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When the Stable Unit Treatment Value Assumption is violated and there is interference among units, there is not a uniquely defined Average Treatment Effect, and alternative estimands may be of interest. Among these are average unit-level…

统计方法学 · 统计学 2025-06-30 Molly Offer-Westort , Drew Dimmery

Unobserved heterogeneous treatment effects have been emphasized in the recent policy evaluation literature (see e.g., Heckman and Vytlacil, 2005). This paper proposes a nonparametric test for unobserved heterogeneous treatment effects in a…

计量经济学 · 经济学 2021-08-17 Yu-Chin Hsu , Ta-Cheng Huang , Haiqing Xu

While sample sizes in randomized clinical trials are large enough to estimate the average treatment effect well, they are often insufficient for estimation of treatment-covariate interactions critical to studying data-driven precision…

机器学习 · 统计学 2020-04-22 Steve Yadlowsky , Fabio Pellegrini , Federica Lionetto , Stefan Braune , Lu Tian

This paper introduces a novel approach for estimating heterogeneous treatment effects of binary treatment in panel data, particularly focusing on short panel data with large cross-sectional data and observed confoundings. In contrast to…

统计方法学 · 统计学 2024-06-05 Meijia Wang , Ignacio Martinez , P. Richard Hahn

Understanding treatment effect heterogeneity has become increasingly important in many fields. In this paper we study distributions and quantiles of individual treatment effects to provide a more comprehensive and robust understanding of…

统计方法学 · 统计学 2026-03-31 Zhe Chen , Xinran Li

The estimation of heterogeneous treatment effects in the potential outcome setting is biased when there exists model misspecification or unobserved confounding. As these biases are unobservable, what model to use when remains a critical…

统计方法学 · 统计学 2024-05-09 Shonosuke Sugasawa , Kosaku Takanashi , Kenichiro McAlinn , Edoardo M. Airoldi

The estimation of heterogeneous treatment effects (HTEs) has attracted considerable interest in many disciplines, most prominently in medicine and economics. Contemporary research has so far primarily focused on continuous and binary…

统计方法学 · 统计学 2022-10-07 Susanne Dandl , Andreas Bender , Torsten Hothorn

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

A central goal of modern causal inference is estimating heterogeneous treatment effects to answer questions like "how does an intervention affect each unit," rather than only on average. We study this problem with panel-data where we…

机器学习 · 统计学 2026-05-29 Anay Mehrotra , Phuc Tran , Van H. Vu , Manolis Zampetakis

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

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

We study two-way-fixed-effects regressions (TWFE) with several treatment variables. Under a parallel trends assumption, we show that the coefficient on each treatment identifies a weighted sum of that treatment's effect, with possibly…

计量经济学 · 经济学 2023-04-18 Clément de Chaisemartin , Xavier D'Haultfœuille

Causal inference plays a fundamental role in various real-world applications. However, in the motivating non-small cell lung cancer (NSCLC) study, it is challenging to estimate the treatment effect of chemotherapy on circulating tumor DNA…

统计方法学 · 统计学 2025-08-25 Zhixin Qiu , Huichen Zhu , Wenjie Wang , Yanlin Tang

Analyses of heterogeneous treatment effects (HTE) are common in applied causal inference research. However, when outcomes are latent variables assessed via psychometric instruments such as educational tests, standard methods ignore the…

计量经济学 · 经济学 2025-06-27 Joshua B. Gilbert , Zachary Himmelsbach , James Soland , Mridul Joshi , Benjamin W. Domingue

The increasing scientific attention given to precision medicine based on real-world data has led many recent studies to clarify the relationships between treatment effects and patient characteristics. However, this is challenging because of…

统计方法学 · 统计学 2022-06-20 Ke Wan , Kensuke Tanioka , Toshio Shimokawa

Estimating heterogeneous treatment effects (HTEs) from right-censored survival data is critical in high-stakes applications such as precision medicine and individualized policy-making. Yet, the survival analysis setting poses unique…

机器学习 · 计算机科学 2026-03-06 Shahriar Noroozizadeh , Xiaobin Shen , Jeremy C. Weiss , George H. Chen

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

This paper considers the practically important case of nonparametrically estimating heterogeneous average treatment effects that vary with a limited number of discrete and continuous covariates in a selection-on-observables framework where…

计量经济学 · 经济学 2019-08-26 Michael Zimmert , Michael Lechner

Treatment effect heterogeneity is central to policy evaluation, social science, and precision medicine, where interventions can affect individuals differently. In observational studies, covariates, treatment, and outcomes are often only…

统计方法学 · 统计学 2026-02-24 Shuozhi Zuo , Yixin Wang , Fan Yang

Counterfactual evaluation of novel treatment assignment functions (e.g., advertising algorithms and recommender systems) is one of the most crucial causal inference problems for practitioners. Traditionally, randomized controlled trials…

机器学习 · 计算机科学 2019-12-24 Ruocheng Guo , Jundong Li , Huan Liu