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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

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

We propose strategies to estimate and make inference on key features of heterogeneous effects in randomized experiments. These key features include best linear predictors of the effects using machine learning proxies, average effects sorted…

机器学习 · 统计学 2023-10-25 Victor Chernozhukov , Mert Demirer , Esther Duflo , Iván Fernández-Val

We warmly thank Kosuke Imai, Michael Lingzhi Li, and Stefan Wager for their gracious and insightful comments. We are particularly encouraged that both pieces recognize the importance of the research agenda the lecture laid out, which we see…

计量经济学 · 经济学 2025-02-20 Victor Chernozhukov , Mert Demirer , Esther Duflo , Iván Fernández-Val

Randomization inference is a widely-used and appealing approach for analyzing treatment effects in randomized experiments, as it is finite-sample valid and does not require any distributional assumptions. However, naive application of…

计量经济学 · 经济学 2026-05-12 Xinran Li , Peizan Sheng , Zeyang Yu

This paper develops methods for uncertainty quantification in causal inference settings with random network interference. We study the large-sample distributional properties of the classical difference-in-means Hajek treatment effect…

统计方法学 · 统计学 2025-11-11 Matias D. Cattaneo , Yihan He , Ruiqi Rae Yu

In this review, we present econometric and statistical methods for analyzing randomized experiments. For basic experiments we stress randomization-based inference as opposed to sampling-based inference. In randomization-based inference,…

统计方法学 · 统计学 2017-10-26 Susan Athey , Guido Imbens

Randomization inference (RI) is typically interpreted as testing Fisher's "sharp" null hypothesis that all unit-level effects are exactly zero. This hypothesis is often criticized as restrictive and implausible, making its rejection…

统计方法学 · 统计学 2023-08-29 Devin Caughey , Allan Dafoe , Xinran Li , Luke Miratrix

We present Sequential Neural Variational Inference (SNVI), an approach to perform Bayesian inference in models with intractable likelihoods. SNVI combines likelihood-estimation (or likelihood-ratio-estimation) with variational inference to…

机器学习 · 统计学 2022-10-20 Manuel Glöckler , Michael Deistler , Jakob H. Macke

A crucial task for a randomized controlled trial (RCT) is to specify a statistical method that can yield an efficient estimator and powerful test for the treatment effect. A novel and effective strategy to obtain efficient and powerful…

This paper proposes a doubly robust two-stage semiparametric difference-in-difference estimator for estimating heterogeneous treatment effects with high-dimensional data. Our new estimator is robust to model miss-specifications and allows…

计量经济学 · 经济学 2020-09-08 Yang Ning , Sida Peng , Jing Tao

Treatment effects in regression discontinuity designs (RDDs) are often estimated using local regression methods. \cite{Hahn:01} demonstrated that the identification of the average treatment effect at the cutoff in RDDs relies on the…

计量经济学 · 经济学 2024-12-30 Weiwei Jiang , Rong J. B. Zhu

Multiple regression has been the go-to method for data analysis for generations of scholars due to its transparency, interpretability, and desirable theoretical properties. However, the method's simplicity precludes the discovery of complex…

机器学习 · 统计学 2021-02-02 Marc Ratkovic , Dustin Tingley

With the evolution of single-cell RNA sequencing techniques into a standard approach in genomics, it has become possible to conduct cohort-level causal inferences based on single-cell-level measurements. However, the individual gene…

统计方法学 · 统计学 2025-04-23 Jin-Hong Du , Zhenghao Zeng , Edward H. Kennedy , Larry Wasserman , Kathryn Roeder

The focus of modern biomedical studies has gradually shifted to explanation and estimation of joint effects of high dimensional predictors on disease risks. Quantifying uncertainty in these estimates may provide valuable insight into…

统计方法学 · 统计学 2021-03-09 Zhe Fei , Yi Li

This paper concerns robust inference on average treatment effects following model selection. In the selection on observables framework, we show how to construct confidence intervals based on a doubly-robust estimator that are robust to…

统计理论 · 数学 2018-04-13 Max H. Farrell

This paper studies the finite sample performance of the flexible estimation approach of Farrell, Liang, and Misra (2021a), who propose to use deep learning for the estimation of heterogeneous parameters in economic models, in the context of…

计量经济学 · 经济学 2024-08-20 Stephan Hetzenecker , Maximilian Osterhaus

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

We propose a new estimation method for heterogeneous causal effects which utilizes a regression discontinuity (RD) design for multiple datasets with different thresholds. The standard RD design is frequently used in applied researches, but…

计量经济学 · 经济学 2019-05-14 Takayuki Toda , Ayako Wakano , Takahiro Hoshino

Experimentation is widely utilized for causal inference and data-driven decision-making across disciplines. In an A/B experiment, for example, an online business randomizes two different treatments (e.g., website designs) to their customers…

统计方法学 · 统计学 2025-01-15 Wenxuan Guo , JungHo Lee , Panos Toulis
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