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Conditional Average Treatment Effects (CATE) estimation is one of the main challenges in causal inference with observational data. In addition to Machine Learning based-models, nonparametric estimators called meta-learners have been…

机器学习 · 统计学 2023-06-06 Naoufal Acharki , Ramiro Lugo , Antoine Bertoncello , Josselin Garnier

This paper introduces a new fixed effects estimator for linear panel data models with clustered time patterns of unobserved heterogeneity. The method avoids non-convex and combinatorial optimization by combining a preliminary consistent…

计量经济学 · 经济学 2025-04-21 Martin Mugnier

There is an increasing interest in estimating heterogeneity in causal effects in randomized and observational studies. However, little research has been conducted to understand heterogeneity in an instrumental variables study. In this work,…

统计方法学 · 统计学 2021-01-20 Michael Johnson , Jiongyi Cao , Hyunseung Kang

We propose some extensions to semi-parametric models based on Bayesian additive regression trees (BART). In the semi-parametric BART paradigm, the response variable is approximated by a linear predictor and a BART model, where the linear…

Randomized clinical trials typically aim to estimate a marginal treatment effect. While covariate adjustment can improve precision, it may change the estimand in nonlinear models due to noncollapsibility, leading to conditional rather than…

统计方法学 · 统计学 2026-05-25 Leticia Wuethrich , Torsten Hothorn

There has been considerable interest in estimating heterogeneous causal effects across individuals or subpopulations. Researchers often assess causal effect heterogeneity based on the subjects' covariates using the conditional average…

统计方法学 · 统计学 2026-02-10 Yuta Kawakami , Jin Tian

Adjusting for (baseline) covariates with working regression models becomes standard practice in the analysis of randomized clinical trials (RCT). When the dimension $p$ of the covariates is large relative to the sample size $n$,…

统计方法学 · 统计学 2025-12-24 Yujia Gu , Lin Liu , Wei Ma

Meta-regression is often used to form hypotheses about what is associated with heterogeneity in a meta-analysis and to estimate the extent to which effects can vary between cohorts and other distinguishing factors. However, study-level…

统计方法学 · 统计学 2021-11-19 Maxwell Cairns , Luke A. Prendergast

We investigate how to improve efficiency using regression adjustments with covariates in covariate-adaptive randomizations (CARs) with imperfect subject compliance. Our regression-adjusted estimators, which are based on the doubly robust…

计量经济学 · 经济学 2023-06-19 Liang Jiang , Oliver B. Linton , Haihan Tang , Yichong Zhang

We present a novel extension of the influential changes-in-changes (CiC) framework of Athey and Imbens (2006) for estimating the average treatment effect on the treated (ATT) and distributional causal effects in panel data with unmeasured…

统计方法学 · 统计学 2025-08-20 Jinghao Sun , Eric J. Tchetgen Tchetgen

Generalized causal effect estimands, including the Mann-Whitney parameter and causal net benefit, provide flexible summaries of treatment effects in randomized experiments with non-Gaussian or multivariate outcomes. We develop a unified…

统计方法学 · 统计学 2026-02-27 Xinyuan Chen , Fan Li

The average treatment effect can obscure important heterogeneity when individuals respond differently to a treatment. While the conditional average treatment effect (CATE) function captures such heterogeneity, it is difficult to communicate…

统计方法学 · 统计学 2026-05-18 Anders Munch , Thomas A. Gerds

Generalized linear and additive models are very efficient regression tools but the selection of relevant terms becomes difficult if higher order interactions are needed. In contrast, tree-based methods also known as recursive partitioning…

统计方法学 · 统计学 2015-04-21 Gerhard Tutz , Moritz Berger

This paper develops a class of potential outcomes models characterized by three main features: (i) Unobserved heterogeneity can be represented by a vector of potential outcomes and a type describing the manner in which an instrument…

计量经济学 · 经济学 2023-10-10 Manu Navjeevan , Rodrigo Pinto , Andres Santos

Interpretability is one of the considerations when applying machine learning to high-stakes fields such as healthcare that involve matters of life safety. Generalized Additive Models (GAMs) enhance interpretability by visualizing shape…

机器学习 · 计算机科学 2025-10-06 Fumin Wang

Motivated by genome-wide association studies, we consider a standard linear model with one additional random effect in situations where many predictors have been collected on the same subjects and each predictor is analyzed separately.…

应用统计 · 统计学 2013-04-24 Matti Pirinen , Peter Donnelly , Chris C. A. Spencer

Randomized experiments are the gold standard for estimating the average treatment effect (ATE). While covariate adjustment can reduce the asymptotic variances of the unbiased Horvitz-Thompson estimators for the ATE, it suffers from…

统计方法学 · 统计学 2025-08-22 Xin Lu , Lei Shi , Hanzhong Liu , Peng Ding

Numerous algorithms have been developed for Conditional Average Treatment Effect (CATE) estimation. In this paper, we first highlight a common issue where many algorithms exhibit inconsistent learning behavior for the same instance across…

机器学习 · 计算机科学 2025-07-08 Yi-Fu Fu , Keng-Te Liao , Shou-De Lin

Batch effects are inevitable in large-scale metabolomics. Prior to formal data analysis, batch effect correction (BEC) is applied to prevent from obscuring biological variations, and batch effect evaluation (BEE) is used for correction…

统计方法学 · 统计学 2024-12-16 Zhendong Guo

Heterogeneous effect estimation plays a crucial role in causal inference, with applications across medicine and social science. Many methods for estimating conditional average treatment effects (CATEs) have been proposed in recent years,…

统计理论 · 数学 2023-08-22 Edward H. Kennedy