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相关论文: Time-Varying Heterogeneous Treatment Effects in Ev…

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Understanding whether and how treatment effects vary across subgroups is crucial to inform clinical practice and recommendations. Accordingly, the assessment of heterogeneous treatment effects (HTE) based on pre-specified potential effect…

统计方法学 · 统计学 2023-12-04 Bryan S. Blette , Scott D. Halpern , Fan Li , Michael O. Harhay

We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in a high dimensional setting. The setting allows the number of time varying regressors to be larger than the sample size.…

统计方法学 · 统计学 2017-10-05 Alexandre Belloni , Victor Chernozhukov , Christian Hansen , Damian Kozbur

The onset of several silent, chronic diseases such as diabetes can be detected only through diagnostic tests. Due to cost considerations, self-reported outcomes are routinely collected in lieu of expensive diagnostic tests in large-scale…

应用统计 · 统计学 2015-09-15 Xiangdong Gu , Yunsheng Ma , Raji Balasubramanian

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

This paper considers identification and estimation of the causal effect of the time Z until a subject is treated on a survival outcome T. The treatment is not randomly assigned, T is randomly right censored by a random variable C and the…

统计理论 · 数学 2022-12-20 Jad Beyhum , Samuele Centorrino , Jean-Pierre Florens , Ingrid Van Keilegom

Estimation of conditional average treatment effects (CATEs) plays an essential role in modern medicine by informing treatment decision-making at a patient level. Several metalearners have been proposed recently to estimate CATEs in an…

应用统计 · 统计学 2022-09-07 Yizhe Xu , Nikolaos Ignatiadis , Erik Sverdrup , Scott Fleming , Stefan Wager , Nigam Shah

This paper studies identification of average treatment effects in a panel data setting. It introduces a novel nonparametric factor model and proves identification of average treatment effects. The identification proof is based on the…

计量经济学 · 经济学 2025-03-26 Susan Athey , Guido Imbens

In this article, we consider identification, estimation, and inference procedures for treatment effect parameters using Difference-in-Differences (DiD) with (i) multiple time periods, (ii) variation in treatment timing, and (iii) when the…

计量经济学 · 经济学 2020-12-02 Brantly Callaway , Pedro H. C. Sant'Anna

We propose a method for estimation and inference for bounds for heterogeneous causal effect parameters in general sample selection models where the treatment can affect whether an outcome is observed and no exclusion restrictions are…

计量经济学 · 经济学 2024-07-29 Phillip Heiler

This paper investigates the identification and inference of treatment effects in randomized controlled trials with social interactions. Two key network features characterize the setting and introduce endogeneity: (1) latent variables may…

计量经济学 · 经济学 2024-12-04 Mengsi Gao

The analysis of randomized controlled trials is often complicated by intercurrent events (IEs) -- events that occur after treatment initiation and affect either the interpretation or existence of outcome measurements. Examples include…

统计方法学 · 统计学 2026-04-07 Sizhu Lu , Yanyao Yi , Yongming Qu , Huayu Karen Liu , Ting Ye , Peng Ding

We study the problem of selecting the best heterogeneous treatment effect (HTE) estimator from a collection of candidates in settings where the treatment effect is fundamentally unobserved. We cast estimator selection as a multiple testing…

机器学习 · 统计学 2025-11-25 Jiayi Guo , Zijun Gao

This paper considers a first-order autoregressive panel data model with individual-specific effects and heterogeneous autoregressive coefficients defined on the interval (-1,1], thus allowing for some of the individual processes to have…

计量经济学 · 经济学 2024-06-26 M. Hashem Pesaran , Liying Yang

In observational studies, treatments are typically not randomized and therefore estimated treatment effects may be subject to confounding bias. The instrumental variable (IV) design plays the role of a quasi-experimental handle since the IV…

统计方法学 · 统计学 2016-08-30 Lan Liu , Wang Miao , Baoluo Sun , James Robins , Eric Tchetgen Tchetgen

A new meta-algorithm for estimating the conditional average treatment effects is proposed in the paper. The main idea underlying the algorithm is to consider a new dataset consisting of feature vectors produced by means of concatenation of…

机器学习 · 统计学 2019-09-10 Lev V. Utkin , Mikhail V. Kots , Viacheslav S. Chukanov

We propose a new, flexible model for inference of the effect of a binary treatment on a continuous outcome observed over subsequent time periods. The model allows to seperate association due to endogeneity of treatment selection from…

统计方法学 · 统计学 2021-03-02 Helga Wagner , Sylvia Frühwirth-Schnatter , Liana Jacobi

This paper considers identification and estimation of causal effect parameters from participating in a binary treatment in a difference in differences (DID) setup when the parallel trends assumption holds after conditioning on observed…

计量经济学 · 经济学 2024-06-25 Carolina Caetano , Brantly Callaway , Stroud Payne , Hugo Sant'Anna Rodrigues

In many social, behavioral, and biomedical sciences, treatment effect estimation is a crucial step in understanding the impact of an intervention, policy, or treatment. In recent years, an increasing emphasis has been placed on…

统计方法学 · 统计学 2024-10-10 Xinhai Zhang , Xingye Qiao

Estimating causal effects for survival outcomes in the high-dimensional setting is an extremely important topic for many biomedical applications as well as areas of social sciences. We propose a new orthogonal score method for treatment…

统计方法学 · 统计学 2024-12-04 Jue Hou , Jelena Bradic , Ronghui Xu

Beyond conditional average treatment effects, treatments may impact the entire outcome distribution in covariate-dependent ways, for example, by altering the variance or tail risks for specific subpopulations. We propose a novel estimand to…

机器学习 · 统计学 2026-03-18 Saksham Jain , Alex Luedtke