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We consider estimating average treatment effects (ATE) of a binary treatment in observational data when data-driven variable selection is needed to select relevant covariates from a moderately large number of available covariates…

统计方法学 · 统计学 2020-10-27 David Cheng , Abhishek Chakrabortty , Ashwin N. Ananthakrishnan , Tianxi Cai

Random-effects meta-analyses are very commonly used in medical statistics. Recent methodological developments include multivariate (multiple outcomes) and network (multiple treatments) meta-analysis. Here we provide a new model and…

统计方法学 · 统计学 2017-08-16 Dan Jackson , Sylwia Bujkiewicz , Martin Law , Richard D Riley , Ian White

Multilevel regression and poststratification (MRP) is a flexible modeling technique that has been used in a broad range of small-area estimation problems. Traditionally, MRP studies have been focused on non-causal settings, where estimating…

统计方法学 · 统计学 2022-01-24 Yuxiang Gao , Lauren Kennedy , Daniel Simpson

Most modern supervised statistical/machine learning (ML) methods are explicitly designed to solve prediction problems very well. Achieving this goal does not imply that these methods automatically deliver good estimators of causal…

Consider the case that one observes a single time-series, where at each time t one observes a data record O(t) involving treatment nodes A(t), possible covariates L(t) and an outcome node Y(t). The data record at time t carries information…

统计理论 · 数学 2021-02-04 Mark J. van der Laan , Ivana Malenica

Numerous empirical studies employ regression discontinuity designs with multiple cutoffs and heterogeneous treatments. A common practice is to normalize all the cutoffs to zero and estimate one effect. This procedure identifies the average…

计量经济学 · 经济学 2021-01-06 Marinho Bertanha

Machine learning has shown much promise in helping improve the quality of medical, legal, and financial decision-making. In these applications, machine learning models must satisfy two important criteria: (i) they must be causal, since the…

机器学习 · 计算机科学 2021-10-12 Carolyn Kim , Osbert Bastani

Experimenters often collect baseline data to study heterogeneity. I propose the first valid confidence intervals for the VCATE, the treatment effect variance explained by observables. Conventional approaches yield incorrect coverage when…

计量经济学 · 经济学 2023-06-07 Alejandro Sanchez-Becerra

Causal inference from observational data requires untestable identification assumptions. If these assumptions apply, machine learning (ML) methods can be used to study complex forms of causal effect heterogeneity. Recently, several ML…

统计方法学 · 统计学 2023-12-20 Richard Post , Isabel van den Heuvel , Marko Petkovic , Edwin van den Heuvel

The restricted mean survival time (RMST) difference offers an interpretable causal contrast to estimate the treatment effect for time-to-event outcomes, yet a wide range of available estimators leaves limited guidance for practice. We…

统计方法学 · 统计学 2026-03-02 Charlotte Voinot , Clément Berenfeld , Imke Mayer , Bernard Sebastien , Julie Josse

The estimation of average treatment effects (ATEs), defined as the difference in expected outcomes between treatment and control groups, is a central topic in causal inference. This study develops semiparametric efficient estimators for ATE…

机器学习 · 计算机科学 2025-05-29 Masahiro Kato , Fumiaki Kozai , Ryo Inokuchi

We consider the problem of estimating the average treatment effect (ATE) when both randomized control trial (RCT) data and external real-world data (RWD) are available. We decompose the ATE estimand as the difference between a pooled-ATE…

统计方法学 · 统计学 2025-01-22 Mark van der Laan , Sky Qiu , Jens Magelund Tarp , Lars van der Laan

In cluster-randomized trials (CRTs), entire clusters of individuals are randomized to treatment, and outcomes within a cluster are typically correlated. While frequentist approaches are standard practice for CRT analysis, Bayesian methods…

统计方法学 · 统计学 2025-11-27 Ruyi Liu , Joshua L. Warren , Yuki Ohnishi , Donna Spiegelman , Liangyuan Hu , Fan Li

Conditional effect estimation has great scientific and policy importance because interventions may impact subjects differently depending on their characteristics. Most research has focused on estimating the conditional average treatment…

统计方法学 · 统计学 2023-04-25 Alec McClean , Zach Branson , Edward H. Kennedy

In cluster randomized controlled trials (CRCT) with a finite populations, the exact design-based variance of the Horvitz-Thompson (HT) estimator for the average treatment effect (ATE) depends on the joint distribution of unobserved…

计量经济学 · 经济学 2025-12-17 Yue Fang , Geert Ridder

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

We investigate the finite sample performance of causal machine learning estimators for heterogeneous causal effects at different aggregation levels. We employ an Empirical Monte Carlo Study that relies on arguably realistic data generation…

计量经济学 · 经济学 2021-10-19 Michael C. Knaus , Michael Lechner , Anthony Strittmatter

We consider the problem of the construction of the estimator-process of the unknown finite-dimensional parameter in the case of the observations of nonlinear autoregressive process. The estimation is done in two or three steps. First we…

统计理论 · 数学 2016-02-01 Yury A. Kutoyants , Anastasia Motrunich

This note introduces a doubly robust (DR) estimator for regression discontinuity (RD) designs. RD designs provide a quasi-experimental framework for estimating treatment effects, where treatment assignment depends on whether a running…

计量经济学 · 经济学 2025-01-28 Masahiro Kato

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