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We study how to efficiently estimate average treatment effects (ATEs) using adaptive experiments. In adaptive experiments, experimenters sequentially assign treatments to experimental units while updating treatment assignment probabilities…

机器学习 · 统计学 2025-02-21 Masahiro Kato , Takuya Ishihara , Junya Honda , Yusuke Narita

Although randomized controlled trials (RCTs) are a cornerstone of comparative effectiveness, they typically have much smaller sample size than observational studies because of financial and ethical considerations. Therefore there is…

统计方法学 · 统计学 2023-11-16 Lauren D. Liao , Emilie Højbjerre-Frandsen , Alan E. Hubbard , Alejandro Schuler

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

Out of the participants in a randomized experiment with anticipated heterogeneous treatment effects, is it possible to identify which subjects have a positive treatment effect? While subgroup analysis has received attention, claims about…

统计方法学 · 统计学 2024-05-14 Boyan Duan , Larry Wasserman , Aaditya Ramdas

Contextual sensing and delivery of digital interventions to improve health outcomes have gained significant traction in behavioral and psychiatric studies. Micro-randomized trials (MRTs) are a common experimental design for obtaining…

统计方法学 · 统计学 2025-04-01 Jieru Shi , Zhenke Wu , Walter Dempsey

Online controlled experiments (A/B testing) are fundamental to data-driven decision-making in many companies. Improving the sensitivity of these experiments under fixed sample size constraints requires reducing the variance of the average…

统计方法学 · 统计学 2026-03-24 Zhexiao Lin , Pablo Crespo

This study designs an adaptive experiment for efficiently estimating average treatment effects (ATEs). In each round of our adaptive experiment, an experimenter sequentially samples an experimental unit, assigns a treatment, and observes…

统计方法学 · 统计学 2024-06-21 Masahiro Kato , Akihiro Oga , Wataru Komatsubara , Ryo Inokuchi

We consider the problem of designing a randomized experiment on a source population to estimate the Average Treatment Effect (ATE) on a target population. We propose a novel approach which explicitly considers the target when designing the…

统计方法学 · 统计学 2021-09-07 My Phan , David Arbour , Drew Dimmery , Anup B. Rao

Remarkable progress has been made in difference-in-differences (DID) approaches to causal inference that estimate the average effect of a treatment on the treated (ATT). Of these, the semiparametric DID (SDID) approach incorporates a…

统计方法学 · 统计学 2026-03-09 Takamichi Baba , Yoshiyuki Ninomiya

Counterfactual prediction is about predicting outcome of the unobserved situation from the data. For example, given patient is on drug A, what would be the outcome if she switch to drug B. Most of existing works focus on modeling…

机器学习 · 计算机科学 2020-10-29 Yanbo Xu , Cao Xiao , Jimeng Sun

The interpretation of randomised clinical trial results is often complicated by intercurrent events. For instance, rescue medication is sometimes given to patients in response to worsening of their disease, either in addition to the…

统计方法学 · 统计学 2021-02-12 Hege Michiels , Cristina Sotto , An Vandebosch , Stijn Vansteelandt

Estimating heterogeneous treatment effects is central to data-driven decision-making, yet industrial applications often face a fundamental tension between limited randomized controlled trial (RCT) budgets and abundant but biased…

统计方法学 · 统计学 2026-02-26 Jiacan Gao , Xinyan Su , Mingyuan Ma , Yiyan Huang , Xiao Xu , Xinrui Wan , Tianqi Gu , Enyun Yu , Jiecheng Guo , Zhiheng Zhang

Important questions for impact evaluation require knowledge not only of average effects, but of the distribution of treatment effects. The inability to observe individual counterfactuals makes answering these empirical questions…

计量经济学 · 经济学 2026-05-25 Bruno Fava

An important aspect of the performance of algorithms that predict individualized treatment effects (ITE) is moderate calibration, i.e., the average treatment effect among individuals with predicted treatment effect of z being equal to z.…

统计方法学 · 统计学 2025-12-10 Mohsen Sadatsafavi , Jeroen Hoogland , Thomas P. A. Debray , John Petkau

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

Randomized controlled trials generate experimental variation that can credibly identify causal effects, but often suffer from limited scale, while observational datasets are large, but often violate desired identification assumptions. To…

计量经济学 · 经济学 2023-12-27 George Z. Gui

We introduce causal inference reasoning to cross-over trials, with a focus on Thorough QT (TQT) studies. For such trials, we propose different sets of assumptions and consider their impact on the modelling strategy and estimation procedure.…

统计方法学 · 统计学 2022-05-31 Jeppe Ekstrand Halkjær Madsen , Thomas Scheike , Christian Pipper

Estimating the total treatment effect (TTE) of a new feature in social platforms is crucial for understanding its impact on user behavior. However, the presence of network interference, which arises from user interactions, often complicates…

应用统计 · 统计学 2024-08-09 Yiming Jiang , Lu Deng , Yong Wang , He Wang

We study a linear high-dimensional regression model in a semi-supervised setting, where for many observations only the vector of covariates $X$ is given with no response $Y$. We do not make any sparsity assumptions on the vector of…

统计理论 · 数学 2021-09-03 Ilan Livne , David Azriel , Yair Goldberg

The difference-in-differences (DiD) design is a quasi-experimental method for estimating treatment effects. In staggered DiD with multiple treatment groups and periods, estimation based on the two-way fixed effects model yields negative…

统计方法学 · 统计学 2026-03-05 Yuhao Deng , Le Kang