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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

Recently, from the personalized medicine perspective, there has been an increased demand to identify subgroups of subjects for whom treatment is effective. Consequently, the estimation of heterogeneous treatment effects (HTE) has been…

统计方法学 · 统计学 2024-08-02 Ryoma Hieda , Shintaro Yuki , Kensuke Tanioka , Hiroshi Yadohisa

The paper proposes a causal supervised machine learning algorithm to uncover treatment effect heterogeneity in sharp and fuzzy regression discontinuity (RD) designs. We develop a criterion for building an honest ``regression discontinuity…

计量经济学 · 经济学 2025-09-01 Ágoston Reguly

Beta regression model is useful in the analysis of bounded continuous outcomes such as proportions. It is well known that for any regression model, the presence of multicollinearity leads to poor performance of the maximum likelihood…

统计方法学 · 统计学 2021-11-30 Ejaz Ahmed , Reza Arabi Belaghi , Yasin Asar , Abdulkhadir Hussein

Specifications that impose constant treatment effects are common but biased, while fully flexible alternatives can be imprecise or infeasible. Under a bound on treatment effect heterogeneity, we propose a generalized ridge estimator,…

计量经济学 · 经济学 2026-04-07 Soonwoo Kwon , Liyang Sun

With an increasing focus on precision medicine in medical research, numerous studies have been conducted in recent years to clarify the relationship between treatment effects and patient characteristics. The treatment effects for patients…

统计方法学 · 统计学 2023-09-22 Ke Wan , Kensuke Tanioka , Toshio Shimokawa

Estimating how a treatment affects different individuals, known as heterogeneous treatment effect estimation, is an important problem in empirical sciences. In the last few years, there has been a considerable interest in adapting machine…

机器学习 · 计算机科学 2024-10-18 Christopher Tran , Keith Burghardt , Kristina Lerman , Elena Zheleva

Estimating heterogeneous treatment effects is a well-studied topic in the statistics literature. More recently, it has regained attention due to an increasing need for precision medicine as well as the increased use of state-of-art machine…

统计方法学 · 统计学 2022-10-05 Zhongyuan Chen , Jun Xie

Estimating heterogeneous treatment effects is an important problem across many domains. In order to accurately estimate such treatment effects, one typically relies on data from observational studies or randomized experiments. Currently,…

Treatment effect estimation can assist in effective decision-making in e-commerce, medicine, and education. One popular application of this estimation lies in the prediction of the impact of a treatment (e.g., a promotion) on an outcome…

机器学习 · 计算机科学 2023-09-26 Xiaofeng Lin , Guoxi Zhang , Xiaotian Lu , Han Bao , Koh Takeuchi , Hisashi Kashima

We address a core problem in causal inference: estimating heterogeneous treatment effects using panel data with general treatment patterns. Many existing methods either do not utilize the potential underlying structure in panel data or have…

机器学习 · 统计学 2024-06-11 Retsef Levi , Elisabeth Paulson , Georgia Perakis , Emily Zhang

Understanding treatment effect heterogeneity is vital to many scientific fields because the same treatment may affect different individuals differently. Quantile regression provides a natural framework for modeling such heterogeneity. We…

统计方法学 · 统计学 2023-07-12 Alexander Giessing , Jingshen Wang

The causal effect of a treatment can vary from person to person based on their individual characteristics and predispositions. Mining for patterns of individual-level effect differences, a problem known as heterogeneous treatment effect…

机器学习 · 计算机科学 2019-09-04 Christopher Tran , Elena Zheleva

Problem definition: Mining for heterogeneous responses to an intervention is a crucial step for data-driven operations, for instance to personalize treatment or pricing. We investigate how to estimate price sensitivity from…

统计方法学 · 统计学 2025-01-08 Jean Pauphilet

Population adjustment methods such as matching-adjusted indirect comparison (MAIC) are increasingly used to compare marginal treatment effects when there are cross-trial differences in effect modifiers and limited patient-level data. MAIC…

统计方法学 · 统计学 2022-05-12 Antonio Remiro-Azócar , Anna Heath , Gianluca Baio

This paper presents a novel nonlinear regression model for estimating heterogeneous treatment effects from observational data, geared specifically towards situations with small effect sizes, heterogeneous effects, and strong confounding.…

统计方法学 · 统计学 2019-11-14 P. Richard Hahn , Jared S. Murray , Carlos Carvalho

Individualized treatment decisions can improve health outcomes, but using data to make these decisions in a reliable, precise, and generalizable way is challenging with a single dataset. Leveraging multiple randomized controlled trials…

Policy evaluation in empirical microeconomics has been focusing on estimating the average treatment effect and more recently the heterogeneous treatment effects, often relying on the unconfoundedness assumption. We propose a method based on…

计量经济学 · 经济学 2023-06-06 Wei Tian

We develop a marginal treatment effect based method to learn about causal effects in multiple treatment models with discrete instruments. We allow selection into treatment to be governed by a general class of threshold crossing models that…

计量经济学 · 经济学 2026-01-21 Vishal Kamat , Samuel Norris , Matthew Pecenco

Obtaining valid treatment effect inference remains a challenging problem when dealing with numerous instruments and non-sparse control variables. In this paper, we propose a novel ridge regularization-based instrumental variables method for…

计量经济学 · 经济学 2025-10-17 Xiduo Chen , Xingdong Feng , Antonio F. Galvao , Yeheng Ge
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