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We propose a Bayesian nonparametric (BNP) approach to causal inference using observational data consisting of outcome, treatment, and a set of confounders. The conditional distribution of the outcome given treatment and confounders is…

统计方法学 · 统计学 2025-12-01 Yongseok Hur , Joonhyuk Jung , Juhee Lee

A central goal of causal inference is to detect and estimate the treatment effects of a given treatment or intervention on an outcome variable of interest, where a member known as the heterogeneous treatment effect (HTE) is of growing…

统计理论 · 数学 2020-10-27 Zijun Gao , Yanjun Han

Statistical inference of heterogeneous treatment effects (HTEs) across predefined subgroups is challenging when units interact because treatment effects may vary by pre-treatment variables, post-treatment exposure variables (that measure…

计量经济学 · 经济学 2024-10-02 Julius Owusu

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

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

Recently, conditional average treatment effect (CATE) estimation has been attracting much attention due to its importance in various fields such as statistics, social and biomedical sciences. This study proposes a partially linear…

统计方法学 · 统计学 2022-01-31 Shunsuke Horii

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

Heterogeneous treatment effect (HTE) estimation is vital for understanding the change of treatment effect across individuals or subgroups. Most existing HTE estimation methods focus on addressing selection bias induced by imbalanced…

机器学习 · 计算机科学 2024-07-04 Yuling Zhang , Anpeng Wu , Kun Kuang , Liang Du , Zixun Sun , Zhi Wang

This paper presents a novel nonlinear regression model for estimating heterogeneous treatment effects from observational data, geared specifically towards situations with small effect sizes, heterogeneous effects, and strong confounding.…

统计方法学 · 统计学 2019-11-14 P. Richard Hahn , Jared S. Murray , Carlos Carvalho

Analyzing data from multiple sources offers valuable opportunities to improve the estimation efficiency of causal estimands. However, this analysis also poses many challenges due to population heterogeneity and data privacy constraints.…

统计方法学 · 统计学 2025-10-23 Rong Zhao , Jason Falvey , Xu Shi , Vernon M. Chinchilli , Chixiang Chen

Treatment effect heterogeneity refers to the systematic variation in treatment effects across subgroups. There is an increasing need for clinical trials that aim to investigate treatment effect heterogeneity and estimate subgroup-specific…

统计方法学 · 统计学 2026-03-06 Xianglin Zhao , Shirin Golchi , Jean-Philippe Gouin , Kaberi Dasgupta

Many scientific and engineering challenges -- ranging from personalized medicine to customized marketing recommendations -- require an understanding of treatment effect heterogeneity. In this paper, we develop a non-parametric causal forest…

统计方法学 · 统计学 2017-07-11 Stefan Wager , Susan Athey

This paper develops a sparsity-inducing version of Bayesian Causal Forests, a recently proposed nonparametric causal regression model that employs Bayesian Additive Regression Trees and is specifically designed to estimate heterogeneous…

统计方法学 · 统计学 2021-11-17 Alberto Caron , Gianluca Baio , Ioanna Manolopoulou

Estimating heterogeneous treatment effects across individuals has attracted growing attention as a statistical tool for performing critical decision-making. We propose a Bayesian inference framework that quantifies the uncertainty in…

统计方法学 · 统计学 2023-12-19 Shunsuke Horii , Yoichi Chikahara

This paper proposes a new non-parametric bootstrap method to quantify the uncertainty of average treatment effect estimate for the treated from matching estimators. More specifically, it seeks to quantify the uncertainty associated with the…

统计方法学 · 统计学 2024-08-21 Jing Li

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

Difference-in-Differences designs with staggered treatment adoption are widely used to study heterogeneous treatment effects across cohorts and time periods. We develop a probabilistic framework for estimating potentially high-dimensional…

计量经济学 · 经济学 2026-05-22 Siddhartha Chib , Kenichi Shimizu

Long-term treatment effect estimation is a significant but challenging problem in many applications. Existing methods rely on ideal assumptions, such as no unobserved confounders or binary treatment, to estimate long-term average treatment…

机器学习 · 计算机科学 2025-10-23 Zeqin Yang , Weilin Chen , Ruichu Cai , Yuguang Yan , Zhifeng Hao , Zhipeng Yu , Zhichao Zou , Jixing Xu , Zhen Peng , Jiecheng Guo

In many social, behavioral, and biomedical sciences, treatment effect estimation is a crucial step in understanding the impact of an intervention, policy, or treatment. In recent years, an increasing emphasis has been placed on…

统计方法学 · 统计学 2024-10-10 Xinhai Zhang , Xingye Qiao

When constructing a model to estimate the causal effect of a treatment, it is necessary to control for other factors which may have confounding effects. Because the ignorability assumption is not testable, however, it is usually unclear…

统计方法学 · 统计学 2022-09-07 Spencer Woody , Carlos M. Carvalho , Jared S. Murray
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