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This paper introduces aggregate Bayesian Causal Forests (aBCF), a new Bayesian model for causal inference using aggregated data. Aggregated data are common in policy evaluations where we observe individuals such as students, but…

Uncovering the heterogeneity of causal effects of policies and business decisions at various levels of granularity provides substantial value to decision makers. This paper develops estimation and inference procedures for multiple treatment…

计量经济学 · 经济学 2022-09-09 Michael Lechner , Jana Mareckova

Long-running clinical trials offer a unique opportunity to study disease progression and treatment response over time, enabling questions about how and when interventions alter patient trajectories. However, drawing causal conclusions in…

应用统计 · 统计学 2025-08-13 Emma Prevot , Dieter A. Häring , Thomas E. Nichols , Chris C. Holmes , Habib Ganjgahi

Individuals do not respond uniformly to treatments, events, or interventions. Sociologists routinely partition samples into subgroups to explore how the effects of treatments vary by covariates like race, gender, and socioeconomic status.…

其他统计学 · 统计学 2019-09-23 Jennie E. Brand , Jiahui Xu , Bernard Koch , Pablo Geraldo

Analyzing data from multiple sources offers valuable opportunities to improve the estimation efficiency of causal estimands. However, this analysis also poses many challenges due to population heterogeneity and data privacy constraints.…

统计方法学 · 统计学 2025-10-23 Rong Zhao , Jason Falvey , Xu Shi , Vernon M. Chinchilli , Chixiang Chen

The increasing multiplicity of data sources offers exciting possibilities in estimating the effects of a treatment, intervention, or exposure, particularly if observational and experimental sources could be used simultaneously. Borrowing…

统计方法学 · 统计学 2020-03-24 Jeffrey A. Boatman , David M. Vock , Joseph S. Koopmeiners

Decision-making plays a pivotal role in shaping outcomes in various disciplines, such as medicine, economics, and business. This paper provides guidance to practitioners on how to implement a decision tree designed to address treatment…

计量经济学 · 经济学 2024-06-05 Hugo Bodory , Federica Mascolo , Michael Lechner

Data scarcity is a tremendous challenge in causal effect estimation. In this paper, we propose to exploit additional data sources to facilitate estimating causal effects in the target population. Specifically, we leverage additional source…

机器学习 · 计算机科学 2021-06-01 Thanh Vinh Vo , Pengfei Wei , Trong Nghia Hoang , Tze-Yun Leong

Observational studies are regarded as economic alternatives to randomized trials, often used in their stead to investigate and determine treatment efficacy. Due to lack of sample size, observational studies commonly combine data from…

机器学习 · 统计学 2022-05-16 Tianhui Zhou , William E. Carson , Michael Hunter Klein , David Carlson

Uncovering the heterogeneity of causal effects of policies and business decisions at various levels of granularity provides substantial value to decision makers. This paper develops new estimation and inference procedures for multiple…

计量经济学 · 经济学 2019-07-08 Michael Lechner

This paper introduces an innovative Bayesian machine learning algorithm to draw interpretable inference on heterogeneous causal effects in the presence of imperfect compliance (e.g., under an irregular assignment mechanism). We show,…

统计方法学 · 统计学 2021-12-02 Falco J. Bargagli-Stoffi , Kristof De-Witte , Giorgio Gnecco

Principal stratification analysis evaluates how causal effects of a treatment on a primary outcome vary across strata of units defined by their treatment effect on some intermediate quantity. This endeavor is substantially challenged when…

统计方法学 · 统计学 2024-03-21 Chanmin Kim , Corwin Zigler

Causal machine learning methods can be used to search for treatment effect heterogeneity in high-dimensional datasets even where we lack a strong enough theoretical framework to select variables or make parametric assumptions about data.…

综合经济学 · 经济学 2024-04-01 Patrick Rehill , Nicholas Biddle

Flexible machine learning tools are increasingly used to estimate heterogeneous treatment effects. This paper gives an accessible tutorial demonstrating the use of the causal forest algorithm, available in the R package grf. We start with a…

应用统计 · 统计学 2024-12-17 Erik Sverdrup , Maria Petukhova , Stefan Wager

When drawing causal inferences about the effects of multiple treatments on clustered survival outcomes using observational data, we need to address implications of the multilevel data structure, multiple treatments, censoring and unmeasured…

统计方法学 · 统计学 2022-02-18 Liangyuan Hu , Jiayi Ji , Ronald D. Ennis , Joseph W. Hogan

Uplift modeling is a rapidly growing approach that utilizes causal inference and machine learning methods to directly estimate the heterogeneous treatment effects, which has been widely applied to various online marketplaces to assist…

机器学习 · 统计学 2022-09-27 Shu Wan , Chen Zheng , Zhonggen Sun , Mengfan Xu , Xiaoqing Yang , Hongtu Zhu , Jiecheng Guo

Increasingly during the past decade, researchers have sought to leverage auxiliary data for enhancing individualized inference. Many existing methods, such as multisource exchangeability models (MEM), have been developed to borrow…

统计方法学 · 统计学 2023-06-02 Ziyu Ji , Julian Wolfson

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

Uncovering causal effects in multiple treatment setting at various levels of granularity provides substantial value to decision makers. Comprehensive machine learning approaches to causal effect estimation allow to use a single causal…

计量经济学 · 经济学 2025-02-17 Michael Lechner , Jana Mareckova

Longitudinal cohort studies, which follow a group of individuals over time, provide the opportunity to examine causal effects of complex exposures on long-term health outcomes. Utilizing data from multiple cohorts has the potential to add…

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