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,…

统计理论 · 数学 2023-08-22 Edward H. Kennedy

In contrast to problems of interference in (exogenous) treatments, models of interference in unit-specific (endogenous) outcomes do not usually produce a reduced-form representation where outcomes depend on other units' treatment status…

计量经济学 · 经济学 2025-06-17 Konrad Menzel

This paper investigates how certain relationship between observed and counterfactual distributions serves as an identifying condition for treatment effects when the treatment is endogenous, and shows that this condition holds in a range of…

计量经济学 · 经济学 2023-11-28 Sukjin Han , Haiqing Xu

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…

统计方法学 · 统计学 2023-04-25 Alec McClean , Zach Branson , Edward H. Kennedy

The conditional average treatment effect (CATE) is frequently estimated to refute the homogeneous treatment effect assumption. Under this assumption, all units making up the population under study experience identical benefit from a given…