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Instrumental variable (IV) methods are widely used to infer treatment effects in the presence of unmeasured confounding. In this paper, we study nonparametric inference with an IV under a separable binary treatment choice model, which…

统计方法学 · 统计学 2026-02-03 Chan Park , Eric Tchetgen Tchetgen

Instrumental variables (IVs) are a popular and powerful tool for estimating causal effects in the presence of unobserved confounding. However, classical approaches rely on strong assumptions such as the $\textit{exclusion criterion}$, which…

It is valuable for any decision maker to know the impact of decisions (treatments) on average and for subgroups. The causal machine learning literature has recently provided tools for estimating group average treatment effects (GATE) to…

计量经济学 · 经济学 2025-01-10 Nora Bearth , Michael Lechner

There is intense interest in applying machine learning to problems of causal inference in fields such as healthcare, economics and education. In particular, individual-level causal inference has important applications such as precision…

机器学习 · 统计学 2017-05-17 Uri Shalit , Fredrik D. Johansson , David Sontag

I develop a new identification strategy for treatment effects when noisy measurements of unobserved confounding factors are available. I use proxy variables to construct a random variable conditional on which treatment variables become…

计量经济学 · 经济学 2022-09-30 Kenichi Nagasawa

In a unified framework, we provide estimators and confidence bands for a variety of treatment effects when the outcome of interest, typically a duration, is subjected to right censoring. Our methodology accommodates average, distributional,…

统计方法学 · 统计学 2017-10-04 Pedro H. C. Sant'Anna

When conducting inference for the average treatment effect on the treated with a Synthetic Control Estimator, the vector of control weights is a nuisance parameter which is often constrained, high-dimensional, and may be only partially…

计量经济学 · 经济学 2025-07-03 Joseph Fry

In randomized experiments, the actual treatments received by some experimental units may differ from their treatment assignments. This non-compliance issue often occurs in clinical trials, social experiments, and the applications of…

统计方法学 · 统计学 2022-04-19 Jiyang Ren

Estimating individualised treatment effect (ITE) -- that is the causal effect of a set of variables (also called exposures, treatments, actions, policies, or interventions), referred to as \textit{composite treatments}, on a set of outcome…

机器学习 · 计算机科学 2025-12-19 Vinod Kumar Chauhan , Lei Clifton , Gaurav Nigam , David A. Clifton

Uncovering causal effects in multiple treatment setting at various levels of granularity provides substantial value to decision makers. Comprehensive machine learning approaches to causal effect estimation allow to use a single causal…

计量经济学 · 经济学 2025-02-17 Michael Lechner , Jana Mareckova

Alcohol misuse is a key target of public health strategies aimed at reducing cardiovascular risk. The effect of excessive alcohol consumption on blood pressure may vary systematically with individuals' unobserved propensity to engage in…

统计方法学 · 统计学 2026-03-11 Ashish Patel , Francis J DiTraglia , Stephen Burgess

We provide sufficient conditions for the identification of the heterogeneous treatment effects, defined as the conditional expectation for the differences of potential outcomes given the untreated outcome, under the nonignorable treatment…

统计方法学 · 统计学 2019-01-15 Keisuke Takahata , Takahiro Hoshino

The instrumental variable (IV) design is a common approach to address hidden confounding bias. For validity, an IV must impact the outcome only through its association with the treatment. In addition, IV identification has required a…

Finding the features relevant to the difference in treatment effects is essential to unveil the underlying causal mechanisms. Existing methods seek such features by measuring how greatly the feature attributes affect the degree of the {\it…

机器学习 · 计算机科学 2022-06-14 Yoichi Chikahara , Makoto Yamada , Hisashi Kashima

The average treatment effect (ATE), the mean difference in potential outcomes under treatment and control, is a canonical causal effect. Overlap, which says that all subjects have non-zero probability of either treatment status, is…

统计方法学 · 统计学 2026-05-14 Herbert P. Susmann , Alec McClean , Iván Díaz

Researchers using instrumental variables to investigate ordered treatments often recode treatment into an indicator for any exposure. We investigate this estimand under the assumption that the instruments shift compliers from no treatment…

计量经济学 · 经济学 2024-03-04 Evan K. Rose , Yotam Shem-Tov

Many applications of causal inference require using treatment effects estimated on a study population to make decisions in a separate target population. We consider the challenging setting where there are covariates that are observed in the…

机器学习 · 计算机科学 2024-10-22 Khurram Yamin , Vibhhu Sharma , Ed Kennedy , Bryan Wilder

This paper considers identifying and estimating the Average Treatment Effect on the Treated (ATT) when untreated potential outcomes are generated by an interactive fixed effects model. That is, in addition to time-period and individual…

计量经济学 · 经济学 2022-02-15 Brantly Callaway , Sonia Karami

Machine learning (ML) estimates of conditional average treatment effects (CATE) can guide policy decisions, either by allowing targeting of individuals with beneficial CATE estimates, or as inputs to decision trees that optimise overall…

计量经济学 · 经济学 2023-10-04 Julia Hatamyar , Noemi Kreif

We introduce the Multiplicative Quasi-Instrumental Variable (MQIV) model, a framework for causal inference with unmeasured confounding that leverages an instrument that may be imperfectly exogenous. We allow the candidate quasi-instrument…

统计方法学 · 统计学 2026-05-13 Jiewen Liu , Chan Park , David Richardson , Eric J. Tchetgen Tchetgen