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We study the identification of heterogeneous, intertemporal treatment effects (TE) when potential outcomes depend on past treatments. First, applying a dynamic panel data model to observed outcomes, we show that an instrumental variable…

计量经济学 · 经济学 2025-09-09 Philip Marx , Elie Tamer , Xun Tang

Much research has been devoted to the problem of estimating treatment effects from observational data; however, most methods assume that the observed variables only contain confounders, i.e., variables that affect both the treatment and the…

机器学习 · 计算机科学 2021-04-27 Weijia Zhang , Lin Liu , Jiuyong Li

Reliable treatment effect estimation from observational data depends on the availability of all confounding information. While much work has targeted treatment effect estimation from observational data, there is relatively little work in…

机器学习 · 统计学 2020-11-18 Shirly Wang , Seung Eun Yi , Shalmali Joshi , Marzyeh Ghassemi

This paper investigates the use of regularization priors in the context of treatment effect estimation using observational data where the number of control variables is large relative to the number of observations. First, the phenomenon of…

统计方法学 · 统计学 2016-12-30 P. Richard Hahn , Carlos M. Carvalho , Jingyu He , David Puelz

The empirical literature on program evaluation limits its scope almost exclusively to models where treatment effects are homogenous for observationally identical individuals. This paper considers a treatment effect model in which treatment…

统计方法学 · 统计学 2019-02-20 Jason Abrevaya , Haiqing Xu

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

State-level policy studies often conduct heterogeneity analyses that quantify how treatment effects vary across state characteristics. These analyses may be used to inform state-specific policy decisions, or to infer how the effect of a…

Uplift modeling and Heterogeneous Treatment Effect (HTE) estimation aim at predicting the causal effect of an action, such as a medical treatment or a marketing campaign on a specific individual. In this paper, we focus on data from…

机器学习 · 计算机科学 2024-12-16 Krzysztof Rudaś , Szymon Jaroszewicz

We propose a novel multi-task neural network approach for estimating distributional treatment effects (DTE) in randomized experiments. While DTE provides more granular insights into the experiment outcomes over conventional methods focusing…

机器学习 · 计算机科学 2025-07-11 Tomu Hirata , Undral Byambadalai , Tatsushi Oka , Shota Yasui , Shingo Uto

Estimating causal effects in a target population with unmeasured confounders is challenging, especially when instrumental variables (IVs) are unavailable. However, IVs from auxiliary populations with similar problems can help infer causal…

统计方法学 · 统计学 2025-08-06 Wei Li , Jiapeng Liu , Peng Ding , Zhi Geng

Robust estimation of heterogeneous treatment effects is a fundamental challenge for optimal decision-making in domains ranging from personalized medicine to educational policy. In recent years, predictive machine learning has emerged as a…

机器学习 · 统计学 2025-06-23 Maximilian Schuessler , Erik Sverdrup , Robert Tibshirani

Estimating the conditional average treatment effect (CATE) from observational data plays a crucial role in areas such as e-commerce, healthcare, and economics. Existing studies mainly rely on the strong ignorability assumption that there…

机器学习 · 计算机科学 2025-01-28 Chuan Zhou , Yaxuan Li , Chunyuan Zheng , Haiteng Zhang , Haoxuan Li , Mingming Gong

Background: Randomized controlled trials (RCTs) are costly, time-consuming, and often infeasible, while treatment-effect estimation from observational data is limited by unobserved confounding. Methods: We developed a three-step framework…

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

We study the problem of learning personalized decision policies from observational data while accounting for possible unobserved confounding. Previous approaches, which assume unconfoundedness, i.e., that no unobserved confounders affect…

机器学习 · 计算机科学 2019-11-05 Nathan Kallus , Angela Zhou

An important task in drug development is to identify patients, which respond better or worse to an experimental treatment. Identifying predictive covariates, which influence the treatment effect and can be used to define subgroups of…

统计方法学 · 统计学 2018-11-27 Marius Thomas , Björn Bornkamp , Katja Ickstadt

A major focus of causal inference is the estimation of heterogeneous average treatment effects (HTE) - average treatment effects within strata of another variable of interest such as levels of a biomarker, education, or age strata.…

统计方法学 · 统计学 2023-01-05 Arman Oganisian , Nandita Mitra , Jason Roy

Statisticians show growing interest in estimating and analyzing heterogeneity in causal effects in observational studies. However, there usually exists a trade-off between accuracy and interpretability for developing a desirable estimator…

统计方法学 · 统计学 2023-06-26 Steven Siwei Ye , Yanzhen Chen , Oscar Hernan Madrid Padilla

Estimating the individual treatment effect (ITE) from observational data is essential in medicine. A central challenge in estimating the ITE is handling confounders, which are factors that affect both an intervention and its outcome. Most…

机器学习 · 计算机科学 2018-11-28 Changhee Lee , Nicholas Mastronarde , Mihaela van der Schaar

Routinely collected data from electronic health records (EHR) provide opportunities to study effects of longitudinal treatment strategies in real-world clinical settings. A challenge presented by EHR data is that frequency of covariate…

应用统计 · 统计学 2026-04-14 Leah Pirondini , Karla Diaz-Ordaz , Edward Palmer , Ruth H. Keogh