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相关论文: Estimation of heterogeneous individual treatment e…

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This study considers treatment effect models in which others' treatment decisions can affect both one's own treatment and outcome. Focusing on the case of two-player interactions, we formulate treatment decision behavior as a complete…

计量经济学 · 经济学 2023-02-23 Tadao Hoshino , Takahide Yanagi

Recently, conditional average treatment effect (CATE) estimation has been attracting much attention due to its importance in various fields such as statistics, social and biomedical sciences. This study proposes a partially linear…

统计方法学 · 统计学 2022-01-31 Shunsuke Horii

Estimating varying treatment effects in randomized trials with noncompliance is inherently challenging since variation comes from two separate sources: variation in the impact itself and variation in the compliance rate. In this setting,…

应用统计 · 统计学 2024-08-28 Jared D. Fisher , David W. Puelz , Sameer K. Deshpande

We introduce a novel method for estimating and conducting inference about extreme quantile treatment effects (QTEs) in the presence of endogeneity. Our approach is applicable to a broad range of empirical research designs, including…

计量经济学 · 经济学 2024-09-09 Yuya Sasaki , Yulong Wang

Understanding treatment effect heterogeneity is vital to many scientific fields because the same treatment may affect different individuals differently. Quantile regression provides a natural framework for modeling such heterogeneity. We…

统计方法学 · 统计学 2023-07-12 Alexander Giessing , Jingshen Wang

We address a core problem in causal inference: estimating heterogeneous treatment effects using panel data with general treatment patterns. Many existing methods either do not utilize the potential underlying structure in panel data or have…

机器学习 · 统计学 2024-06-11 Retsef Levi , Elisabeth Paulson , Georgia Perakis , Emily Zhang

When considering the effect a treatment will cause in a population of interest, we often look to evidence from randomized controlled trials. In settings where multiple trials on a treatment are available, we may wish to synthesize the…

统计方法学 · 统计学 2023-09-08 Nicole Schnitzler , Eloise Kaizar

Methods for estimating heterogeneous treatment effect in observational data have largely focused on continuous or binary outcomes, and have been relatively less vetted with survival outcomes. Using flexible machine learning methods in the…

应用统计 · 统计学 2021-07-09 Liangyuan Hu , Jiayi Ji , Fan Li

Estimating individual level treatment effects (ITE) from observational data is a challenging and important area in causal machine learning and is commonly considered in diverse mission-critical applications. In this paper, we propose an…

机器学习 · 计算机科学 2019-06-10 Sungyub Kim , Yongsu Baek , Sung Ju Hwang , Eunho Yang

This paper studies the interactive fixed effects (IFE) estimator in a panel-data setting with heterogeneous treatment effects. We show that, if the treatment-effect heterogeneity admits a linear factor structure, the IFE estimator could…

计量经济学 · 经济学 2026-05-01 Murilo Cardoso , Bruno Ferman , Marcelo Fernandes

An important aspect of the performance of algorithms that predict individualized treatment effects (ITE) is moderate calibration, i.e., the average treatment effect among individuals with predicted treatment effect of z being equal to z.…

统计方法学 · 统计学 2025-12-10 Mohsen Sadatsafavi , Jeroen Hoogland , Thomas P. A. Debray , John Petkau

Linear regressions with endogeneity are widely used to estimate causal effects. This paper studies a framework that involves two common practical issues: endogeneity of the regressors and heteroskedasticity that depends on endogenous…

计量经济学 · 经济学 2025-12-10 Javier Alejo , Antonio F. Galvao , Julian Martinez-Iriarte , Gabriel Montes-Rojas

Causal inference methods for treatment effect estimation usually assume independent units. However, this assumption is often questionable because units may interact, resulting in spillover effects between them. We develop augmented inverse…

统计方法学 · 统计学 2025-04-08 Corinne Emmenegger , Meta-Lina Spohn , Timon Elmer , Peter Bühlmann

Individual Treatment Effect (ITE) prediction is an important area of research in machine learning which aims at explaining and estimating the causal impact of an action at the granular level. It represents a problem of growing interest in…

The estimation of individual treatment effects (ITE) focuses on predicting the outcome changes that result from a change in treatment. A fundamental challenge in observational data is that while we need to infer outcome differences under…

机器学习 · 计算机科学 2025-12-23 Zichuan Lin , Xiaokai Huang , Jiate Liu , Yuxuan Han , Jia Chen , Xiapeng Wu , Deheng Ye

In observational studies, treatments are typically not randomized and therefore estimated treatment effects may be subject to confounding bias. The instrumental variable (IV) design plays the role of a quasi-experimental handle since the IV…

统计方法学 · 统计学 2016-08-30 Lan Liu , Wang Miao , Baoluo Sun , James Robins , Eric Tchetgen Tchetgen

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

A recent literature has shown that when adoption of a treatment is staggered and average treatment effects vary across groups and over time, difference-in-differences regression does not identify an easily interpretable measure of the…

计量经济学 · 经济学 2022-07-14 John Gardner

This paper considers (partial) identification of a variety of counterfactual parameters in binary response models with possibly endogenous regressors. Our framework allows for nonseparable index functions with multi-dimensional latent…

计量经济学 · 经济学 2022-07-26 Jiaying Gu , Thomas M. Russell

We propose a doubly robust approach to characterizing treatment effect heterogeneity in observational studies. We develop a frequentist inferential procedure that utilizes posterior distributions for both the propensity score and outcome…

统计方法学 · 统计学 2022-07-21 Heejun Shin , Joseph Antonelli