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We address a core problem in causal inference: estimating heterogeneous treatment effects using panel data with general treatment patterns. Many existing methods either do not utilize the potential underlying structure in panel data or have…

机器学习 · 统计学 2024-06-11 Retsef Levi , Elisabeth Paulson , Georgia Perakis , Emily Zhang

Individualized treatment regimes (ITRs) aim to improve clinical outcomes by assigning treatment based on patient-specific characteristics. However, existing methods often struggle with high-dimensional covariates, limiting accuracy,…

机器学习 · 统计学 2026-01-13 Sungtaek Son , Eardi Lila , Kwun Chuen Gary Chan

Marginal structural models are a popular tool for investigating the effects of time-varying treatments, but they require an assumption of no unobserved confounders between the treatment and outcome. With observational data, this assumption…

统计方法学 · 统计学 2021-06-10 Matthew Blackwell , Soichiro Yamauchi

Causal inference problems often involve continuous treatments, such as dose, duration, or frequency. However, identifying and estimating standard dose-response estimands requires that everyone has some chance of receiving any level of the…

统计方法学 · 统计学 2026-01-28 Kyle Schindl , Shuying Shen , Edward H. Kennedy

We study the problem of selecting the best heterogeneous treatment effect (HTE) estimator from a collection of candidates in settings where the treatment effect is fundamentally unobserved. We cast estimator selection as a multiple testing…

机器学习 · 统计学 2025-11-25 Jiayi Guo , Zijun Gao

Existing weighting methods for treatment effect estimation are often built upon the idea of propensity scores or covariate balance. They usually impose strong assumptions on treatment assignment or outcome model to obtain unbiased…

机器学习 · 计算机科学 2023-05-09 Dongcheng Zhang , Kunpeng Zhang

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 propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…

计量经济学 · 经济学 2024-07-24 Undral Byambadalai , Tatsushi Oka , Shota Yasui

Applied work often studies the effect of a binary variable ("treatment") using linear models with additive effects. I study the interpretation of the OLS estimands in such models when treatment effects are heterogeneous. I show that the…

计量经济学 · 经济学 2020-05-21 Tymon Słoczyński

Researchers are increasingly turning to machine learning (ML) algorithms to investigate causal heterogeneity in randomized experiments. Despite their promise, ML algorithms may fail to accurately ascertain heterogeneous treatment effects…

统计方法学 · 统计学 2024-04-23 Kosuke Imai , Michael Lingzhi Li

Heavy-tailed metrics are common and often critical to product evaluation in the online world. While we may have samples large enough for Central Limit Theorem to kick in, experimentation is challenging due to the wide confidence interval of…

应用统计 · 统计学 2019-05-23 Jason , Wang , Pauline Burke

The treatment effects of medications play a key role in guiding medical prescriptions. They are usually assessed with randomized controlled trials (RCTs), which are expensive. Recently, large-scale electronic health records (EHRs) have…

We propose a model averaging approach, combined with a partition and matching method to estimate the conditional average treatment effects under heteroskedastic error settings. The proposed approach has asymptotic optimality and consistency…

统计方法学 · 统计学 2024-12-17 Pengfei Shi , Xinyu Zhang , Wei Zhong

Accurately estimating treatment effects over time is crucial in fields such as precision medicine, epidemiology, economics, and marketing. Many current methods for estimating treatment effects over time assume that all confounders are…

机器学习 · 统计学 2025-11-11 Mouad El Bouchattaoui , Myriam Tami , Benoit Lepetit , Paul-Henry Cournède

No unmeasured confounding is often assumed in estimating treatment effects in observational data when using approaches such as propensity scores and inverse probability weighting. However, in many such studies due to the limitation of the…

应用统计 · 统计学 2019-08-06 Rong Huang , Ronghui Xu , Parambir S. Dulai

This paper proposes a new non-parametric bootstrap method to quantify the uncertainty of average treatment effect estimate for the treated from matching estimators. More specifically, it seeks to quantify the uncertainty associated with the…

统计方法学 · 统计学 2024-08-21 Jing Li

Counterfactual inference for continuous rather than binary treatment variables is more common in real-world causal inference tasks. While there are already some sample reweighting methods based on Marginal Structural Model for eliminating…

机器学习 · 计算机科学 2024-07-15 Yonghe Zhao , Qiang Huang , Haolong Zeng , Yun Pen , Huiyan Sun

Estimating how a treatment affects units individually, known as heterogeneous treatment effect (HTE) estimation, is an essential part of decision-making and policy implementation. The accumulation of large amounts of data in many domains,…

机器学习 · 计算机科学 2022-06-28 Christopher Tran , Elena Zheleva

We study the problem of estimating the effect function for a continuous treatment, which maps each treatment value to a population-averaged outcome. A central challenge in this setting is confounding: treatment assignment often depends on…

统计方法学 · 统计学 2026-05-29 Seok-Jin Kim , Kaizheng Wang

Regression discontinuity design (RDD) is widely adopted for causal inference under intervention determined by a continuous variable. While one is interested in treatment effect heterogeneity by subgroups in many applications, RDD typically…

统计方法学 · 统计学 2024-11-11 Shonosuke Sugasawa , Takuya Ishihara , Daisuke Kurisu