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Recently, many researchers have advanced data-driven methods for modeling heterogeneous treatment effects (HTEs). Even still, estimation of HTEs is a difficult task -- these methods frequently over- or under-estimate the treatment effects,…

统计方法学 · 统计学 2022-03-28 Yizhe Xu , Steve Yadlowsky

This paper studies the identifying power of an instrumental variable in the nonparametric heterogeneous treatment effect framework when a binary treatment is mismeasured and endogenous. Using a binary instrumental variable, I characterize…

统计理论 · 数学 2017-05-22 Takuya Ura

Previous work on causal inference has primarily focused on averages and conditional averages of treatment effects, with significantly less attention on variability and uncertainty in individual treatment responses. In this paper, we…

机器学习 · 计算机科学 2026-02-10 Liyuan Xu , Bijan Mazaheri

Individual Treatment Effect (ITE) estimation is an extensively researched problem, with applications in various domains. We model the case where there exists heterogeneous non-compliance to a randomly assigned treatment, a typical situation…

We offer a non-parametric plug-in estimator for an important measure of treatment effect variability and provide minimum conditions under which the estimator is asymptotically efficient. The stratum specific treatment effect function or…

统计方法学 · 统计学 2018-12-27 Jonathan Levy , Mark van der Laan , Alan Hubbard , Romain Pirracchio

In recent years, precision treatment strategy have gained significant attention in medical research, particularly for patient care. We propose a novel framework for estimating conditional average treatment effects (CATE) in time-to-event…

统计方法学 · 统计学 2024-07-29 Runjia Li , Victor B. Talisa , Chung-Chou H. Chang

The quantification of treatment effects plays an important role in a wide range of applications, including policy making and bio-pharmaceutical research. In this article, we study the quantile treatment effect (QTE) while addressing two…

统计理论 · 数学 2025-03-25 Jiachen Sun , Yin Xia

The policy relevant treatment effect (PRTE) measures the average effect of switching from a status-quo policy to a counterfactual policy. Estimation of the PRTE involves estimation of multiple preliminary parameters, including propensity…

计量经济学 · 经济学 2020-07-17 Yuya Sasaki , Takuya Ura

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

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

Reliable estimation of treatment effects from observational data is important in many disciplines such as medicine. However, estimation is challenging when unconfoundedness as a standard assumption in the causal inference literature is…

The empirical literature on program evaluation limits its scope almost exclusively to models where treatment effects are homogenous for observationally identical individuals. This paper considers a treatment effect model in which treatment…

统计方法学 · 统计学 2019-02-20 Jason Abrevaya , Haiqing Xu

Micro-randomized trials (MRTs) are increasingly utilized for optimizing mobile health interventions, with the causal excursion effect (CEE) as a central quantity for evaluating interventions under policies that deviate from the experimental…

统计方法学 · 统计学 2024-11-19 Jiaxin Yu , Tianchen Qian

Estimating the conditional average treatment effects (CATE) is very important in causal inference and has a wide range of applications across many fields. In the estimation process of CATE, the unconfoundedness assumption is typically…

机器学习 · 计算机科学 2024-12-16 Pengfei Shi , Wei Zhong , Xinyu Zhang , Ningtao Wang , Xing Fu , Weiqiang Wang , Yin Jin

Instrumental variable methods are widely used to address unmeasured confounding, yet much of the existing literature has focused on the binary instrument setting. Extensions to continuous instruments often impose strong parametric…

统计方法学 · 统计学 2025-08-12 Zhenghao Zeng , Alexander W. Levis , JungHo Lee , Edward H. Kennedy , Luke Keele

The propensity score is a common tool for estimating the causal effect of a binary treatment in observational data. In this setting, matching, subclassification, imputation, or inverse probability weighting on the propensity score can…

统计方法学 · 统计学 2018-01-03 Michael J Lopez , Roee Gutman

Instrumental variables (IV) regression is a popular method for the estimation of the endogenous treatment effects. Conventional IV methods require all the instruments are relevant and valid. However, this is impractical especially in…

计量经济学 · 经济学 2020-06-29 Qingliang Fan , Yaqian Wu

Obtaining valid treatment effect inference remains a challenging problem when dealing with numerous instruments and non-sparse control variables. In this paper, we propose a novel ridge regularization-based instrumental variables method for…

计量经济学 · 经济学 2025-10-17 Xiduo Chen , Xingdong Feng , Antonio F. Galvao , Yeheng Ge

Conditional average treatment effect (CATE) estimation is the de facto gold standard for targeting a treatment to a heterogeneous population. The method estimates treatment effects up to an error $\epsilon > 0$ in each of $M$ different…

机器学习 · 计算机科学 2026-01-12 Sílvia Casacuberta , Moritz Hardt

Heterogeneous treatment effect (HTE) estimation is critical in medical research. It provides insights into how treatment effects vary among individuals, which can provide statistical evidence for precision medicine. While most existing…

机器学习 · 统计学 2025-04-25 Ke Wan , Kensuke Tanioka , Toshio Shimokawa