Improved inference for doubly robust estimators of heterogeneous treatment effects
异质性处理效应双重稳健估计量的改进推断AI 解读 ↓
本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。
本页为预印本版本;arXiv 收录、作者填写的期刊信息以及作者既有发表经历,都不单独证明本篇已接收。作者发表记录按 OpenAlex 身份与完整姓名、本站覆盖期刊 ISSN 及正式卷期核对,只展示已核实例,档案仍可能误合并。
引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。
AI 根据所提供的论文材料归类:摘要明确围绕观察研究中的条件平均处理效应、双重稳健估计与异质性推断展开。
异质性处理效应双重稳健估计量的改进推断AI 解读 ↓
正在核对关联版本…
正在核对对应版本的资源…
We propose a doubly robust approach to characterizing treatment effect heterogeneity in observational studies. We develop a frequentist inferential procedure that utilizes posterior distributions for both the propensity score and outcome regression models to provide valid inference on the conditional average treatment effect even when high-dimensional or nonparametric models are used. We show that our approach leads to conservative inference in finite samples or under model misspecification, and provides a consistent variance estimator when both models are correctly specified. In simulations, we illustrate the utility of these results in difficult settings such as high-dimensional covariate spaces or highly flexible models for the propensity score and outcome regression. Lastly, we analyze environmental exposure data from NHANES to identify how the effects of these exposures vary by subject-level characteristics.
图分割贝叶斯因果森林:空间异质性处理效应估计
In spatial observational studies, treatment assignment and outcomes often exhibit spatial dependence patterns, and treatment effects may vary across space and subpopulations due to both measured and unmeasured spatially structured confounders. Accounting for spatial dependence while estimating heterogeneous treatment effects (HTEs) is a central task in spatial causal inference. Causal Bayesian additive regression tree methods are popular nonparametric methods for modeling…
回归不连续设计中直接估计条件平均处理效应的贝叶斯加性回归树
Regression discontinuity designs (RDD) are widely used for causal inference. In many empirical applications, treatment effects vary substantially with covariates, and ignoring such heterogeneity can lead to misleading conclusions, which motivates flexible modeling of heterogeneous treatment effects in RDD. To this end, we propose a Bayesian nonparametric approach to estimating heterogeneous treatment effects based on Bayesian Additive Regression Trees (BART). The key feature…
总体与条件因果效应估计的一般贝叶斯非参数方法
We propose a Bayesian nonparametric (BNP) approach to causal inference using observational data consisting of outcome, treatment, and a set of confounders. The conditional distribution of the outcome given treatment and confounders is modeled flexibly using a dependent nonparametric mixture model, in which both the atoms and the weights vary with the confounders. The proposed BNP model is well suited for causal inference problems, as it does not rely on parametric…
TabPFN:一个模型能否包办所有任务?
Hollmann et al. (Nature 637 (2025) 319-326) recently introduced TabPFN, a transformer-based deep learning model for regression and classification on tabular data, which they claim "outperforms all previous methods on datasets with up to 10,000 samples by a wide margin, using substantially less training time." Furthermore, they have called TabPFN a "foundation model" for tabular data, as it can support "data generation, density estimation, learning reusable embeddings and…
用于双重差分的森林:超越参数模型的因果推断
This paper introduces the Difference-in-Differences Bayesian Causal Forest (DiD-BCF), a novel non-parametric model addressing key challenges in DiD estimation, such as staggered adoption and heterogeneous treatment effects. DiD-BCF provides a unified framework for estimating Average (ATE), Group-Average (GATE), and Conditional Average Treatment Effects (CATE). A core innovation, its Parallel Trends Assumption (PTA)-based reparameterization, enhances estimation accuracy and…
收缩与稀疏估计的贝叶斯方法
In all areas of human knowledge, datasets are increasing in both size and complexity, creating the need for richer statistical models. This trend is also true for economic data, where high-dimensional and nonlinear/nonparametric inference is the norm in several fields of applied econometric work. The purpose of this paper is to introduce the reader to the world of Bayesian model determination, by surveying modern shrinkage and variable selection algorithms and methodologies.…