Testing instrument validity with covariates

T Carr, T Kitagawa - arXiv preprint arXiv:2112.08092, 2021 - arxiv.org
We develop a novel test of the instrumental variable identifying assumptions for
heterogeneous treatment effect models with conditioning covariates. We assume …

[PDF][PDF] Estimating the distribution of treatment effects

E Gautier, S Hoderlein - arXiv preprint arXiv:1109.0362, 2013 - Citeseer
In this paper we show that the distribution of treatment effects is point identified in a model
where the outcome equation is of unrestricted form and the selection equation contains …

Limits of estimating heterogeneous treatment effects: Guidelines for practical algorithm design

A Alaa, M Schaar - International Conference on Machine …, 2018 - proceedings.mlr.press
Estimating heterogeneous treatment effects from observational data is a central problem in
many domains. Because counterfactual data is inaccessible, the problem differs …

[引用][C] Quasi-oracle estimation of heterogeneous treatment effects

X Nie, S Wager - arXiv preprint arXiv:1712.04912 v2, 2018

[PDF][PDF] Partial identification and confidence sets for functionals of the joint distribution of potential outcomes

Y Fan, D Zhu - 2009 - Citeseer
In this paper, we present a systematic study of partial identification of two general classes of
functionals of the joint distribution of two “potential outcomes” when a bivariate sample from …

High-dimensional regression adjustments in randomized experiments

S Wager, W Du, J Taylor… - Proceedings of the …, 2016 - National Acad Sciences
We study the problem of treatment effect estimation in randomized experiments with high-
dimensional covariate information and show that essentially any risk-consistent regression …

On estimating multiple treatment effects with regression

P Goldsmith-Pinkham, P Hull, M Kolesà - 2021 - ideas.repec.org
We study the causal interpretation of regressions on multiple dependent treatments and
flexible controls. Such regressions are often used to analyze randomized control trials with …

[图书][B] Relaxing monotonicity in the identification of local average treatment effects

M Huber, G Mellace - 2012 - alexandria.unisg.ch
In heterogeneous treatment effect models with endogeneity, the identification of the local
average treatment effect (LATE) typically relies on an instrument that satisfies two …

Quasi-oracle estimation of heterogeneous treatment effects

X Nie, S Wager - Biometrika, 2021 - academic.oup.com
Flexible estimation of heterogeneous treatment effects lies at the heart of many statistical
applications, such as personalized medicine and optimal resource allocation. In this article …

Efficient estimation under data fusion

S Li, A Luedtke - Biometrika, 2023 - academic.oup.com
We aim to make inferences about a smooth, finite-dimensional parameter by fusing together
data from multiple sources. Previous works have studied the estimation of a variety of …