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We consider the problem of estimating quantile treatment effects without assuming strict overlap , i.e., we do not assume that the propensity score is bounded away from zero. More specifically, we consider an inverse probability weighting…

统计理论 · 数学 2026-02-24 Marco Avella-Medina , Richard Davis , Gennady Samorodnitsky

Randomized Controlled Trials (RCT)s are relied upon to assess new treatments, but suffer from limited power to guide personalized treatment decisions. On the other hand, observational (i.e., non-experimental) studies have large and diverse…

统计方法学 · 统计学 2023-03-07 Zeshan Hussain , Ming-Chieh Shih , Michael Oberst , Ilker Demirel , David Sontag

In biomedical studies, estimating drug effects on chronic diseases requires a long follow-up period, which is difficult to meet in randomized clinical trials (RCTs). The use of a short-term surrogate to replace the long-term outcome for…

统计方法学 · 统计学 2023-06-27 Wenjie Hu , Xiaohua Zhou , Peng Wu

We provide theoretical results for the estimation and inference of a class of welfare and value functionals of the nonparametric conditional average treatment effect (CATE) function under optimal treatment assignment, i.e., treatment is…

计量经济学 · 经济学 2025-10-30 Xiaohong Chen , Zhenxiao Chen , Wayne Yuan Gao

Randomized controlled trials (RCTs) often exhibit limited inferential efficiency in estimating treatment effects due to small sample sizes. In recent years, the combination of external controls has gained increasing attention as a means of…

统计方法学 · 统计学 2025-10-06 Qinwei Yang , Jingyi Li , Peng Wu

Standard approaches in generalizability often focus on generalizing the intent-to-treat (ITT). However, in practice, a more policy-relevant quantity is the generalized impact of an intervention across compliers. While instrumental variable…

统计方法学 · 统计学 2025-06-03 Zhongren Chen , Melody Huang

In this paper, I try to tame "Basu's elephants" (data with extreme selection on observables). I propose new practical large-sample and finite-sample methods for estimating and inferring heterogeneous causal effects (under unconfoundedness)…

计量经济学 · 经济学 2023-01-20 Ganesh Karapakula

In this paper, we consider estimation of average treatment effect on the treated (ATT), an interpretable and relevant causal estimand to policy makers when treatment assignment is endogenous. By considering shadow variables that are…

统计方法学 · 统计学 2026-04-21 Trinetri Ghosh , Jiawei Shan , Menggang Yu , Jiwei Zhao

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

We consider the problem of extrapolating treatment effects across heterogeneous populations (``sites"/``contexts"). We consider an idealized scenario in which the researcher observes cross-sectional data for a large number of units across…

计量经济学 · 经济学 2025-10-03 Konrad Menzel

Two-way fixed effects (TWFE) models are widely used in political science to establish causality, but recent methodological discussions highlight their limitations under heterogeneous treatment effects (HTE) and violations of the parallel…

统计方法学 · 统计学 2026-02-03 Albert Chiu , Xingchen Lan , Ziyi Liu , Yiqing Xu

In many practical situations, randomly assigning treatments to subjects is uncommon due to feasibility constraints. For example, economic aid programs and merit-based scholarships are often restricted to those meeting specific income or…

统计方法学 · 统计学 2025-04-25 Kevin Christian Wibisono , Debarghya Mukherjee , Moulinath Banerjee , Ya'acov Ritov

Shrinkage estimation in a meta-analysis framework may be used to facilitate dynamical borrowing of information. This framework might be used to analyze a new study in the light of previous data, which might differ in their design (e.g., a…

统计方法学 · 统计学 2021-06-08 Christian Röver , Tim Friede

The average treatment effect (ATE) is commonly used to quantify the main effect of a binary treatment on an outcome. Extensions to continuous treatments are usually based on the dose-response curve or shift interventions, but both require…

统计理论 · 数学 2026-03-02 Oliver J. Hines , Karla Diaz-Ordaz , Stijn Vansteelandt

This paper provides a solution to the evaluation of treatment effects in selective samples when neither instruments nor parametric assumptions are available. We provide sharp bounds for average treatment effects under a conditional…

计量经济学 · 经济学 2024-12-17 Phillip Heiler , Asbjørn Kaufmann , Bezirgen Veliyev

Estimating conditional average treatment effect from observational data is highly challenging due to the existence of treatment selection bias. Prevalent methods mitigate this issue by aligning distributions of different treatment groups in…

机器学习 · 计算机科学 2025-05-07 Hao Wang , Zhichao Chen , Jiajun Fan , Haoxuan Li , Tianqiao Liu , Weiming Liu , Quanyu Dai , Yichao Wang , Zhenhua Dong , Ruiming Tang

Using only retrospective data, we study the problem of predicting treatment effects for the same treatment/policy implemented in a different location or time period. We propose a distributionally robust estimator that minimizes the…

计量经济学 · 经济学 2026-04-29 Ruonan Xu , Xiye Yang

We study the estimation of distributional treatment effects in randomized experiments with imperfect compliance. When participants do not adhere to their assigned treatments, we leverage treatment assignment as an instrumental variable to…

统计方法学 · 统计学 2025-10-28 Undral Byambadalai , Tomu Hirata , Tatsushi Oka , Shota Yasui

Many popular methods for building confidence intervals on causal effects under high-dimensional confounding require strong "ultra-sparsity" assumptions that may be difficult to validate in practice. To alleviate this difficulty, we here…

统计理论 · 数学 2019-05-06 Jelena Bradic , Stefan Wager , Yinchu Zhu

Selection bias is pervasive in observational studies. For example, large scale biobanks data can exhibit ``healthy volunteer bias'' when respondents are healthier and of higher socio-economic status than the population they are meant to…

统计方法学 · 统计学 2026-05-14 Yiwen Qiu , Filip Kovacevic , Shimeng Huang , Peter Spirtes , Francesco Locatello
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