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This paper provides estimation and inference methods for the best linear predictor (approximation) of a structural function, such as conditional average structural and treatment effects, and structural derivatives, based on modern machine…

统计方法学 · 统计学 2020-08-17 Vira Semenova , Victor Chernozhukov

Given the unconfoundedness assumption, we propose new nonparametric estimators for the reduced dimensional conditional average treatment effect (CATE) function. In the first stage, the nuisance functions necessary for identifying CATE are…

计量经济学 · 经济学 2021-07-26 Qingliang Fan , Yu-Chin Hsu , Robert P. Lieli , Yichong Zhang

Various events in the nature, economics and in other areas force us to combine the study of extremes with regression and other methods. A useful tool for reducing the role of nuisance regression, while we are interested in the shape or…

统计理论 · 数学 2015-12-07 Jana Jureckova

This paper develops a performant Bayesian approach to conditional average treatment effect (CATE) estimation in regression discontinuity designs (RDD), an increasingly prevalent form of quasi-experiment that facilitates causal inference.…

统计方法学 · 统计学 2026-05-18 Rafael Alcantara , P. Richard Hahn , Hedibert F. Lopes

Decomposing a total causal effect into natural direct and indirect effects is central to revealing causal mechanisms. Conventional methods achieve the decomposition by specifying an outcome model as a linear function of the treatment, the…

统计方法学 · 统计学 2025-06-05 Guanglei Hong

Estimating causal effects of continuous treatments is a common problem in practice, for example, in studying average dose-response functions. Classical analyses typically assume that all confounders are fully observed, whereas in real-world…

统计理论 · 数学 2026-04-14 Shuyuan Chen , Peng Zhang , Yifan Cui

We propose a new weighted average estimator for the high dimensional parameters under the distributed learning system, in which the weight assigned to each coordinate is precisely proportional to the inverse of the variance of the local…

统计方法学 · 统计学 2025-02-06 Jun Lu , Xiaoyu Mao , Mengyao Li , Chenping Hou

We study two-way-fixed-effects regressions (TWFE) with several treatment variables. Under a parallel trends assumption, we show that the coefficient on each treatment identifies a weighted sum of that treatment's effect, with possibly…

计量经济学 · 经济学 2023-04-18 Clément de Chaisemartin , Xavier D'Haultfœuille

This paper develops numerical and causal interpretations of two-way fixed effects (TWFE) regressions in settings with nonbinary, nonstaggered treatments and time-varying covariates. Using the equivalence between TWFE and pooled…

计量经济学 · 经济学 2026-03-24 Shoya Ishimaru

Staggered treatment adoption arises in the evaluation of policy impact and implementation in many settings, including both randomized stepped-wedge trials and non-randomized quasi-experiments with panel data. In both settings, getting an…

统计方法学 · 统计学 2024-10-14 Lee Kennedy-Shaffer

This note introduces a unified theory for causal inference that integrates Riesz regression, covariate balancing, density-ratio estimation (DRE), targeted maximum likelihood estimation (TMLE), and the matching estimator in average treatment…

机器学习 · 统计学 2025-10-31 Masahiro Kato

Inverse probability weighted estimators are the oldest and potentially most commonly used class of procedures for the estimation of causal effects. By adjusting for selection biases via a weighting mechanism, these procedures estimate an…

统计方法学 · 统计学 2021-07-06 Ashkan Ertefaie , Nima S. Hejazi , Mark J. van der Laan

Covariate adjustment is a ubiquitous method used to estimate the average treatment effect (ATE) from observational data. Assuming a known graphical structure of the data generating model, recent results give graphical criteria for optimal…

In causal inference, a variety of causal effect estimands have been studied, including the sample, uncensored, target, conditional, optimal subpopulation, and optimal weighted average treatment effects. Ad-hoc methods have been developed…

统计方法学 · 统计学 2019-10-18 Nathan Kallus , Michele Santacatterina

In causal inference, the Inverse Probability Weighting (IPW) estimator is commonly used to estimate causal effects for estimands within the class of Weighted Average Treatment Effect (WATE). When constructing confidence intervals (CIs),…

统计方法学 · 统计学 2023-12-14 Shunichiro Orihara

We propose a variational autoencoder (VAE) approach for parameter estimation in nonlinear mixed-effects models based on ordinary differential equations (NLME-ODEs) using longitudinal data from multiple subjects. In moderate dimensions,…

统计方法学 · 统计学 2026-02-11 Zhe Li , Mélanie Prague , Rodolphe Thiébaut , Quentin Clairon

In many social, behavioral, and biomedical sciences, treatment effect estimation is a crucial step in understanding the impact of an intervention, policy, or treatment. In recent years, an increasing emphasis has been placed on…

统计方法学 · 统计学 2024-10-10 Xinhai Zhang , Xingye Qiao

This paper considers distributed M-estimation under heterogeneous distributions among distributed data blocks. A weighted distributed estimator is proposed to improve the efficiency of the standard "Split-And-Conquer" (SaC) estimator for…

统计理论 · 数学 2022-09-15 Jia Gu , Songxi Chen

Estimating average causal effect (ACE) is useful whenever we want to know the effect of an intervention on a given outcome. In the absence of a randomized experiment, many methods such as stratification and inverse propensity weighting have…

机器学习 · 计算机科学 2019-07-11 Rathin Desai , Amit Sharma

Composite endpoints are commonly used with an anticipation that clinically relevant endpoints as a whole would yield meaningful treatment benefits. The win ratio is a rank-based statistic to summarize composite endpoints, allowing…

统计方法学 · 统计学 2022-12-14 Di Zhang , Stephen R. Wisniewski , Jong-Hyeon Jeong