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We propose plug-in (PI) and double machine learning (DML) estimators of average treatment effect (ATE), average treatment effect on the treated (ATET) and local average treatment effect (LATE) in the multivariate sample selection model with…

计量经济学 · 经济学 2025-11-18 Sofiia Dolgikh , Bodan Potanin

Observational cohort studies are increasingly being used for comparative effectiveness research to assess the safety of therapeutics. Recently, various doubly robust methods have been proposed for average treatment effect estimation by…

统计方法学 · 统计学 2025-03-11 Xiaoqing Tan , Shu Yang , Wenyu Ye , Douglas E. Faries , Ilya Lipkovich , Zbigniew Kadziola

Proximal causal inference provides a framework for estimating the average treatment effect (ATE) in the presence of unmeasured confounding by leveraging outcome and treatment proxies. Identification in this framework relies on the existence…

统计方法学 · 统计学 2025-12-29 Chunrong Ai , Jiawei Shan

While machine learning (ML) methods have received a lot of attention in recent years, these methods are primarily for prediction. Empirical researchers conducting policy evaluations are, on the other hand, pre-occupied with causal problems,…

机器学习 · 统计学 2019-03-04 Noemi Kreif , Karla DiazOrdaz

Researchers increasingly leverage movement across multiple treatments to estimate causal effects. While these "mover regressions" are often motivated by a linear constant-effects model, it is not clear what they capture under weaker…

计量经济学 · 经济学 2018-04-19 Peter Hull

In observational study, the propensity score has the central role to estimate causal effects. Since the propensity score is usually unknown, estimating by appropriate procedures is an indispensable step. A point to note that a causal effect…

统计方法学 · 统计学 2023-01-19 Shunichiro Orihara

We study Federated Causal Inference, an approach to estimate treatment effects from decentralized data across centers. We compare three classes of Average Treatment Effect (ATE) estimators derived from the Plug-in G-Formula, ranging from…

机器学习 · 统计学 2025-03-26 Rémi Khellaf , Aurélien Bellet , Julie Josse

Propensity score methods have been shown to be powerful in obtaining efficient estimators of average treatment effect (ATE) from observational data, especially under the existence of confounding factors. When estimating, deciding which type…

统计方法学 · 统计学 2021-09-14 Kangjie Zhou , Jinzhu Jia

Estimating heterogeneous treatment effects is important to tailor treatments to those individuals who would most likely benefit. However, conditional average treatment effect predictors may often be trained on one population but possibly…

机器学习 · 计算机科学 2024-10-18 Christoph Kern , Michael Kim , Angela Zhou

We investigate the problem of estimating the average treatment effect (ATE) under a very general setup where the covariates can be high-dimensional, highly correlated, and can have sparse nonlinear effects on the propensity and outcome…

机器学习 · 统计学 2025-08-26 Jianqing Fan , Soham Jana , Sanjeev Kulkarni , Qishuo Yin

This paper considers the practically important case of nonparametrically estimating heterogeneous average treatment effects that vary with a limited number of discrete and continuous covariates in a selection-on-observables framework where…

计量经济学 · 经济学 2019-08-26 Michael Zimmert , Michael Lechner

Proximal causal learning is a promising framework for identifying the causal effect under the existence of unmeasured confounders. Within this framework, the doubly robust (DR) estimator was derived and has shown its effectiveness in…

统计方法学 · 统计学 2024-03-12 Yong Wu , Yanwei Fu , Shouyan Wang , Xinwei Sun

The weighted average treatment effect (WATE) defines a versatile class of causal estimands for populations characterized by propensity score weights, including the average treatment effect (ATE), treatment effect on the treated (ATT), on…

统计方法学 · 统计学 2025-09-23 Yiming Wang , Yi Liu , Shu Yang

In this paper, we propose a robust method to estimate the average treatment effects in observational studies when the number of potential confounders is possibly much greater than the sample size. We first use a class of penalized…

统计方法学 · 统计学 2018-12-21 Yang Ning , Sida Peng , Kosuke Imai

Estimating the average treatment effect (ATE) from observational data is challenging due to selection bias. Existing works mainly tackle this challenge in two ways. Some researchers propose constructing a score function that satisfies the…

机器学习 · 计算机科学 2022-09-07 Yiyan Huang , Cheuk Hang Leung , Shumin Ma , Qi Wu , Dongdong Wang , Zhixiang Huang

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

When studying treatment effects in multilevel studies, investigators commonly use (semi-)parametric estimators, which make strong parametric assumptions about the outcome, the treatment, and/or the correlation structure between study units…

统计方法学 · 统计学 2022-05-12 Chan Park , Hyunseung Kang

Randomized controlled trials are the standard method for estimating causal effects, ensuring sufficient statistical power and confidence through adequate sample sizes. However, achieving such sample sizes is often challenging. This study…

统计方法学 · 统计学 2025-03-28 Keisuke Hanada , Masahiro Kojima

A notable challenge of leveraging Electronic Health Records (EHR) for treatment effect assessment is the lack of precise information on important clinical variables, including the treatment received and the response. Both treatment…

统计方法学 · 统计学 2021-10-26 Jue Hou , Rajarshi Mukherjee , Tianxi Cai

Standard approaches to causal inference, such as Outcome Regression and Inverse Probability Weighted Regression Adjustment (IPWRA), are typically derived through the lens of missing data imputation and identification theory. In this work,…

机器学习 · 统计学 2025-12-23 Ashley Zhang