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Treatment effect estimation is essential for informed decision-making in many fields such as healthcare, economics, and public policy. While flexible machine learning models have been widely applied for estimating heterogeneous treatment…

机器学习 · 计算机科学 2025-09-29 Pascal Memmesheimer , Vincent Heuveline , Jürgen Hesser

In recent years, there is a growing body of causal inference literature focusing on covariate balancing methods. These methods eliminate observed confounding by equalizing covariate moments between the treated and control groups. The…

统计方法学 · 统计学 2024-06-14 Xialing Wen , Ying Yan

We consider a setting where an agent's uncertainty is represented by a set of probability measures, rather than a single measure. Measure-bymeasure updating of such a set of measures upon acquiring new information is well-known to suffer…

计算机科学与博弈论 · 计算机科学 2013-02-26 Joseph Y. Halpern , Samantha Leung

Modern medical research demands specialized causal inference methods evaluating complex continuous-time dynamic treatment regimens using observational data. For instance, obtaining the causal effects of intravenous administration, a…

统计方法学 · 统计学 2026-04-02 Haiyan Zhu , Yingchun Zhou

We investigate the optimal design of experimental studies that have pre-treatment outcome data available. The average treatment effect is estimated as the difference between the weighted average outcomes of the treated and control units. A…

We consider Targeted Maximum Likelihood Estimation (TMLE) of weighted average treatment effects (WATEs), a class of causal estimands that reweight the covariate distribution using a specified function of the propensity score. This class…

统计理论 · 数学 2026-04-02 Yang Liu , Patrick Lopatto , Ivana Malenica

A new meta-algorithm for estimating the conditional average treatment effects is proposed in the paper. The main idea underlying the algorithm is to consider a new dataset consisting of feature vectors produced by means of concatenation of…

机器学习 · 统计学 2019-09-10 Lev V. Utkin , Mikhail V. Kots , Viacheslav S. Chukanov

Causal decomposition analyses can help build the evidence base for interventions that address health disparities (inequities). They ask how disparities in outcomes may change under hypothetical intervention. Through study design and…

统计方法学 · 统计学 2020-09-17 John W. Jackson

Inferring the causal effects of time-varying treatments is often hindered by highly variable inverse propensity weights, particularly in settings with limited covariate overlap. Building on the key framework of Imai and Ratkovic (2015), we…

统计方法学 · 统计学 2025-11-06 Yige Li , María de los Angeles Resa , José R. Zubizarreta

Identifying causal treatment (or exposure) effects in observational studies requires the data to satisfy the unconfoundedness assumption which is not testable using the observed data. With sensitivity analysis, one can determine how the…

统计方法学 · 统计学 2023-01-31 Yang Ou , Lu Tang , Chung-Chou H. Chang

This paper proposes new estimators for the propensity score that aim to maximize the covariate distribution balance among different treatment groups. Heuristically, our proposed procedure attempts to estimate a propensity score model by…

计量经济学 · 经济学 2020-04-07 Pedro H. C. Sant'Anna , Xiaojun Song , Qi Xu

Significant treatment effects are often emphasized when interpreting and summarizing empirical findings in studies that estimate multiple, possibly many, treatment effects. Under this kind of selective reporting, conventional treatment…

计量经济学 · 经济学 2025-12-11 Andreas Dzemski , Ryo Okui , Wenjie Wang

Causal mediation analysis aims at disentangling a treatment effect into an indirect mechanism operating through an intermediate outcome or mediator, as well as the direct effect of the treatment on the outcome of interest. However, the…

计量经济学 · 经济学 2020-05-05 Martin Huber , Lukáš Lafférs

Motivated by two case studies using primary care records from the Clinical Practice Research Datalink, we describe statistical methods that facilitate the analysis of tall data, with very large numbers of observations. Our focus is on…

统计方法学 · 统计学 2018-05-14 Kirsty Rhodes , Rebecca Turner , Rupert Payne , Ian White

Inverse probability (IP) weighting of marginal structural models (MSMs) can provide consistent estimators of time-varying treatment effects under correct model specifications and identifiability assumptions, even in the presence of…

统计方法学 · 统计学 2026-04-15 Nodoka Seya , Masataka Taguri , Takeo Ishii

Modified treatment policies are a widely applicable class of interventions useful for studying the causal effects of continuous exposures. Approaches to evaluating their causal effects assume no interference, meaning that such effects…

统计方法学 · 统计学 2025-12-12 Salvador V. Balkus , Scott W. Delaney , Nima S. Hejazi

Forecast combination and model averaging have become popular tools in forecasting and prediction, both of which combine a set of candidate estimates with certain weights and are often shown to outperform single estimates. A data-driven…

统计理论 · 数学 2025-10-31 Jiahui Zou , Andrey Vasnev , Wendun Wang , Xinyu Zhang

We study the problem of learning personalized decision policies from observational data while accounting for possible unobserved confounding. Previous approaches, which assume unconfoundedness, i.e., that no unobserved confounders affect…

机器学习 · 计算机科学 2019-11-05 Nathan Kallus , Angela Zhou

Effect modification occurs when a covariate alters the relative effectiveness of treatment compared to control. It is widely understood that, when effect modification is present, treatment recommendations may vary by population and by…

Methods for estimating heterogeneous treatment effect in observational data have largely focused on continuous or binary outcomes, and have been relatively less vetted with survival outcomes. Using flexible machine learning methods in the…

应用统计 · 统计学 2021-07-09 Liangyuan Hu , Jiayi Ji , Fan Li