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Flexible estimation of heterogeneous treatment effects lies at the heart of many statistical challenges, such as personalized medicine and optimal resource allocation. In this paper, we develop a general class of two-step algorithms for…

机器学习 · 统计学 2020-08-07 Xinkun Nie , Stefan Wager

Heterogeneous treatment effects can be very important in the analysis of randomized clinical trials. Heightened risks or enhanced benefits may exist for particular subsets of study subjects. When the heterogeneous treatment effects are…

统计方法学 · 统计学 2025-07-25 Richard A. Berk , Matthew Olson , Andreas Buja , Aurelie Ouss

Estimating heterogeneous treatment effects is an important problem across many domains. In order to accurately estimate such treatment effects, one typically relies on data from observational studies or randomized experiments. Currently,…

Estimation of heterogeneous treatment effects is an active area of research. Most of the existing methods, however, focus on estimating the conditional average treatment effects of a single, binary treatment given a set of pre-treatment…

统计方法学 · 统计学 2025-05-30 Max Goplerud , Kosuke Imai , Nicole E. Pashley

When evaluating the efficacy of social programs and medical treatments using randomized experiments, the estimated overall average causal effect alone is often of limited value and the researchers must investigate when the treatments do and…

应用统计 · 统计学 2013-05-27 Kosuke Imai , Marc Ratkovic

Identifying heterogeneity in a population's response to a health or policy intervention is crucial for evaluating and informing policy decisions. We propose a novel heterogeneous treatment effect estimator in the difference-in-differences…

统计方法学 · 统计学 2021-08-24 Xinkun Nie , Chen Lu , Stefan Wager

The aim of clinical effectiveness research using repositories of electronic health records is to identify what health interventions 'work best' in real-world settings. Since there are several reasons why the net benefit of intervention may…

统计方法学 · 统计学 2020-06-19 Jie Zhu , Blanca Gallego

We consider the estimation of average treatment effects in observational studies and propose a new framework of robust causal inference with unobserved confounders. Our approach is based on distributionally robust optimization and proceeds…

统计方法学 · 统计学 2023-02-06 Dimitris Bertsimas , Kosuke Imai , Michael Lingzhi Li

We consider the estimation of heterogeneous treatment effects with arbitrary machine learning methods in the presence of unobserved confounders with the aid of a valid instrument. Such settings arise in A/B tests with an intent-to-treat…

计量经济学 · 经济学 2019-06-07 Vasilis Syrgkanis , Victor Lei , Miruna Oprescu , Maggie Hei , Keith Battocchi , Greg Lewis

Randomized experimentation (also known as A/B testing or bucket testing) is widely used in the internet industry to measure the metric impact obtained by different treatment variants. A/B tests identify the treatment variant showing the…

统计方法学 · 统计学 2020-12-23 Ye Tu , Kinjal Basu , Cyrus DiCiccio , Romil Bansal , Preetam Nandy , Padmini Jaikumar , Shaunak Chatterjee

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

Estimating how a treatment affects different individuals, known as heterogeneous treatment effect estimation, is an important problem in empirical sciences. In the last few years, there has been a considerable interest in adapting machine…

机器学习 · 计算机科学 2024-10-18 Christopher Tran , Keith Burghardt , Kristina Lerman , Elena Zheleva

Every design choice will have different effects on different units. However traditional A/B tests are often underpowered to identify these heterogeneous effects. This is especially true when the set of unit-level attributes is…

人工智能 · 计算机科学 2016-11-09 Alexander Peysakhovich , Akos Lada

A key challenge in building effective regression models for large and diverse populations is accounting for patient heterogeneity. An example of such heterogeneity is in health system risk modeling efforts where different combinations of…

统计方法学 · 统计学 2022-12-26 Jared D. Huling , Menggang Yu

This paper examines a heterogeneous beliefs model in which there is a process that is only partially observed by the agents. The economy contains a risky asset producing dividends continuously in time. The dividends are observed by the…

综合金融 · 定量金融 2009-07-29 A. A. Brown

We provide an inferential framework to assess variable importance for heterogeneous treatment effects. This assessment is especially useful in high-risk domains such as medicine, where decision makers hesitate to rely on black-box treatment…

统计方法学 · 统计学 2026-05-11 Pawel Morzywolek , Peter B. Gilbert , Alex Luedtke

The robust multi-product pricing problem is to determine the prices of a collection of products so as to maximize the worst-case revenue, where the worst case is taken over an uncertainty set of demand models that the firm expects could be…

最优化与控制 · 数学 2025-02-17 Xinyi Guan , Velibor V. Mišić

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

This paper proposes a doubly robust two-stage semiparametric difference-in-difference estimator for estimating heterogeneous treatment effects with high-dimensional data. Our new estimator is robust to model miss-specifications and allows…

计量经济学 · 经济学 2020-09-08 Yang Ning , Sida Peng , Jing Tao

We propose a doubly robust approach to characterizing treatment effect heterogeneity in observational studies. We develop a frequentist inferential procedure that utilizes posterior distributions for both the propensity score and outcome…

统计方法学 · 统计学 2022-07-21 Heejun Shin , Joseph Antonelli
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