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This paper develops a performant Bayesian approach to conditional average treatment effect (CATE) estimation in regression discontinuity designs (RDD), an increasingly prevalent form of quasi-experiment that facilitates causal inference.…

统计方法学 · 统计学 2026-05-18 Rafael Alcantara , P. Richard Hahn , Hedibert F. Lopes

Difference-in-differences (DiD) is a popular approach to evaluate treatment effects in settings where both pre- and post-treatment measurements of the outcome are available. Despite its popularity, existing methods face important…

统计方法学 · 统计学 2026-03-31 Chan Park , Eric Tchetgen Tchetgen

Differences-in-differences (DiD) is a causal inference method for observational longitudinal data that assumes parallel expected potential outcome trajectories between treatment groups under the counterfactual scenario where all units…

统计方法学 · 统计学 2026-05-12 Michael Jetsupphasuk , Didong Li , Michael G. Hudgens

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

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…

We address the problem of estimating heterogeneous treatment effects in panel data, adopting the popular Difference-in-Differences (DiD) framework under the conditional parallel trends assumption. We propose a novel doubly robust…

机器学习 · 统计学 2025-04-29 Hui Lan , Haoge Chang , Eleanor Dillon , Vasilis Syrgkanis

This paper introduces a generalized ps-BART model for the estimation of Average Treatment Effect (ATE) and Conditional Average Treatment Effect (CATE) in continuous treatments, addressing limitations of the Bayesian Causal Forest (BCF)…

机器学习 · 统计学 2024-09-11 Hugo Gobato Souto , Francisco Louzada Neto

Difference-in-differences (DID) is one of the most widely used causal inference frameworks in observational studies. However, most existing DID methods are designed for binary treatments and cannot be readily applied to non-binary treatment…

统计方法学 · 统计学 2025-12-01 Siyu Heng , Yuan Huang , Hyunseung Kang

The conditional average treatment effect (CATE) is a commonly targeted statistical parameter for measuring the effect of a treatment conditional on covariates. However, the CATE will fail to capture effects of treatments beyond differences…

统计方法学 · 统计学 2026-04-03 Jeffrey Näf , Junhyung Park , Herbert Susmann

Difference-in-differences (DiD) is a cornerstone of causal inference, yet extending it to functional outcomes is not a routine scalar generalization; rather, it entails three fundamental challenges in identification, inference, and…

统计方法学 · 统计学 2026-05-29 Junzhu Nie , Chengxiu Ling , Mengfei Ran

Bayesian Causal Forests (BCF) is a causal inference machine learning model based on a highly flexible non-parametric regression and classification tool called Bayesian Additive Regression Trees (BART). Motivated by data from the Trends in…

机器学习 · 统计学 2023-03-10 Nathan McJames , Andrew Parnell , Yong Chen Goh , Ann O'Shea

The Difference-in-Differences (DiD) method is a fundamental tool for causal inference, yet its application is often complicated by missing data. Although recent work has developed robust DiD estimators for complex settings like staggered…

统计方法学 · 统计学 2026-01-27 Lorenzo Testa , Edward H. Kennedy , Matthew Reimherr

Determining subgroups that respond especially well (or poorly) to specific interventions (medical or policy) requires new supervised learning methods tailored specifically for causal inference. Bayesian Causal Forest (BCF) is a recent…

机器学习 · 统计学 2022-09-16 Nikolay Krantsevich , Jingyu He , P. Richard Hahn

Understanding and inferencing Heterogeneous Treatment Effects (HTE) and Conditional Average Treatment Effects (CATE) are vital for developing personalized treatment recommendations. Many state-of-the-art approaches achieve inspiring…

机器学习 · 计算机科学 2024-08-28 Chan Hsu , Jun-Ting Wu , Yihuang Kang

Difference-in-Differences (DiD) and Synthetic Control (SC) are widely used methods for causal inference in panel data, each with distinct strengths and limitations. We propose a novel method for short-panel causal inference that integrates…

计量经济学 · 经济学 2025-09-26 Yixiao Sun , Haitian Xie , Yuhang Zhang

This research aims to propose and evaluate a novel model named K-Fold Causal Bayesian Additive Regression Trees (K-Fold Causal BART) for improved estimation of Average Treatment Effects (ATE) and Conditional Average Treatment Effects…

机器学习 · 统计学 2024-09-10 Hugo Gobato Souto , Francisco Louzada Neto

Many scientific and engineering challenges -- ranging from personalized medicine to customized marketing recommendations -- require an understanding of treatment effect heterogeneity. In this paper, we develop a non-parametric causal forest…

统计方法学 · 统计学 2017-07-11 Stefan Wager , Susan Athey

The method of difference-in-differences (DID) is widely used to study the causal effect of policy interventions in observational studies. DID employs a before and after comparison of the treated and control units to remove bias due to…

统计方法学 · 统计学 2022-06-15 Ting Ye , Luke Keele , Raiden Hasegawa , Dylan S. Small

Estimation of individualized treatment effects (ITE), also known as conditional average treatment effects (CATE), is an active area of methodology development. However, much less attention has been paid to the quantification of uncertainty…

统计方法学 · 统计学 2025-04-08 Daijiro Kabata , Nicholas C. Henderson , Ravi Varadhan

This paper studies semiparametric Bayesian inference for the average treatment effect on the treated (ATT) within the difference-in-differences (DiD) research design. We propose two new Bayesian methods with frequentist validity. The first…

计量经济学 · 经济学 2025-06-17 Christoph Breunig , Ruixuan Liu , Zhengfei Yu
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