Policy learning with observational data

S Athey, S Wager - Econometrica, 2021 - Wiley Online Library
In many areas, practitioners seek to use observational data to learn a treatment assignment
policy that satisfies application‐specific constraints, such as budget, fairness, simplicity, or …

Inference on winners

I Andrews, T Kitagawa… - The Quarterly Journal of …, 2024 - academic.oup.com
Policy makers, firms, and researchers often choose among multiple options based on
estimates. Sampling error in the estimates used to guide choice leads to a winner's curse …

Model selection for treatment choice: Penalized welfare maximization

E Mbakop, M Tabord‐Meehan - Econometrica, 2021 - Wiley Online Library
This paper studies a penalized statistical decision rule for the treatment assignment
problem. Consider the setting of a utilitarian policy maker who must use sample data to …

Experimental evaluation of individualized treatment rules

K Imai, ML Li - Journal of the American Statistical Association, 2023 - Taylor & Francis
The increasing availability of individual-level data has led to numerous applications of
individualized (or personalized) treatment rules (ITRs). Policy makers often wish to …

Fair policy targeting

D Viviano, J Bradic - Journal of the American Statistical Association, 2024 - Taylor & Francis
One of the major concerns of targeting interventions on individuals in social welfare
programs is discrimination: individualized treatments may induce disparities across sensitive …

[PDF][PDF] Empirical welfare maximization with constraints

L Sun - arXiv preprint arXiv:2103.15298, 2021 - aeaweb.org
When designing eligibility criteria for welfare programs, policymakers naturally want to target
the individuals who will benefit the most. This paper extends the previous literature on …

[HTML][HTML] Entropy learning for dynamic treatment regimes

B Jiang, R Song, J Li, D Zeng - Statistica Sinica, 2019 - ncbi.nlm.nih.gov
Estimating optimal individualized treatment rules (ITRs) in single or multi-stage clinical trials
is one key solution to personalized medicine and has received more and more attention in …

Inference on the best policies with many covariates

W Wei, Y Zhou, Z Zheng, J Wang - Journal of Econometrics, 2024 - Elsevier
Understanding the impact of the most effective policies or treatments on a response variable
of interest is desirable in many empirical works in economics, statistics and other disciplines …

[PDF][PDF] Policy design in experiments with unknown interference

D Viviano - 2022 - aeaweb.org
This paper studies experimental designs for estimation and inference on welfaremaximizing
policies in the presence of spillover effects. I consider a setting where units are organized …

Welfare analysis via marginal treatment effects

Y Sasaki, T Ura - arXiv preprint arXiv:2012.07624, 2020 - arxiv.org
Consider a causal structure with endogeneity (ie, unobserved confoundedness) in empirical
data, where an instrumental variable is available. In this setting, we show that the mean …