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We propose a new estimation method for heterogeneous causal effects which utilizes a regression discontinuity (RD) design for multiple datasets with different thresholds. The standard RD design is frequently used in applied researches, but…

计量经济学 · 经济学 2019-05-14 Takayuki Toda , Ayako Wakano , Takahiro Hoshino

We consider the problem of learning how to optimally allocate treatments whose cost is uncertain and can vary with pre-treatment covariates. This setting may arise in medicine if we need to prioritize access to a scarce resource that…

统计方法学 · 统计学 2025-10-14 Hao Sun , Evan Munro , Georgy Kalashnov , Shuyang Du , Stefan Wager

When using observational causal models, practitioners often want to disentangle the effects of many related, partially-overlapping treatments. Examples include estimating treatment effects of different marketing touchpoints, ordering…

计量经济学 · 经济学 2025-07-03 Enes Dilber , Colin Gray

With advances in estimating heterogeneous treatment effects, firms can personalize and target individuals at a granular level. However, feasibility constraints limit full personalization. In practice, firms choose segments of individuals…

计量经济学 · 经济学 2025-07-02 Walter W. Zhang , Sanjog Misra

We propose a test-based elastic integrative analysis of the randomized trial and real-world data to estimate treatment effect heterogeneity with a vector of known effect modifiers. When the real-world data are not subject to bias, our…

统计方法学 · 统计学 2022-11-30 Shu Yang , Chenyin Gao , Donglin Zeng , Xiaofei Wang

In this paper, we propose a doubly robust method to present the heterogeneity of the average treatment effect with respect to observed covariates of interest. We consider a situation where a large number of covariates are needed for…

统计方法学 · 统计学 2017-11-27 Sokbae Lee , Ryo Okui , Yoon-Jae Whang

Heavy-tailed metrics are common and often critical to product evaluation in the online world. While we may have samples large enough for Central Limit Theorem to kick in, experimentation is challenging due to the wide confidence interval of…

应用统计 · 统计学 2019-05-23 Jason , Wang , Pauline Burke

We consider the problem of estimating a dose-response curve. Continuous treatments arise often in practice, e.g. in the form of time spent on an operation, distance traveled to a location or dosage of a drug. Letting $A$ denote a continuous…

统计方法学 · 统计学 2026-04-14 Matteo Bonvini , Edward H. Kennedy

In the context of individual-level causal inference, we study the problem of predicting whether someone will respond or not to a treatment based on their features and past examples of features, treatment indicator (e.g., drug/no drug), and…

机器学习 · 统计学 2019-06-04 Nathan Kallus

We study the problem of learning to choose from m discrete treatment options (e.g., news item or medical drug) the one with best causal effect for a particular instance (e.g., user or patient) where the training data consists of passive…

机器学习 · 统计学 2017-08-02 Nathan Kallus

Estimating treatment effects conditional on observed covariates can improve the ability to tailor treatments to particular individuals. Doing so effectively requires dealing with potential confounding, and also enough data to adequately…

Robust Ordinal Regression (ROR) is a way of dealing with Multiple Criteria Decision Aiding (MCDA), by considering all sets of parameters of an assumed preference model, that are compatible with preference information given by the Decision…

最优化与控制 · 数学 2012-06-28 Salvatore Corrente , Salvatore Greco , Roman Slowinski

Individualized treatment decisions can improve health outcomes, but using data to make these decisions in a reliable, precise, and generalizable way is challenging with a single dataset. Leveraging multiple randomized controlled trials…

This paper provides a nonparametric framework for causal inference with categorical outcomes under binary treatment and binary instrument settings. I decompose the observed joint probability of outcomes and treatment into marginal…

计量经济学 · 经济学 2025-11-11 Onil Boussim

Price determination is a central research topic of revenue management in marketing. The important aspect in pricing is controlling the stochastic behavior of demand, and the previous studies have tackled price optimization problems with…

最优化与控制 · 数学 2024-01-04 Yuya Hikima , Akiko Takeda

We study a fundamental model of resource allocation in which a finite number of resources must be assigned in an online manner to a heterogeneous stream of customers. The customers arrive randomly over time according to known stochastic…

最优化与控制 · 数学 2018-05-16 Clifford Stein , Van-Anh Truong , Xinshang Wang

We model investor heterogeneity using different required returns on an investment and evaluate the impact on the valuation of an investment. By assuming no disagreement on the cash flows, we emphasize how risk preferences in particular, but…

综合金融 · 定量金融 2021-09-13 Carol Alexander , Xi Chen , Charles Ward

Some patients benefit from a treatment while others may do so less or do not benefit at all. We have previously developed a two-stage network meta-regression prediction model that synthesized randomized trials and evaluates how treatment…

The effects of treatments are often heterogeneous, depending on the observable characteristics, and it is necessary to exploit such heterogeneity to devise individualized treatment rules (ITRs). Existing estimation methods of such ITRs…

计量经济学 · 经济学 2022-08-09 Daido Kido

Estimating heterogeneous treatment effects is a well-studied topic in the statistics literature. More recently, it has regained attention due to an increasing need for precision medicine as well as the increased use of state-of-art machine…

统计方法学 · 统计学 2022-10-05 Zhongyuan Chen , Jun Xie