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This paper proposes methods of estimation and uniform inference for a general class of causal functions, such as the conditional average treatment effects and the continuous treatment effects, under multiway clustering. The causal function…

计量经济学 · 经济学 2024-09-11 Nan Liu , Yanbo Liu , Yuya Sasaki

This paper proposes a flexible new framework for constructing Neyman-orthogonal scores in semiparametric models involving infinite-dimensional nuisance parameters. While locally estimation is vital for integrating machine learning into…

统计方法学 · 统计学 2026-04-30 Kun Ren , Wen Su , Li Liu , Ian W. McKeague , Xingqiu Zhao

We propose the orthogonal random forest, an algorithm that combines Neyman-orthogonality to reduce sensitivity with respect to estimation error of nuisance parameters with generalized random forests (Athey et al., 2017)--a flexible…

机器学习 · 计算机科学 2019-09-27 Miruna Oprescu , Vasilis Syrgkanis , Zhiwei Steven Wu

Conditional effects are commonly used measures for understanding how treatment effects vary across different groups, and are often used to target treatments/interventions to groups who benefit most. In this work we review existing methods…

机器学习 · 统计学 2026-04-14 Jiacheng Ge , Iván Díaz

A popular approach to perform inference on a target parameter in the presence of nuisance parameters is to construct estimating equations that are orthogonal to the nuisance parameters, in the sense that their expected first derivative is…

计量经济学 · 经济学 2026-02-25 Stéphane Bonhomme , Koen Jochmans , Martin Weidner

Estimating causal effects on networks is challenging because treatments may affect both treated units and their neighbors, while network homophily induces dependence and confounding. These challenges are amplified when causal effects are…

机器学习 · 统计学 2026-05-12 Yuanchen Wu , Yubai Yuan

Estimates of heterogeneous treatment effects such as conditional average treatment effects (CATEs) and conditional quantile treatment effects (CQTEs) play an important role in real-world decision making. Given this importance, one should…

We provide non-asymptotic excess risk guarantees for statistical learning in a setting where the population risk with respect to which we evaluate the target parameter depends on an unknown nuisance parameter that must be estimated from…

统计理论 · 数学 2023-06-07 Dylan J. Foster , Vasilis Syrgkanis

The causal effect of an intervention (treatment/exposure) on an outcome can be estimated by: i) specifying knowledge about the data-generating process; ii) assessing under what assumptions a target quantity, such as for example a causal…

统计方法学 · 统计学 2021-03-05 Michael Schomaker

Causal inference has numerous real-world applications in many domains, such as health care, marketing, political science, and online advertising. Treatment effect estimation, a fundamental problem in causal inference, has been extensively…

机器学习 · 计算机科学 2023-02-03 Zhixuan Chu , Jianmin Huang , Ruopeng Li , Wei Chu , Sheng Li

This paper provides estimation and inference methods for the best linear predictor (approximation) of a structural function, such as conditional average structural and treatment effects, and structural derivatives, based on modern machine…

统计方法学 · 统计学 2020-08-17 Vira Semenova , Victor Chernozhukov

Causal inference is a critical research topic across many domains, such as statistics, computer science, education, public policy and economics, for decades. Nowadays, estimating causal effect from observational data has become an appealing…

统计方法学 · 统计学 2020-02-10 Liuyi Yao , Zhixuan Chu , Sheng Li , Yaliang Li , Jing Gao , Aidong Zhang

Nonparametric series regression often involves specification search over the tuning parameter, i.e., evaluating estimates and confidence intervals with a different number of series terms. This paper develops pointwise and uniform inferences…

计量经济学 · 经济学 2020-02-26 Byunghoon Kang

Identifying covariates that modify treatment effects is a central problem in causal inference. Yet existing data-adaptive procedures do not provide finite-sample control over the expected number of false discoveries, risking spurious…

统计方法学 · 统计学 2026-05-12 Falco J. Bargagli-Stoffi , Omar Melikechi

Treatment effect estimation is essential for informed decision-making in many fields such as healthcare, economics, and public policy. While flexible machine learning models have been widely applied for estimating heterogeneous treatment…

机器学习 · 计算机科学 2025-09-29 Pascal Memmesheimer , Vincent Heuveline , Jürgen Hesser

Treatment effect estimation, which refers to the estimation of causal effects and aims to measure the strength of the causal relationship, is of great importance in many fields but is a challenging problem in practice. As present,…

机器学习 · 计算机科学 2021-07-20 Zhenyu Guo , Shuai Zheng , Zhizhe Liu , Kun Yan , Zhenfeng Zhu

The research is about a systematic investigation on the following issues. First, we construct different outcome regression-based estimators for conditional average treatment effect under, respectively, true (oracle), parametric,…

统计理论 · 数学 2020-09-23 Lu Li , Niwen Zhou , Lixing Zhu

Understanding and inferencing Heterogeneous Treatment Effects (HTE) and Conditional Average Treatment Effects (CATE) are vital for developing personalized treatment recommendations. Many state-of-the-art approaches achieve inspiring…

机器学习 · 计算机科学 2024-08-28 Chan Hsu , Jun-Ting Wu , Yihuang Kang

We introduce a performance-driven framework for constructing strictly causal forward-oriented observables in strongly non-stationary time series. The method combines a robustly normalized composite of heterogeneous indicators with a…

计算金融 · 定量金融 2026-03-17 Lucas A. Souza

Within the field of causal inference, we consider the problem of estimating heterogeneous treatment effects from data. We propose and validate a novel approach for learning feature representations to aid the estimation of the conditional…

机器学习 · 统计学 2022-06-23 Michael C. Burkhart , Gabriel Ruiz
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