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相关论文: Detecting Heterogeneous Treatment Effect with Inst…

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We consider the estimation of heterogeneous treatment effects with arbitrary machine learning methods in the presence of unobserved confounders with the aid of a valid instrument. Such settings arise in A/B tests with an intent-to-treat…

计量经济学 · 经济学 2019-06-07 Vasilis Syrgkanis , Victor Lei , Miruna Oprescu , Maggie Hei , Keith Battocchi , Greg Lewis

This paper provides a general framework for testing instrument validity in heterogeneous causal effect models. The generalization includes the cases where the treatment can be multivalued ordered or unordered. Based on a series of testable…

计量经济学 · 经济学 2023-10-11 Zhenting Sun

When devising a course of treatment for a patient, doctors often have little quantitative evidence on which to base their decisions, beyond their medical education and published clinical trials. Stanford Health Care alone has millions of…

This paper examines the identification and estimation of heterogeneous treatment effects in event studies, emphasizing the importance of both lagged dependent variables and treatment effect heterogeneity. We show that omitting lagged…

计量经济学 · 经济学 2025-09-18 Irene Botosaru , Laura Liu

Inferring causal relationships from observational data is often challenging due to endogeneity. This paper provides new identification results for causal effects of discrete, ordered and continuous treatments using multiple binary…

计量经济学 · 经济学 2024-10-21 Nadja van 't Hoff

Estimating how a treatment affects units individually, known as heterogeneous treatment effect (HTE) estimation, is an essential part of decision-making and policy implementation. The accumulation of large amounts of data in many domains,…

机器学习 · 计算机科学 2022-06-28 Christopher Tran , Elena Zheleva

Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct…

统计方法学 · 统计学 2022-08-05 Baoluo Sun , Yifan Cui , Eric Tchetgen Tchetgen

Individuals do not respond uniformly to treatments, events, or interventions. Sociologists routinely partition samples into subgroups to explore how the effects of treatments vary by covariates like race, gender, and socioeconomic status.…

其他统计学 · 统计学 2019-09-23 Jennie E. Brand , Jiahui Xu , Bernard Koch , Pablo Geraldo

Estimating heterogeneous treatment effects has become increasingly important in many fields and life and death decisions are now based on these estimates: for example, selecting a personalized course of medical treatment. Recently, a…

统计方法学 · 统计学 2019-04-01 Sören R. Künzel , Simon J. S. Walter , Jasjeet S. Sekhon

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…

机器学习 · 统计学 2020-08-07 Xinkun Nie , Stefan Wager

Instrumental variables are widely used to deal with unmeasured confounding in observational studies and imperfect randomized controlled trials. In these studies, researchers often target the so-called local average treatment effect as it is…

统计方法学 · 统计学 2022-03-24 Linbo Wang , Yuexia Zhang , Thomas S. Richardson , James M. Robins

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

Recently, there has been great interest in estimating the conditional average treatment effect using flexible machine learning methods. However, in practice, investigators often have working hypotheses about effect heterogeneity across…

统计方法学 · 统计学 2023-09-13 Chan Park , Hyunseung Kang

Instrumental variables (IV) methods are central to applied microeconomics. While classical approaches assume linear models with constant effects, recent literature has shifted toward the local average treatment effect (LATE) framework to…

计量经济学 · 经济学 2026-05-15 Tymon Słoczyński , Liyang Sun , S. Derya Uysal

Instrumental variables are widely used for estimating causal effects in the presence of unmeasured confounding. The discrete instrumental variable model has testable implications on the law of the observed data. However, current assessments…

统计方法学 · 统计学 2016-11-22 Linbo Wang , James M. Robins , Thomas S. Richardson

Researchers are increasingly turning to machine learning (ML) algorithms to investigate causal heterogeneity in randomized experiments. Despite their promise, ML algorithms may fail to accurately ascertain heterogeneous treatment effects…

统计方法学 · 统计学 2024-04-23 Kosuke Imai , Michael Lingzhi Li

Uncovering the heterogeneity of causal effects of policies and business decisions at various levels of granularity provides substantial value to decision makers. This paper develops new estimation and inference procedures for multiple…

计量经济学 · 经济学 2019-07-08 Michael Lechner

This chapter covers different approaches to policy evaluation for assessing the causal effect of a treatment or intervention on an outcome of interest. As an introduction to causal inference, the discussion starts with the experimental…

计量经济学 · 经济学 2019-10-03 Martin Huber

Identifying heterogeneity in a population's response to a health or policy intervention is crucial for evaluating and informing policy decisions. We propose a novel heterogeneous treatment effect estimator in the difference-in-differences…

统计方法学 · 统计学 2021-08-24 Xinkun Nie , Chen Lu , Stefan Wager

We provide an inferential framework to assess variable importance for heterogeneous treatment effects. This assessment is especially useful in high-risk domains such as medicine, where decision makers hesitate to rely on black-box treatment…

统计方法学 · 统计学 2026-05-11 Pawel Morzywolek , Peter B. Gilbert , Alex Luedtke