Estimating treatment effect heterogeneity in randomized program evaluation
From MaRDI portal
Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to social sciences (62P25)
Abstract: When evaluating the efficacy of social programs and medical treatments using randomized experiments, the estimated overall average causal effect alone is often of limited value and the researchers must investigate when the treatments do and do not work. Indeed, the estimation of treatment effect heterogeneity plays an essential role in (1) selecting the most effective treatment from a large number of available treatments, (2) ascertaining subpopulations for which a treatment is effective or harmful, (3) designing individualized optimal treatment regimes, (4) testing for the existence or lack of heterogeneous treatment effects, and (5) generalizing causal effect estimates obtained from an experimental sample to a target population. In this paper, we formulate the estimation of heterogeneous treatment effects as a variable selection problem. We propose a method that adapts the Support Vector Machine classifier by placing separate sparsity constraints over the pre-treatment parameters and causal heterogeneity parameters of interest. The proposed method is motivated by and applied to two well-known randomized evaluation studies in the social sciences. Our method selects the most effective voter mobilization strategies from a large number of alternative strategies, and it also identifies the characteristics of workers who greatly benefit from (or are negatively affected by) a job training program. In our simulation studies, we find that the proposed method often outperforms some commonly used alternatives.
Recommendations
- Estimation and Inference of Heterogeneous Treatment Effects using Random Forests
- Recursive partitioning for heterogeneous causal effects
- Combining estimates of conditional treatment effects
- Detecting heterogeneous treatment effects with instrumental variables and application to the Oregon Health Insurance Experiment
- Bayesian regression tree models for causal inference: regularization, confounding, and heterogeneous effects (with discussion)
Cites work
- A robust method for estimating optimal treatment regimes
- A weakly informative default prior distribution for logistic and other regression models
- BART: Bayesian additive regression trees
- Bayesian methods for support vector machines: Evidence and predictive class probabilities
- Biometrika centenary: Theory and general methodology
- Estimating individualized treatment rules using outcome weighted learning
- scientific article; zbMATH DE number 3860199 (Why is no real title available?)
- scientific article; zbMATH DE number 45848 (Why is no real title available?)
- scientific article; zbMATH DE number 823069 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Least angle regression. (With discussion)
- Model Selection and Estimation in Regression with Grouped Variables
- Multicategory Support Vector Machines
- On the ``degrees of freedom of the lasso
- Optimal Dynamic Treatment Regimes
- Performance guarantees for individualized treatment rules
- Regularization and Variable Selection Via the Elastic Net
- Reinforcement learning strategies for clinical trials in nonsmall cell lung cancer
- Soft and hard classification by reproducing kernel Hilbert space methods
- Statistical behavior and consistency of classification methods based on convex risk minimization.
- Statistical treatment rules for heterogeneous populations.
- Testing for Qualitative Interactions between Treatment Effects and Patient Subsets
- The central role of the propensity score in observational studies for causal effects
- Variable selection for support vector machines via smoothing spline ANOVA
Cited in
(86)- Experimental Evaluation of Individualized Treatment Rules
- Latent class mixture models of treatment effect heterogeneity
- FindIt
- Bayesian regression tree models for causal inference: regularization, confounding, and heterogeneous effects (with discussion)
- Beyond the mean: a flexible framework for studying causal effects using linear models
- Detecting heterogeneous treatment effects with instrumental variables and application to the Oregon Health Insurance Experiment
- Nonlinear predictive directions in clinical trials
- Diagnosis-group-specific transitional care program recommendations for 30-day rehospitalization reduction
- Response transformation and profit decomposition for revenue uplift modeling
- Fused comparative intervention scoring for heterogeneity of longitudinal intervention effects
- Estimation of causal effects using instrumental variables with nonignorable missing covariates: application to effect of type of delivery NICU on premature infants
- A survey of personalized treatment models for pricing strategies in insurance
- Regularized outcome weighted subgroup identification for differential treatment effects
- Identification of subpopulations with distinct treatment benefit rate using the Bayesian tree
- Recursive partitioning for heterogeneous causal effects
- Defining and estimating intervention effects for groups that will develop an auxiliary outcome
- Estimation and Inference of Heterogeneous Treatment Effects using Random Forests
- Quantile-optimal treatment regimes
- Modelling Impact Heterogeneity
- Estimating the effect of treatments allocated by randomized waiting lists
- Learning optimal distributionally robust individualized treatment rules
- A U-statistic-based test of treatment effect heterogeneity
- Investigation of age-treatment interaction in the SPACE trial using different statistical approaches
- A Generalized Quantile Tree Method for Subgroup Identification
- An exploratory data analysis for average treatment effect estimation based on partial balancing and simultaneous inference of regression models
- Combining estimates of conditional treatment effects
- Causal interaction in factorial experiments: application to conjoint analysis
- Measuring and Estimating Treatment Effect on Count Outcome in Randomized Trial and Observational Studies
- Personalised treatment assignment maximising expected benefit with smooth hinge loss
- Treatment recommendation and parameter estimation under single-index contrast function
- A Semiparametric Approach to Model Effect Modification
- Towards optimal doubly robust estimation of heterogeneous causal effects
- High-Dimensional Precision Medicine From Patient-Derived Xenografts
- Fairness-Oriented Learning for Optimal Individualized Treatment Rules
- Change-Plane Analysis for Subgroup Detection with a Continuous Treatment
- Efficient Targeted Learning of Heterogeneous Treatment Effects for Multiple Subgroups
- Stable Discovery of Interpretable Subgroups via Calibration in Causal Studies
- A robust threshold \(t\) linear mixed model for subgroup identification using multivariate T distributions
- Constrained optimization for stratified treatment rules in reducing hospital readmission rates of diabetic patients
- Estimating heterogeneous causal effects in observational studies using small area predictors
- Inference on the best policies with many covariates
- Synthetic learner: model-free inference on treatments over time
- Transfer Learning of Individualized Treatment Rules from Experimental to Real-World Data
- Asymptotic normality of a change plane estimator in fixed dimension with near-optimal rate
- Subgroup analysis using Bernoulli‐gated hierarchical mixtures of experts models
- Heterogeneous treatment effect-based random forest: HTERF
- Reflections on the concept of optimality of single decision point treatment regimes
- Some children left behind: variation in the effects of an educational intervention
- Subgroup analysis and adaptive experiments crave for debiasing
- Finding the best subgroup with differential treatment effect with multiple outcomes
- From Local to Global: External Validity in a Fertility Natural Experiment
- Comparing algorithms for characterizing treatment effect heterogeneity in randomized trials
- Longitudinal self-learning of individualized treatment rules in a nutrient supplementation trial with missing data
- Rule ensemble method with adaptive group Lasso for heterogeneous treatment effect estimation
- Multithreshold change plane model: estimation theory and applications in subgroup identification
- Robust method for optimal treatment decision making based on survival data
- Assessment of heterogeneous treatment effect estimation accuracy via matching
- Propensity score weighting for causal subgroup analysis
- CAPITAL: optimal subgroup identification via constrained policy tree search
- Multi-threshold proportional hazards model and subgroup identification
- A nonparametric method for value function guided subgroup identification via gradient tree boosting for censored survival data
- Toward Optimal Variance Reduction in Online Controlled Experiments
- Exploration of heterogeneous treatment effects via concave fusion
- Comparing four methods for estimating tree-based treatment regimes
- Doubly robust adaptive LASSO for effect modifier discovery
- Modern approaches for evaluating treatment effect heterogeneity from clinical trials and observational data
- Regression adjustment for estimating distributional treatment effects in randomized controlled trials
- Fisher-Schultz lecture: generic machine learning inference on heterogeneous treatment effects in randomized experiments, with an application to immunization in India
- What's the weight? Estimating controlled outcome differences in complex surveys for health disparities research
- Individualized treatment rules based on adaptive transfer-dragonnet
- Estimating heterogeneous causal effects of high-dimensional treatments: application to conjoint analysis
- Statistical Challenges in Online Controlled Experiments: A Review of A/B Testing Methodology
- Bayesian variable selection on structured logistic-normal mixture models for subgroup analysis
- The value added of machine learning to causal inference: evidence from revisited studies
- Machine learning who to nudge: causal vs predictive targeting in a field experiment on student financial aid renewal
- Tutorial in biostatistics: data-driven subgroup identification and analysis in clinical trials
- Some methods for heterogeneous treatment effect estimation in high dimensions
- Estimating causal moderation effects with randomized treatments and non-randomized moderators
- Distributed fusion R-learner of heterogeneous treatment effect using distributed medicaid data
- Optimal averaging estimator of heterogeneous treatment effects for single-index models
- Heterogeneous treatment effects estimation with residualized LASSO and support vector machines
- On weighted orthogonal learners for heterogeneous treatment effects
- Randomization inference for treatment effect variation
- Decomposing Treatment Effect Variation
- Heterogeneous indirect effects for multiple mediators using interventional effect models
- Permutation test for heterogeneous treatment effects with a nuisance parameter
This page was built for publication: Estimating treatment effect heterogeneity in randomized program evaluation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q142565)
