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Randomized controlled trials (RCTs) are often underpowered to detect treatment heterogeneity in subgroups defined by cross-classifications of multiple covariates, due to sparse sample sizes in some strata. External RCT data can help, but…

统计方法学 · 统计学 2026-04-23 Youqi Yang , Walter Dempsey , Bhramar Mukherjee

Two-phase sampling is a simple and cost-effective estimation strategy in survey sampling and is widely used in practice. Because the phase-2 sampling probability typically depends on low-cost variables collected at phase 1, naive estimation…

统计方法学 · 统计学 2025-11-11 Kazuharu Harada , Masataka Taguri

This paper concerns estimation and inference for treatment effects in deep tails of the counterfactual distribution of unobservable potential outcomes corresponding to a continuously valued treatment. We consider two measures for the deep…

统计理论 · 数学 2022-09-02 Wei Huang , Shuo Li , Liuhua Peng

Randomized trials are widely considered as the gold standard for evaluating the effects of decision policies. Trial data is, however, drawn from a population which may differ from the intended target population and this raises a problem of…

统计方法学 · 统计学 2024-10-30 Sofia Ek , Dave Zachariah

We develop new semiparametric methods for estimating treatment effects. We focus on settings where the outcome distributions may be thick tailed, where treatment effects may be small, where sample sizes are large and where assignment is…

统计方法学 · 统计学 2023-08-24 Susan Athey , Peter J. Bickel , Aiyou Chen , Guido W. Imbens , Michael Pollmann

The estimation of average treatment effects (ATEs), defined as the difference in expected outcomes between treatment and control groups, is a central topic in causal inference. This study develops semiparametric efficient estimators for ATE…

机器学习 · 计算机科学 2025-05-29 Masahiro Kato , Fumiaki Kozai , Ryo Inokuchi

Estimation and inference for the Average Treatment Effect (ATE) is a cornerstone of causal inference and often serves as the foundation for developing procedures for more complicated settings. Although traditionally analyzed in a batch…

机器学习 · 统计学 2025-02-10 Ojash Neopane , Aaditya Ramdas , Aarti Singh

Randomized experiments are an excellent tool for estimating internally valid causal effects with the sample at hand, but their external validity is frequently debated. While classical results on the estimation of Population Average…

统计方法学 · 统计学 2023-01-13 Apoorva Lal , Wenjing Zheng , Simon Ejdemyr

We develop a novel approach to partially identify causal estimands, such as the average treatment effect (ATE), from observational data. To better satisfy the stable unit treatment value assumption (SUTVA) we utilize stochastic…

统计方法学 · 统计学 2024-07-30 Brian Knaeble , Braxton Osting , Placede Tshiaba

Estimating externally valid causal effects is a foundational problem in the social and biomedical sciences. Generalizing or transporting causal estimates from an experimental sample to a target population of interest relies on an overlap…

统计方法学 · 统计学 2024-03-29 Melody Huang

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

This paper studies treatment effect models in which individuals are classified into unobserved groups based on heterogeneous treatment rules. Using a finite mixture approach, we propose a marginal treatment effect (MTE) framework in which…

计量经济学 · 经济学 2022-05-24 Tadao Hoshino , Takahide Yanagi

I analyze treatment effects in situations when agents endogenously select into the treatment group and into the observed sample. As a theoretical contribution, I propose pointwise sharp bounds for the marginal treatment effect (MTE) of…

计量经济学 · 经济学 2019-04-19 Vitor Possebom

Causal weighted quantile treatment effects (WQTE) are a useful complement to standard causal contrasts that focus on the mean when interest lies at the tails of the counterfactual distribution. To-date, however, methods for estimation and…

Augmenting randomized controlled trials (RCTs) with external real-world data (RWD) has the potential to improve the finite sample efficiency of treatment effect estimators. We describe using adaptive targeted maximum likelihood estimation…

统计方法学 · 统计学 2025-01-30 Sky Qiu , Jens Tarp , Andrew Mertens , Mark van der Laan

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

In clinical settings, we often face the challenge of building prediction models based on small observational data sets. For example, such a data set might be from a medical center in a multi-center study. Differences between centers might…

We revisit the problem of estimating the local average treatment effect (LATE) and the local average treatment effect on the treated (LATT) when control variables are available, either to render the instrumental variable (IV) suitably…

计量经济学 · 经济学 2022-11-16 Tymon Słoczyński , S. Derya Uysal , Jeffrey M. Wooldridge

We study targeted maximum likelihood estimation (TMLE) of the average treatment effect in a semiparametric regression model whose mean function is indexed by a finite-dimensional parameter, while the additive error distribution is left…

统计方法学 · 统计学 2026-04-20 Mijeong Kim

Augmented inverse probability weighting and G-computation with canonical generalized linear models have become increasingly popular for estimating average treatment effects (ATEs) in randomized experiments. These methods leverage outcome…

统计方法学 · 统计学 2026-03-13 Muluneh Alene , Stijn Vansteelandt , Kelly Van Lancker