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In this paper the estimation of the distribution function for potential outcomes to receiving or not receiving a treatment is studied. The approach is based on weighting observed data on the basis on estimated propensity score. A weighted…

统计方法学 · 统计学 2019-04-30 Pier Luigi Conti , Livia De Giovanni

Instrumental variable methods are widely used in medical and social science research to draw causal conclusions when the treatment and outcome are confounded by unmeasured confounding variables. One important feature of such studies is that…

统计方法学 · 统计学 2021-05-25 Bo Zhang , Siyu Heng , Emily J. MacKay , Ting Ye

Heterogeneous effect estimation plays a crucial role in causal inference, with applications across medicine and social science. Many methods for estimating conditional average treatment effects (CATEs) have been proposed in recent years,…

统计理论 · 数学 2023-08-22 Edward H. Kennedy

While sample sizes in randomized clinical trials are large enough to estimate the average treatment effect well, they are often insufficient for estimation of treatment-covariate interactions critical to studying data-driven precision…

机器学习 · 统计学 2020-04-22 Steve Yadlowsky , Fabio Pellegrini , Federica Lionetto , Stefan Braune , Lu Tian

The instrumental variable method consistently estimates the effect of a treatment when there is unmeasured confounding and a valid instrumental variable. A valid instrumental variable is a variable that is independent of unmeasured…

统计方法学 · 统计学 2016-02-03 Zijian Guo , Dylan Small

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

Treatment effect heterogeneity plays an important role in many areas of causal inference and within recent years, estimation of the conditional average treatment effect (CATE) has received much attention in the statistical community. While…

统计方法学 · 统计学 2024-12-17 Simon Christoffer Ziersen , Torben Martinussen

The weighted average treatment effect (WATE) is a causal measure for the comparison of interventions in a specific target population, which may be different from the population where data are sampled from. For instance, when the goal is to…

统计方法学 · 统计学 2018-04-17 Yebin Tao , Haoda Fu

This paper proposes a new non-parametric bootstrap method to quantify the uncertainty of average treatment effect estimate for the treated from matching estimators. More specifically, it seeks to quantify the uncertainty associated with the…

统计方法学 · 统计学 2024-08-21 Jing Li

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

Robust estimation of heterogeneous treatment effects is a fundamental challenge for optimal decision-making in domains ranging from personalized medicine to educational policy. In recent years, predictive machine learning has emerged as a…

机器学习 · 统计学 2025-06-23 Maximilian Schuessler , Erik Sverdrup , Robert Tibshirani

To test scientific theories and develop individualized treatment rules, researchers often wish to learn heterogeneous treatment effects that can be consistently found across diverse populations and contexts. We consider the problem of…

统计方法学 · 统计学 2026-05-01 Yi Zhang , Melody Huang , Kosuke Imai

When evaluating a two-phase intervention, the cumulative average treatment effect (ATE) is often the primary causal estimand of interest. However, some individuals who do not respond well to the Phase I treatment may subsequently display…

统计方法学 · 统计学 2026-02-02 Guanglei Hong , Xu Qin , Zhengyan Xu , Fan Yang

Motivated by a study about prompt coronary angiography in myocardial infarction, we propose a method to estimate the causal effect of a treatment in two-arm experimental studies with possible non-compliance in both treatment and control…

统计理论 · 数学 2012-10-26 F. Bartolucci , A. Farcomeni

The conditional average treatment effect (CATE) is the best measure of individual causal effects given baseline covariates. However, the CATE only captures the (conditional) average, and can overlook risks and tail events, which are…

机器学习 · 统计学 2025-06-05 Nathan Kallus , Miruna Oprescu

For observational studies, we study the sensitivity of causal inference when treatment assignments may depend on unobserved confounders. We develop a loss minimization approach for estimating bounds on the conditional average treatment…

统计方法学 · 统计学 2022-03-11 Steve Yadlowsky , Hongseok Namkoong , Sanjay Basu , John Duchi , Lu Tian

Causal inference and model interpretability are gaining increasing attention, particularly in the biomedical domain. Despite recent advance, decorrelating features in nonlinear environments with human-interpretable representations remains…

机器学习 · 计算机科学 2024-11-12 Junda Wang , Weijian Li , Han Wang , Hanjia Lyu , Caroline P. Thirukumaran , Addisu Mesfin , Hong Yu , Jiebo Luo

The average treatment effect (ATE) is popularly used to assess the treatment effect. However, the ATE implicitly assumes a homogenous treatment effect even amongst individuals with different characteristics. In this paper, we mainly focus…

统计方法学 · 统计学 2016-03-10 Yunjian Yin , Lan Liu , Zhi Geng

Instrumental variables (IV) regression is widely used to estimate causal treatment effects in settings where receipt of treatment is not fully random, but there exists an instrument that generates exogenous variation in treatment exposure.…

计量经济学 · 经济学 2021-08-10 Stephen Coussens , Jann Spiess

Instrumental variables (IVs) are widely used to estimate causal effects from non-randomized data. A canonical example is a randomized trial with noncompliance, in which the randomized treatment assignment serves as an IV for the…

统计方法学 · 统计学 2026-02-06 Rui Wang , Ying-Qi Zhao , Oliver Dukes , Bo Zhang