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Flexible estimation of heterogeneous treatment effects lies at the heart of many statistical challenges, such as personalized medicine and optimal resource allocation. In this paper, we develop a general class of two-step algorithms for…

机器学习 · 统计学 2020-08-07 Xinkun Nie , Stefan Wager

A central goal of causal inference is to detect and estimate the treatment effects of a given treatment or intervention on an outcome variable of interest, where a member known as the heterogeneous treatment effect (HTE) is of growing…

统计理论 · 数学 2020-10-27 Zijun Gao , Yanjun Han

We study the identification of heterogeneous, intertemporal treatment effects (TE) when potential outcomes depend on past treatments. First, applying a dynamic panel data model to observed outcomes, we show that an instrumental variable…

计量经济学 · 经济学 2025-09-09 Philip Marx , Elie Tamer , Xun Tang

Triple difference designs have become increasingly popular in empirical economics. The advantage of a triple difference design is that, within a treatment group, it allows for another subgroup of the population -- potentially less impacted…

计量经济学 · 经济学 2025-06-04 Laura Caron

An individualized treatment rule (ITR) tailors treatments to a patient's specific characteristics. However, randomized controlled trials (RCTs) are often underpowered to detect the treatment effect heterogeneity needed for reliable ITR…

统计方法学 · 统计学 2026-04-14 Yuan Bian , Donglin Zeng , Hyun-Joon Yang , Leanne M. Williams , Yuanjia Wang

Estimation of conditional average treatment effects (CATEs) plays an essential role in modern medicine by informing treatment decision-making at a patient level. Several metalearners have been proposed recently to estimate CATEs in an…

应用统计 · 统计学 2022-09-07 Yizhe Xu , Nikolaos Ignatiadis , Erik Sverdrup , Scott Fleming , Stefan Wager , Nigam Shah

Unobserved heterogeneous treatment effects have been emphasized in the recent policy evaluation literature (see e.g., Heckman and Vytlacil, 2005). This paper proposes a nonparametric test for unobserved heterogeneous treatment effects in a…

计量经济学 · 经济学 2021-08-17 Yu-Chin Hsu , Ta-Cheng Huang , Haiqing Xu

With a large number of baseline covariates, we propose a new semi-parametric modeling strategy for heterogeneous treatment effect estimation and individualized treatment selection, which are two major goals in personalized medicine. We…

统计方法学 · 统计学 2021-08-12 Wenchuan Guo , Xiao-hua Zhou , Shujie Ma

This paper establishes sufficient conditions for the identification of the marginal treatment effects with multivalued treatments. Our model is based on a multinomial choice model with utility maximization. Our MTE generalizes the MTE…

计量经济学 · 经济学 2024-12-30 Toshiki Tsuda

Estimation of individual treatment effect in observational data is complicated due to the challenges of confounding and selection bias. A useful inferential framework to address this is the counterfactual (potential outcomes) model which…

机器学习 · 统计学 2017-01-23 Min Lu , Saad Sadiq , Daniel J. Feaster , Hemant Ishwaran

The heterogeneous treatment effect plays a crucial role in precision medicine.There is evidence that real-world data, even subject to biases, can be employed as supplementary evidence for randomized clinical trials to improve the…

统计方法学 · 统计学 2025-09-04 Guangcai Mao , Shu Yang , Xiaofei Wang

We consider the estimation of heterogeneous treatment effects with arbitrary machine learning methods in the presence of unobserved confounders with the aid of a valid instrument. Such settings arise in A/B tests with an intent-to-treat…

计量经济学 · 经济学 2019-06-07 Vasilis Syrgkanis , Victor Lei , Miruna Oprescu , Maggie Hei , Keith Battocchi , Greg Lewis

We investigate how to exploit structural similarities of an individual's potential outcomes (POs) under different treatments to obtain better estimates of conditional average treatment effects in finite samples. Especially when it is…

机器学习 · 统计学 2021-10-26 Alicia Curth , Mihaela van der Schaar

The statistical tests that are commonly used for detecting mean or median treatment effects suffer from low power when the two distribution functions differ only in the upper (or lower) tail, as in the assessment of the Total Sharp Score…

应用统计 · 统计学 2011-01-10 Xuming He , Ya-Hui Hsu , Mingxiu Hu

Multi-regional clinical trials (MRCTs) enable efficient global drug development by assessing treatment effects across regions within a single protocol. While powered for overall efficacy, MRCTs are typically not designed to provide…

Estimating the effect of a treatment on a given outcome, conditioned on a vector of covariates, is central in many applications. However, learning the impact of a treatment on a continuous temporal response, when the covariates suffer…

机器学习 · 计算机科学 2019-06-11 Guangyi Zhang , Reza Ashrafi , Anne Juuti , Kirsi Pietiläinen , Pekka Marttinen

We develop a Gaussian-process mixture model for heterogeneous treatment effect estimation that leverages the use of transformed outcomes. The approach we will present attempts to improve point estimation and uncertainty quantification…

统计方法学 · 统计学 2018-12-19 Abbas Zaidi , Sayan Mukherjee

Recently, there has been great interest in estimating the conditional average treatment effect using flexible machine learning methods. However, in practice, investigators often have working hypotheses about effect heterogeneity across…

统计方法学 · 统计学 2023-09-13 Chan Park , Hyunseung Kang

The rich longitudinal individual level data available from electronic health records (EHRs) can be used to examine treatment effect heterogeneity. However, estimating treatment effects using EHR data poses several challenges, including…

The increasing scientific attention given to precision medicine based on real-world data has led many recent studies to clarify the relationships between treatment effects and patient characteristics. However, this is challenging because of…

统计方法学 · 统计学 2022-06-20 Ke Wan , Kensuke Tanioka , Toshio Shimokawa