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We present unexpected findings from a large-scale benchmark study evaluating Conditional Average Treatment Effect (CATE) estimation algorithms, i.e., CATE models. By running 16 modern CATE models on 12 datasets and 43,200 sampled variants…

机器学习 · 统计学 2025-02-21 Haining Yu , Yizhou Sun

This paper studies inference in a randomized controlled trial (RCT) with covariate-adaptive randomization (CAR) and imperfect compliance of a binary treatment. In this context, we study inference on the LATE. As in Bugni et al. (2018,2019),…

计量经济学 · 经济学 2023-07-25 Federico A. Bugni , Mengsi Gao

We consider the problem of extrapolating treatment effects across heterogeneous populations (``sites"/``contexts"). We consider an idealized scenario in which the researcher observes cross-sectional data for a large number of units across…

计量经济学 · 经济学 2025-10-03 Konrad Menzel

Causal Inference has wide applications in various areas such as E-commerce and precision medicine, and its performance heavily relies on the accurate estimation of the Individual Treatment Effect (ITE). Conventionally, ITE is predicted by…

机器学习 · 计算机科学 2023-10-23 Kailiang Zhong , Fengtong Xiao , Yan Ren , Yaorong Liang , Wenqing Yao , Xiaofeng Yang , Ling Cen

For settings with a binary treatment and a binary outcome, instrumental variables can be used to construct bounds on a causal treatment effect. With continuous outcomes, meaningful bounds are more difficult to obtain because the domain of…

统计方法学 · 统计学 2013-03-26 Tao Liu , Joseph W. Hogan

Eliminating the effect of confounding in observational studies typically involves fitting a model for an outcome adjusted for covariates. When, as often, these covariates are high-dimensional, this necessitates the use of sparse estimators…

统计方法学 · 统计学 2019-03-26 Oliver Dukes , Stijn Vansteelandt

We study the problem of model selection in causal inference, specifically for conditional average treatment effect (CATE) estimation. Unlike machine learning, there is no perfect analogue of cross-validation for model selection as we do not…

机器学习 · 计算机科学 2024-04-30 Divyat Mahajan , Ioannis Mitliagkas , Brady Neal , Vasilis Syrgkanis

The average treatment effect (ATE) is popularly used to assess the treatment effect. However, the ATE implicitly assumes a homogenous treatment effect even amongst individuals with different characteristics. In this paper, we mainly focus…

统计方法学 · 统计学 2016-03-10 Yunjian Yin , Lan Liu , Zhi Geng

Matching in causal inference from observational data aims to construct treatment and control groups with similar distributions of covariates, thereby reducing confounding and ensuring an unbiased estimation of treatment effects. This…

人工智能 · 计算机科学 2025-04-15 Sahil Shikalgar , Md. Noor-E-Alam

Scholars from diverse fields increasingly rely on high-frequency spatio-temporal data. Yet, causal inference with these data remains challenging due to spatial spillover and temporal carryover effects. We develop methods to estimate…

统计方法学 · 统计学 2025-11-03 Lingxiao Zhou , Kosuke Imai , Jason Lyall , Georgia Papadogeorgou

We study how to efficiently estimate average treatment effects (ATEs) using adaptive experiments. In adaptive experiments, experimenters sequentially assign treatments to experimental units while updating treatment assignment probabilities…

机器学习 · 统计学 2025-02-21 Masahiro Kato , Takuya Ishihara , Junya Honda , Yusuke Narita

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

Estimating individual level treatment effects (ITE) from observational data is a challenging and important area in causal machine learning and is commonly considered in diverse mission-critical applications. In this paper, we propose an…

机器学习 · 计算机科学 2019-06-10 Sungyub Kim , Yongsu Baek , Sung Ju Hwang , Eunho Yang

We seek to understand the probability an individual benefits from treatment (PIBT), an inestimable quantity that must be bounded in practice. Given the innate uncertainty in the population-level bounds on PIBT, we seek to better understand…

统计方法学 · 统计学 2024-04-04 Gabriel Ruiz , Oscar Hernan Madrid Padilla

This study investigates the estimation and the statistical inference about Conditional Average Treatment Effects (CATEs), which have garnered attention as a metric representing individualized causal effects. In our data-generating process,…

统计方法学 · 统计学 2024-03-07 Masahiro Kato

We develop flexible, semiparametric estimators of the average treatment effect (ATE) transported to a new population ("target population") that offer potential efficiency gains. Transport may be of value when the ATE may differ across…

统计方法学 · 统计学 2024-06-07 Kara E. Rudolph , Nicholas T. Williams , Elizabeth A. Stuart , Ivan Diaz

In causal inference, whether through randomized controlled trials or observational studies, access to both treated and control units is essential for estimating the effect of a treatment on an outcome of interest. When treatment assignment…

Recently, conditional average treatment effect (CATE) estimation has been attracting much attention due to its importance in various fields such as statistics, social and biomedical sciences. This study proposes a partially linear…

统计方法学 · 统计学 2022-01-31 Shunsuke Horii

Treatment effect heterogeneity plays an important role in many areas of causal inference and within recent years, estimation of the conditional average treatment effect (CATE) has received much attention in the statistical community. While…

统计方法学 · 统计学 2024-12-17 Simon Christoffer Ziersen , Torben Martinussen

This work considers the problem of transferring causal knowledge between tasks for Individual Treatment Effect (ITE) estimation. To this end, we theoretically assess the feasibility of transferring ITE knowledge and present a practical…

机器学习 · 计算机科学 2023-06-07 Ahmed Aloui , Juncheng Dong , Cat P. Le , Vahid Tarokh